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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 11 trading days
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

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

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