CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 0.7441 0.7464 0.0023 0.3% 0.7337
High 0.7462 0.7464 0.0002 0.0% 0.7432
Low 0.7438 0.7437 -0.0001 0.0% 0.7334
Close 0.7460 0.7445 -0.0015 -0.2% 0.7424
Range 0.0024 0.0027 0.0003 10.4% 0.0098
ATR 0.0029 0.0029 0.0000 -0.6% 0.0000
Volume 7,621 2,365 -5,256 -69.0% 9,627
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7528 0.7513 0.7460
R3 0.7502 0.7487 0.7452
R2 0.7475 0.7475 0.7450
R1 0.7460 0.7460 0.7447 0.7454
PP 0.7449 0.7449 0.7449 0.7446
S1 0.7434 0.7434 0.7443 0.7428
S2 0.7422 0.7422 0.7440
S3 0.7396 0.7407 0.7438
S4 0.7369 0.7381 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 0.7464 0.7368 0.0096 1.3% 0.0033 0.4% 81% True False 4,003
10 0.7464 0.7305 0.0159 2.1% 0.0029 0.4% 88% True False 2,594
20 0.7464 0.7195 0.0269 3.6% 0.0031 0.4% 93% True False 1,632
40 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 93% True False 1,008
60 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 93% True False 794
80 0.7464 0.7195 0.0269 3.6% 0.0026 0.3% 93% True False 607
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.3% 93% True False 498
120 0.7471 0.7195 0.0276 3.7% 0.0026 0.3% 91% False False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7533
1.618 0.7506
1.000 0.7490
0.618 0.7480
HIGH 0.7464
0.618 0.7453
0.500 0.7450
0.382 0.7447
LOW 0.7437
0.618 0.7421
1.000 0.7411
1.618 0.7394
2.618 0.7368
4.250 0.7324
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 0.7450 0.7444
PP 0.7449 0.7444
S1 0.7447 0.7443

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

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