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 |
|
|
|
| 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 |
|