CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7369 |
0.7383 |
0.0015 |
0.2% |
0.7308 |
| High |
0.7390 |
0.7393 |
0.0003 |
0.0% |
0.7337 |
| Low |
0.7368 |
0.7368 |
0.0000 |
0.0% |
0.7300 |
| Close |
0.7387 |
0.7376 |
-0.0011 |
-0.1% |
0.7331 |
| Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0037 |
| ATR |
0.0027 |
0.0027 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,960 |
1,112 |
-848 |
-43.3% |
2,750 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7440 |
0.7390 |
|
| R3 |
0.7429 |
0.7415 |
0.7383 |
|
| R2 |
0.7404 |
0.7404 |
0.7381 |
|
| R1 |
0.7390 |
0.7390 |
0.7378 |
0.7385 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7376 |
| S1 |
0.7365 |
0.7365 |
0.7374 |
0.7360 |
| S2 |
0.7354 |
0.7354 |
0.7371 |
|
| S3 |
0.7329 |
0.7340 |
0.7369 |
|
| S4 |
0.7304 |
0.7315 |
0.7362 |
|
|
| 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 |
0.7393 |
0.7305 |
0.0088 |
1.2% |
0.0026 |
0.4% |
81% |
True |
False |
1,181 |
| 10 |
0.7393 |
0.7290 |
0.0103 |
1.4% |
0.0023 |
0.3% |
83% |
True |
False |
849 |
| 20 |
0.7393 |
0.7195 |
0.0199 |
2.7% |
0.0028 |
0.4% |
91% |
True |
False |
757 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
85% |
False |
False |
570 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
85% |
False |
False |
482 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.4% |
85% |
False |
False |
373 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0026 |
0.3% |
73% |
False |
False |
311 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.7% |
0.0025 |
0.3% |
66% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7499 |
|
2.618 |
0.7458 |
|
1.618 |
0.7433 |
|
1.000 |
0.7418 |
|
0.618 |
0.7408 |
|
HIGH |
0.7393 |
|
0.618 |
0.7383 |
|
0.500 |
0.7381 |
|
0.382 |
0.7378 |
|
LOW |
0.7368 |
|
0.618 |
0.7353 |
|
1.000 |
0.7343 |
|
1.618 |
0.7328 |
|
2.618 |
0.7303 |
|
4.250 |
0.7262 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7376 |
| PP |
0.7379 |
0.7375 |
| S1 |
0.7378 |
0.7375 |
|