CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 0.7370 0.7427 0.0057 0.8% 0.7337
High 0.7432 0.7452 0.0020 0.3% 0.7432
Low 0.7370 0.7423 0.0054 0.7% 0.7334
Close 0.7424 0.7446 0.0022 0.3% 0.7424
Range 0.0062 0.0029 -0.0034 -54.0% 0.0098
ATR 0.0030 0.0029 0.0000 -0.2% 0.0000
Volume 4,383 4,537 154 3.5% 9,627
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7526 0.7514 0.7461
R3 0.7497 0.7486 0.7453
R2 0.7469 0.7469 0.7451
R1 0.7457 0.7457 0.7448 0.7463
PP 0.7440 0.7440 0.7440 0.7443
S1 0.7429 0.7429 0.7443 0.7434
S2 0.7412 0.7412 0.7440
S3 0.7383 0.7400 0.7438
S4 0.7355 0.7372 0.7430
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 0.7452 0.7356 0.0096 1.3% 0.0032 0.4% 94% True False 2,545
10 0.7452 0.7300 0.0152 2.0% 0.0028 0.4% 96% True False 1,668
20 0.7452 0.7195 0.0257 3.5% 0.0031 0.4% 98% True False 1,164
40 0.7452 0.7195 0.0257 3.5% 0.0028 0.4% 98% True False 779
60 0.7452 0.7195 0.0257 3.5% 0.0027 0.4% 98% True False 630
80 0.7452 0.7195 0.0257 3.5% 0.0026 0.3% 98% True False 484
100 0.7452 0.7195 0.0257 3.5% 0.0026 0.4% 98% True False 399
120 0.7471 0.7195 0.0276 3.7% 0.0025 0.3% 91% False False 338
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7573
2.618 0.7526
1.618 0.7498
1.000 0.7480
0.618 0.7469
HIGH 0.7452
0.618 0.7441
0.500 0.7437
0.382 0.7434
LOW 0.7423
0.618 0.7405
1.000 0.7395
1.618 0.7377
2.618 0.7348
4.250 0.7302
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 0.7443 0.7434
PP 0.7440 0.7422
S1 0.7437 0.7410

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

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