CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 0.7383 0.7370 -0.0013 -0.2% 0.7337
High 0.7393 0.7432 0.0039 0.5% 0.7432
Low 0.7368 0.7370 0.0002 0.0% 0.7334
Close 0.7376 0.7424 0.0048 0.7% 0.7424
Range 0.0025 0.0062 0.0037 148.0% 0.0098
ATR 0.0027 0.0030 0.0002 9.2% 0.0000
Volume 1,112 4,383 3,271 294.2% 9,627
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7594 0.7571 0.7458
R3 0.7532 0.7509 0.7441
R2 0.7470 0.7470 0.7435
R1 0.7447 0.7447 0.7430 0.7459
PP 0.7408 0.7408 0.7408 0.7414
S1 0.7385 0.7385 0.7418 0.7397
S2 0.7346 0.7346 0.7413
S3 0.7284 0.7323 0.7407
S4 0.7222 0.7261 0.7390
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7689 0.7654 0.7478
R3 0.7592 0.7557 0.7451
R2 0.7494 0.7494 0.7442
R1 0.7459 0.7459 0.7433 0.7477
PP 0.7397 0.7397 0.7397 0.7405
S1 0.7362 0.7362 0.7415 0.7379
S2 0.7299 0.7299 0.7406
S3 0.7202 0.7264 0.7397
S4 0.7104 0.7167 0.7370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7432 0.7334 0.0098 1.3% 0.0032 0.4% 92% True False 1,925
10 0.7432 0.7300 0.0132 1.8% 0.0027 0.4% 94% True False 1,237
20 0.7432 0.7195 0.0237 3.2% 0.0031 0.4% 97% True False 954
40 0.7432 0.7195 0.0237 3.2% 0.0028 0.4% 97% True False 675
60 0.7432 0.7195 0.0237 3.2% 0.0027 0.4% 97% True False 555
80 0.7432 0.7195 0.0237 3.2% 0.0026 0.4% 97% True False 427
100 0.7445 0.7195 0.0250 3.4% 0.0026 0.4% 92% False False 354
120 0.7471 0.7195 0.0276 3.7% 0.0025 0.3% 83% False False 301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7594
1.618 0.7532
1.000 0.7494
0.618 0.7470
HIGH 0.7432
0.618 0.7408
0.500 0.7401
0.382 0.7393
LOW 0.7370
0.618 0.7331
1.000 0.7308
1.618 0.7269
2.618 0.7207
4.250 0.7106
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 0.7416 0.7416
PP 0.7408 0.7408
S1 0.7401 0.7400

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

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