CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7361 |
0.0024 |
0.3% |
0.7308 |
| High |
0.7362 |
0.7380 |
0.0019 |
0.3% |
0.7337 |
| Low |
0.7334 |
0.7356 |
0.0022 |
0.3% |
0.7300 |
| Close |
0.7360 |
0.7366 |
0.0006 |
0.1% |
0.7331 |
| Range |
0.0028 |
0.0024 |
-0.0004 |
-12.7% |
0.0037 |
| ATR |
0.0028 |
0.0027 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1,438 |
734 |
-704 |
-49.0% |
2,750 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7427 |
0.7379 |
|
| R3 |
0.7415 |
0.7403 |
0.7373 |
|
| R2 |
0.7391 |
0.7391 |
0.7370 |
|
| R1 |
0.7379 |
0.7379 |
0.7368 |
0.7385 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7371 |
| S1 |
0.7355 |
0.7355 |
0.7364 |
0.7361 |
| S2 |
0.7343 |
0.7343 |
0.7362 |
|
| S3 |
0.7319 |
0.7331 |
0.7359 |
|
| S4 |
0.7295 |
0.7307 |
0.7353 |
|
|
| 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 |
0.7380 |
0.7305 |
0.0075 |
1.0% |
0.0025 |
0.3% |
81% |
True |
False |
880 |
| 10 |
0.7380 |
0.7279 |
0.0102 |
1.4% |
0.0023 |
0.3% |
86% |
True |
False |
660 |
| 20 |
0.7380 |
0.7195 |
0.0186 |
2.5% |
0.0028 |
0.4% |
92% |
True |
False |
656 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
81% |
False |
False |
578 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
81% |
False |
False |
431 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.3% |
81% |
False |
False |
336 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0026 |
0.3% |
69% |
False |
False |
281 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.7% |
0.0025 |
0.3% |
62% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7443 |
|
1.618 |
0.7419 |
|
1.000 |
0.7404 |
|
0.618 |
0.7395 |
|
HIGH |
0.7380 |
|
0.618 |
0.7371 |
|
0.500 |
0.7368 |
|
0.382 |
0.7365 |
|
LOW |
0.7356 |
|
0.618 |
0.7341 |
|
1.000 |
0.7332 |
|
1.618 |
0.7317 |
|
2.618 |
0.7293 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7358 |
| PP |
0.7367 |
0.7350 |
| S1 |
0.7367 |
0.7343 |
|