CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7277 |
0.0011 |
0.1% |
0.7237 |
| High |
0.7297 |
0.7294 |
-0.0003 |
0.0% |
0.7265 |
| Low |
0.7260 |
0.7273 |
0.0013 |
0.2% |
0.7210 |
| Close |
0.7284 |
0.7291 |
0.0008 |
0.1% |
0.7220 |
| Range |
0.0037 |
0.0021 |
-0.0016 |
-43.2% |
0.0055 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
96,137 |
80,998 |
-15,139 |
-15.7% |
484,612 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7349 |
0.7341 |
0.7303 |
|
| R3 |
0.7328 |
0.7320 |
0.7297 |
|
| R2 |
0.7307 |
0.7307 |
0.7295 |
|
| R1 |
0.7299 |
0.7299 |
0.7293 |
0.7303 |
| PP |
0.7286 |
0.7286 |
0.7286 |
0.7288 |
| S1 |
0.7278 |
0.7278 |
0.7289 |
0.7282 |
| S2 |
0.7265 |
0.7265 |
0.7287 |
|
| S3 |
0.7244 |
0.7257 |
0.7285 |
|
| S4 |
0.7223 |
0.7236 |
0.7279 |
|
|
| 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 |
0.7297 |
0.7179 |
0.0118 |
1.6% |
0.0043 |
0.6% |
95% |
False |
False |
112,613 |
| 10 |
0.7297 |
0.7179 |
0.0118 |
1.6% |
0.0037 |
0.5% |
95% |
False |
False |
100,018 |
| 20 |
0.7359 |
0.7179 |
0.0180 |
2.5% |
0.0031 |
0.4% |
62% |
False |
False |
91,714 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
53% |
False |
False |
97,013 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
53% |
False |
False |
67,908 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0032 |
0.4% |
53% |
False |
False |
51,023 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.7% |
0.0032 |
0.4% |
42% |
False |
False |
40,882 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0029 |
0.4% |
39% |
False |
False |
34,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7383 |
|
2.618 |
0.7349 |
|
1.618 |
0.7328 |
|
1.000 |
0.7315 |
|
0.618 |
0.7307 |
|
HIGH |
0.7294 |
|
0.618 |
0.7286 |
|
0.500 |
0.7284 |
|
0.382 |
0.7281 |
|
LOW |
0.7273 |
|
0.618 |
0.7260 |
|
1.000 |
0.7252 |
|
1.618 |
0.7239 |
|
2.618 |
0.7218 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7289 |
0.7281 |
| PP |
0.7286 |
0.7271 |
| S1 |
0.7284 |
0.7261 |
|