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 |
|
|
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 |
|