CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7290 |
0.7291 |
0.0002 |
0.0% |
0.7218 |
| High |
0.7298 |
0.7298 |
-0.0001 |
0.0% |
0.7298 |
| Low |
0.7270 |
0.7282 |
0.0012 |
0.2% |
0.7179 |
| Close |
0.7290 |
0.7289 |
-0.0002 |
0.0% |
0.7290 |
| Range |
0.0029 |
0.0016 |
-0.0013 |
-43.9% |
0.0119 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
61,211 |
53,025 |
-8,186 |
-13.4% |
498,537 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7337 |
0.7329 |
0.7297 |
|
| R3 |
0.7321 |
0.7313 |
0.7293 |
|
| R2 |
0.7305 |
0.7305 |
0.7291 |
|
| R1 |
0.7297 |
0.7297 |
0.7290 |
0.7293 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7287 |
| S1 |
0.7281 |
0.7281 |
0.7287 |
0.7277 |
| S2 |
0.7273 |
0.7273 |
0.7286 |
|
| S3 |
0.7257 |
0.7265 |
0.7284 |
|
| S4 |
0.7241 |
0.7249 |
0.7280 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7570 |
0.7355 |
|
| R3 |
0.7494 |
0.7451 |
0.7323 |
|
| R2 |
0.7375 |
0.7375 |
0.7312 |
|
| R1 |
0.7332 |
0.7332 |
0.7301 |
0.7354 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7266 |
| S1 |
0.7213 |
0.7213 |
0.7279 |
0.7235 |
| S2 |
0.7137 |
0.7137 |
0.7268 |
|
| S3 |
0.7018 |
0.7094 |
0.7257 |
|
| S4 |
0.6899 |
0.6975 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7298 |
0.7225 |
0.0074 |
1.0% |
0.0031 |
0.4% |
87% |
False |
False |
80,478 |
| 10 |
0.7298 |
0.7179 |
0.0119 |
1.6% |
0.0037 |
0.5% |
92% |
False |
False |
96,864 |
| 20 |
0.7337 |
0.7179 |
0.0158 |
2.2% |
0.0031 |
0.4% |
69% |
False |
False |
88,415 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
51% |
False |
False |
93,707 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
51% |
False |
False |
69,771 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
51% |
False |
False |
52,439 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.7% |
0.0032 |
0.4% |
41% |
False |
False |
42,023 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0029 |
0.4% |
38% |
False |
False |
35,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7366 |
|
2.618 |
0.7339 |
|
1.618 |
0.7323 |
|
1.000 |
0.7314 |
|
0.618 |
0.7307 |
|
HIGH |
0.7298 |
|
0.618 |
0.7291 |
|
0.500 |
0.7290 |
|
0.382 |
0.7288 |
|
LOW |
0.7282 |
|
0.618 |
0.7272 |
|
1.000 |
0.7266 |
|
1.618 |
0.7256 |
|
2.618 |
0.7240 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7290 |
0.7287 |
| PP |
0.7289 |
0.7285 |
| S1 |
0.7289 |
0.7284 |
|