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 |
|