CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7303 |
0.7298 |
-0.0005 |
-0.1% |
0.7218 |
| High |
0.7313 |
0.7310 |
-0.0004 |
0.0% |
0.7298 |
| Low |
0.7294 |
0.7286 |
-0.0008 |
-0.1% |
0.7179 |
| Close |
0.7301 |
0.7294 |
-0.0007 |
-0.1% |
0.7290 |
| Range |
0.0020 |
0.0024 |
0.0004 |
20.5% |
0.0119 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-1.6% |
0.0000 |
| Volume |
69,184 |
87,431 |
18,247 |
26.4% |
498,537 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7354 |
0.7306 |
|
| R3 |
0.7343 |
0.7330 |
0.7300 |
|
| R2 |
0.7320 |
0.7320 |
0.7298 |
|
| R1 |
0.7307 |
0.7307 |
0.7296 |
0.7302 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7294 |
| S1 |
0.7283 |
0.7283 |
0.7291 |
0.7278 |
| S2 |
0.7273 |
0.7273 |
0.7289 |
|
| S3 |
0.7249 |
0.7260 |
0.7287 |
|
| S4 |
0.7226 |
0.7236 |
0.7281 |
|
|
| 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% |
55% |
False |
False |
66,099 |
| 10 |
0.7313 |
0.7179 |
0.0134 |
1.8% |
0.0032 |
0.4% |
85% |
False |
False |
89,356 |
| 20 |
0.7313 |
0.7179 |
0.0134 |
1.8% |
0.0030 |
0.4% |
85% |
False |
False |
87,839 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
54% |
False |
False |
90,552 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
54% |
False |
False |
73,345 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
54% |
False |
False |
55,129 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
44% |
False |
False |
44,179 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0030 |
0.4% |
40% |
False |
False |
36,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7409 |
|
2.618 |
0.7371 |
|
1.618 |
0.7348 |
|
1.000 |
0.7333 |
|
0.618 |
0.7324 |
|
HIGH |
0.7310 |
|
0.618 |
0.7301 |
|
0.500 |
0.7298 |
|
0.382 |
0.7295 |
|
LOW |
0.7286 |
|
0.618 |
0.7271 |
|
1.000 |
0.7263 |
|
1.618 |
0.7248 |
|
2.618 |
0.7224 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7298 |
| PP |
0.7296 |
0.7296 |
| S1 |
0.7295 |
0.7295 |
|