CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 30-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7444 |
0.7439 |
-0.0006 |
-0.1% |
0.7427 |
High |
0.7457 |
0.7449 |
-0.0009 |
-0.1% |
0.7464 |
Low |
0.7437 |
0.7425 |
-0.0012 |
-0.2% |
0.7423 |
Close |
0.7444 |
0.7438 |
-0.0007 |
-0.1% |
0.7438 |
Range |
0.0021 |
0.0024 |
0.0003 |
14.6% |
0.0041 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-1.2% |
0.0000 |
Volume |
5,396 |
11,140 |
5,744 |
106.4% |
31,059 |
|
Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7508 |
0.7496 |
0.7450 |
|
R3 |
0.7484 |
0.7473 |
0.7444 |
|
R2 |
0.7461 |
0.7461 |
0.7442 |
|
R1 |
0.7449 |
0.7449 |
0.7440 |
0.7443 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7434 |
S1 |
0.7426 |
0.7426 |
0.7435 |
0.7420 |
S2 |
0.7414 |
0.7414 |
0.7433 |
|
S3 |
0.7390 |
0.7402 |
0.7431 |
|
S4 |
0.7367 |
0.7379 |
0.7425 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7563 |
0.7541 |
0.7460 |
|
R3 |
0.7522 |
0.7500 |
0.7449 |
|
R2 |
0.7482 |
0.7482 |
0.7445 |
|
R1 |
0.7460 |
0.7460 |
0.7441 |
0.7471 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7447 |
S1 |
0.7419 |
0.7419 |
0.7434 |
0.7430 |
S2 |
0.7401 |
0.7401 |
0.7430 |
|
S3 |
0.7360 |
0.7379 |
0.7426 |
|
S4 |
0.7320 |
0.7338 |
0.7415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7464 |
0.7423 |
0.0041 |
0.5% |
0.0025 |
0.3% |
36% |
False |
False |
6,211 |
10 |
0.7464 |
0.7334 |
0.0130 |
1.7% |
0.0028 |
0.4% |
80% |
False |
False |
4,068 |
20 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
90% |
False |
False |
2,344 |
40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
90% |
False |
False |
1,394 |
60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
90% |
False |
False |
1,066 |
80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
90% |
False |
False |
812 |
100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
90% |
False |
False |
662 |
120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
90% |
False |
False |
558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7510 |
1.618 |
0.7487 |
1.000 |
0.7472 |
0.618 |
0.7463 |
HIGH |
0.7449 |
0.618 |
0.7440 |
0.500 |
0.7437 |
0.382 |
0.7434 |
LOW |
0.7425 |
0.618 |
0.7410 |
1.000 |
0.7402 |
1.618 |
0.7387 |
2.618 |
0.7363 |
4.250 |
0.7325 |
|
|
Fisher Pivots for day following 30-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7437 |
0.7444 |
PP |
0.7437 |
0.7442 |
S1 |
0.7437 |
0.7440 |
|