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
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 0.0005
Narrowest range in 3 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols