CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 0.7427 0.7441 0.0014 0.2% 0.7337
High 0.7452 0.7462 0.0011 0.1% 0.7432
Low 0.7423 0.7438 0.0015 0.2% 0.7334
Close 0.7446 0.7460 0.0015 0.2% 0.7424
Range 0.0029 0.0024 -0.0005 -15.8% 0.0098
ATR 0.0029 0.0029 0.0000 -1.3% 0.0000
Volume 4,537 7,621 3,084 68.0% 9,627
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7525 0.7517 0.7473
R3 0.7501 0.7493 0.7467
R2 0.7477 0.7477 0.7464
R1 0.7469 0.7469 0.7462 0.7473
PP 0.7453 0.7453 0.7453 0.7456
S1 0.7445 0.7445 0.7458 0.7449
S2 0.7429 0.7429 0.7456
S3 0.7405 0.7421 0.7453
S4 0.7381 0.7397 0.7447
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 0.7462 0.7368 0.0094 1.3% 0.0032 0.4% 98% True False 3,922
10 0.7462 0.7305 0.0157 2.1% 0.0028 0.4% 99% True False 2,401
20 0.7462 0.7195 0.0268 3.6% 0.0031 0.4% 99% True False 1,539
40 0.7462 0.7195 0.0268 3.6% 0.0028 0.4% 99% True False 961
60 0.7462 0.7195 0.0268 3.6% 0.0027 0.4% 99% True False 757
80 0.7462 0.7195 0.0268 3.6% 0.0026 0.3% 99% True False 578
100 0.7462 0.7195 0.0268 3.6% 0.0026 0.3% 99% True False 475
120 0.7471 0.7195 0.0276 3.7% 0.0025 0.3% 96% False False 401
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7525
1.618 0.7501
1.000 0.7486
0.618 0.7477
HIGH 0.7462
0.618 0.7453
0.500 0.7450
0.382 0.7447
LOW 0.7438
0.618 0.7423
1.000 0.7414
1.618 0.7399
2.618 0.7375
4.250 0.7336
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 0.7457 0.7445
PP 0.7453 0.7431
S1 0.7450 0.7416

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

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