CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7291 |
-0.0007 |
-0.1% |
0.7291 |
| High |
0.7310 |
0.7318 |
0.0009 |
0.1% |
0.7318 |
| Low |
0.7286 |
0.7286 |
0.0000 |
0.0% |
0.7282 |
| Close |
0.7294 |
0.7312 |
0.0019 |
0.3% |
0.7312 |
| Range |
0.0024 |
0.0032 |
0.0009 |
36.2% |
0.0037 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.5% |
0.0000 |
| Volume |
87,431 |
65,930 |
-21,501 |
-24.6% |
335,215 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7401 |
0.7389 |
0.7330 |
|
| R3 |
0.7369 |
0.7357 |
0.7321 |
|
| R2 |
0.7337 |
0.7337 |
0.7318 |
|
| R1 |
0.7325 |
0.7325 |
0.7315 |
0.7331 |
| PP |
0.7305 |
0.7305 |
0.7305 |
0.7309 |
| S1 |
0.7293 |
0.7293 |
0.7309 |
0.7299 |
| S2 |
0.7273 |
0.7273 |
0.7306 |
|
| S3 |
0.7241 |
0.7261 |
0.7303 |
|
| S4 |
0.7209 |
0.7229 |
0.7294 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7413 |
0.7399 |
0.7332 |
|
| R3 |
0.7377 |
0.7363 |
0.7322 |
|
| R2 |
0.7340 |
0.7340 |
0.7319 |
|
| R1 |
0.7326 |
0.7326 |
0.7315 |
0.7333 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7307 |
| S1 |
0.7290 |
0.7290 |
0.7309 |
0.7297 |
| S2 |
0.7267 |
0.7267 |
0.7305 |
|
| S3 |
0.7231 |
0.7253 |
0.7302 |
|
| S4 |
0.7194 |
0.7217 |
0.7292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7318 |
0.7282 |
0.0037 |
0.5% |
0.0023 |
0.3% |
84% |
True |
False |
67,043 |
| 10 |
0.7318 |
0.7179 |
0.0139 |
1.9% |
0.0033 |
0.4% |
96% |
True |
False |
83,375 |
| 20 |
0.7318 |
0.7179 |
0.0139 |
1.9% |
0.0031 |
0.4% |
96% |
True |
False |
87,389 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
62% |
False |
False |
89,032 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
62% |
False |
False |
74,411 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
62% |
False |
False |
55,949 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
52% |
False |
False |
44,838 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0030 |
0.4% |
47% |
False |
False |
37,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7454 |
|
2.618 |
0.7402 |
|
1.618 |
0.7370 |
|
1.000 |
0.7350 |
|
0.618 |
0.7338 |
|
HIGH |
0.7318 |
|
0.618 |
0.7306 |
|
0.500 |
0.7302 |
|
0.382 |
0.7298 |
|
LOW |
0.7286 |
|
0.618 |
0.7266 |
|
1.000 |
0.7254 |
|
1.618 |
0.7234 |
|
2.618 |
0.7202 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7309 |
| PP |
0.7305 |
0.7305 |
| S1 |
0.7302 |
0.7302 |
|