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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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