CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7303 |
0.0019 |
0.3% |
0.7218 |
| High |
0.7305 |
0.7313 |
0.0009 |
0.1% |
0.7298 |
| Low |
0.7282 |
0.7294 |
0.0012 |
0.2% |
0.7179 |
| Close |
0.7301 |
0.7301 |
0.0000 |
0.0% |
0.7290 |
| Range |
0.0023 |
0.0020 |
-0.0003 |
-13.3% |
0.0119 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
59,645 |
69,184 |
9,539 |
16.0% |
498,537 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7361 |
0.7350 |
0.7311 |
|
| R3 |
0.7341 |
0.7331 |
0.7306 |
|
| R2 |
0.7322 |
0.7322 |
0.7304 |
|
| R1 |
0.7311 |
0.7311 |
0.7302 |
0.7307 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7300 |
| S1 |
0.7292 |
0.7292 |
0.7299 |
0.7287 |
| S2 |
0.7283 |
0.7283 |
0.7297 |
|
| S3 |
0.7263 |
0.7272 |
0.7295 |
|
| S4 |
0.7244 |
0.7253 |
0.7290 |
|
|
| 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 |
0.7313 |
0.7270 |
0.0044 |
0.6% |
0.0022 |
0.3% |
71% |
True |
False |
64,812 |
| 10 |
0.7313 |
0.7179 |
0.0134 |
1.8% |
0.0036 |
0.5% |
91% |
True |
False |
91,398 |
| 20 |
0.7327 |
0.7179 |
0.0148 |
2.0% |
0.0030 |
0.4% |
82% |
False |
False |
87,590 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
57% |
False |
False |
90,734 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
57% |
False |
False |
71,895 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
57% |
False |
False |
54,043 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
47% |
False |
False |
43,306 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0030 |
0.4% |
43% |
False |
False |
36,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7364 |
|
1.618 |
0.7345 |
|
1.000 |
0.7333 |
|
0.618 |
0.7325 |
|
HIGH |
0.7313 |
|
0.618 |
0.7306 |
|
0.500 |
0.7303 |
|
0.382 |
0.7301 |
|
LOW |
0.7294 |
|
0.618 |
0.7281 |
|
1.000 |
0.7274 |
|
1.618 |
0.7262 |
|
2.618 |
0.7242 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7303 |
0.7299 |
| PP |
0.7302 |
0.7298 |
| S1 |
0.7301 |
0.7297 |
|