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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
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

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

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