CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7464 |
0.7444 |
-0.0020 |
-0.3% |
0.7337 |
High |
0.7464 |
0.7457 |
-0.0007 |
-0.1% |
0.7432 |
Low |
0.7437 |
0.7437 |
-0.0001 |
0.0% |
0.7334 |
Close |
0.7445 |
0.7444 |
-0.0001 |
0.0% |
0.7424 |
Range |
0.0027 |
0.0021 |
-0.0006 |
-22.6% |
0.0098 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
2,365 |
5,396 |
3,031 |
128.2% |
9,627 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7507 |
0.7496 |
0.7455 |
|
R3 |
0.7487 |
0.7476 |
0.7450 |
|
R2 |
0.7466 |
0.7466 |
0.7448 |
|
R1 |
0.7455 |
0.7455 |
0.7446 |
0.7454 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7445 |
S1 |
0.7435 |
0.7435 |
0.7442 |
0.7434 |
S2 |
0.7425 |
0.7425 |
0.7440 |
|
S3 |
0.7405 |
0.7414 |
0.7438 |
|
S4 |
0.7384 |
0.7394 |
0.7433 |
|
|
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 |
0.7370 |
0.0094 |
1.3% |
0.0032 |
0.4% |
79% |
False |
False |
4,860 |
10 |
0.7464 |
0.7305 |
0.0159 |
2.1% |
0.0029 |
0.4% |
88% |
False |
False |
3,020 |
20 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
93% |
False |
False |
1,841 |
40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
93% |
False |
False |
1,127 |
60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
93% |
False |
False |
882 |
80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
93% |
False |
False |
674 |
100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
93% |
False |
False |
551 |
120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0025 |
0.3% |
93% |
False |
False |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7544 |
2.618 |
0.7511 |
1.618 |
0.7490 |
1.000 |
0.7478 |
0.618 |
0.7470 |
HIGH |
0.7457 |
0.618 |
0.7449 |
0.500 |
0.7447 |
0.382 |
0.7444 |
LOW |
0.7437 |
0.618 |
0.7424 |
1.000 |
0.7416 |
1.618 |
0.7403 |
2.618 |
0.7383 |
4.250 |
0.7349 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7447 |
0.7450 |
PP |
0.7446 |
0.7448 |
S1 |
0.7445 |
0.7446 |
|