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 |
|
|
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 |
|