CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7218 |
0.7243 |
0.0025 |
0.3% |
0.7237 |
| High |
0.7251 |
0.7279 |
0.0028 |
0.4% |
0.7265 |
| Low |
0.7179 |
0.7225 |
0.0046 |
0.6% |
0.7210 |
| Close |
0.7239 |
0.7272 |
0.0034 |
0.5% |
0.7220 |
| Range |
0.0072 |
0.0054 |
-0.0018 |
-25.0% |
0.0055 |
| ATR |
0.0033 |
0.0034 |
0.0002 |
4.7% |
0.0000 |
| Volume |
149,172 |
111,019 |
-38,153 |
-25.6% |
484,612 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7400 |
0.7302 |
|
| R3 |
0.7366 |
0.7346 |
0.7287 |
|
| R2 |
0.7312 |
0.7312 |
0.7282 |
|
| R1 |
0.7292 |
0.7292 |
0.7277 |
0.7302 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7263 |
| S1 |
0.7238 |
0.7238 |
0.7267 |
0.7248 |
| S2 |
0.7204 |
0.7204 |
0.7262 |
|
| S3 |
0.7150 |
0.7184 |
0.7257 |
|
| S4 |
0.7096 |
0.7130 |
0.7242 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7363 |
0.7250 |
|
| R3 |
0.7341 |
0.7308 |
0.7235 |
|
| R2 |
0.7286 |
0.7286 |
0.7230 |
|
| R1 |
0.7253 |
0.7253 |
0.7225 |
0.7242 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7226 |
| S1 |
0.7198 |
0.7198 |
0.7215 |
0.7187 |
| S2 |
0.7176 |
0.7176 |
0.7210 |
|
| S3 |
0.7121 |
0.7143 |
0.7205 |
|
| S4 |
0.7066 |
0.7088 |
0.7190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7279 |
0.7179 |
0.0100 |
1.4% |
0.0050 |
0.7% |
93% |
True |
False |
121,169 |
| 10 |
0.7279 |
0.7179 |
0.0100 |
1.4% |
0.0036 |
0.5% |
93% |
True |
False |
103,179 |
| 20 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0032 |
0.4% |
44% |
False |
False |
91,541 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
44% |
False |
False |
95,272 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
44% |
False |
False |
64,974 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0032 |
0.4% |
44% |
False |
False |
48,828 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.7% |
0.0032 |
0.4% |
35% |
False |
False |
39,114 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0029 |
0.4% |
33% |
False |
False |
32,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7420 |
|
1.618 |
0.7366 |
|
1.000 |
0.7333 |
|
0.618 |
0.7312 |
|
HIGH |
0.7279 |
|
0.618 |
0.7258 |
|
0.500 |
0.7252 |
|
0.382 |
0.7245 |
|
LOW |
0.7225 |
|
0.618 |
0.7191 |
|
1.000 |
0.7171 |
|
1.618 |
0.7137 |
|
2.618 |
0.7083 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7265 |
0.7258 |
| PP |
0.7258 |
0.7243 |
| S1 |
0.7252 |
0.7229 |
|