CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7337 |
0.0029 |
0.4% |
0.7308 |
| High |
0.7337 |
0.7362 |
0.0025 |
0.3% |
0.7337 |
| Low |
0.7305 |
0.7334 |
0.0029 |
0.4% |
0.7300 |
| Close |
0.7331 |
0.7360 |
0.0030 |
0.4% |
0.7331 |
| Range |
0.0032 |
0.0028 |
-0.0004 |
-12.7% |
0.0037 |
| ATR |
0.0027 |
0.0028 |
0.0000 |
0.9% |
0.0000 |
| Volume |
663 |
1,438 |
775 |
116.9% |
2,750 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7425 |
0.7375 |
|
| R3 |
0.7407 |
0.7397 |
0.7368 |
|
| R2 |
0.7379 |
0.7379 |
0.7365 |
|
| R1 |
0.7370 |
0.7370 |
0.7363 |
0.7375 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7354 |
| S1 |
0.7342 |
0.7342 |
0.7357 |
0.7347 |
| S2 |
0.7324 |
0.7324 |
0.7355 |
|
| S3 |
0.7297 |
0.7315 |
0.7352 |
|
| S4 |
0.7269 |
0.7287 |
0.7345 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7419 |
0.7351 |
|
| R3 |
0.7396 |
0.7382 |
0.7341 |
|
| R2 |
0.7359 |
0.7359 |
0.7337 |
|
| R1 |
0.7345 |
0.7345 |
0.7334 |
0.7352 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7326 |
| S1 |
0.7308 |
0.7308 |
0.7327 |
0.7315 |
| S2 |
0.7285 |
0.7285 |
0.7324 |
|
| S3 |
0.7248 |
0.7271 |
0.7320 |
|
| S4 |
0.7211 |
0.7234 |
0.7310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7362 |
0.7300 |
0.0062 |
0.8% |
0.0024 |
0.3% |
98% |
True |
False |
792 |
| 10 |
0.7362 |
0.7242 |
0.0120 |
1.6% |
0.0026 |
0.4% |
99% |
True |
False |
655 |
| 20 |
0.7362 |
0.7195 |
0.0167 |
2.3% |
0.0028 |
0.4% |
99% |
True |
False |
631 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
78% |
False |
False |
565 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
78% |
False |
False |
419 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.3% |
78% |
False |
False |
327 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0026 |
0.3% |
66% |
False |
False |
274 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0024 |
0.3% |
60% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7478 |
|
2.618 |
0.7433 |
|
1.618 |
0.7406 |
|
1.000 |
0.7389 |
|
0.618 |
0.7378 |
|
HIGH |
0.7362 |
|
0.618 |
0.7351 |
|
0.500 |
0.7348 |
|
0.382 |
0.7345 |
|
LOW |
0.7334 |
|
0.618 |
0.7317 |
|
1.000 |
0.7307 |
|
1.618 |
0.7290 |
|
2.618 |
0.7262 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7351 |
| PP |
0.7352 |
0.7342 |
| S1 |
0.7348 |
0.7333 |
|