CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7291 |
0.7316 |
0.0025 |
0.3% |
0.7291 |
| High |
0.7318 |
0.7344 |
0.0026 |
0.3% |
0.7318 |
| Low |
0.7286 |
0.7314 |
0.0028 |
0.4% |
0.7282 |
| Close |
0.7312 |
0.7341 |
0.0029 |
0.4% |
0.7312 |
| Range |
0.0032 |
0.0030 |
-0.0003 |
-7.8% |
0.0037 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.4% |
0.0000 |
| Volume |
65,930 |
89,622 |
23,692 |
35.9% |
335,215 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7411 |
0.7357 |
|
| R3 |
0.7392 |
0.7381 |
0.7349 |
|
| R2 |
0.7362 |
0.7362 |
0.7346 |
|
| R1 |
0.7352 |
0.7352 |
0.7344 |
0.7357 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7336 |
| S1 |
0.7322 |
0.7322 |
0.7338 |
0.7328 |
| S2 |
0.7303 |
0.7303 |
0.7336 |
|
| S3 |
0.7274 |
0.7293 |
0.7333 |
|
| S4 |
0.7244 |
0.7263 |
0.7325 |
|
|
| 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 |
0.7344 |
0.7282 |
0.0062 |
0.8% |
0.0025 |
0.3% |
96% |
True |
False |
74,362 |
| 10 |
0.7344 |
0.7225 |
0.0119 |
1.6% |
0.0028 |
0.4% |
98% |
True |
False |
77,420 |
| 20 |
0.7344 |
0.7179 |
0.0165 |
2.2% |
0.0030 |
0.4% |
98% |
True |
False |
87,662 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
76% |
False |
False |
88,954 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
76% |
False |
False |
75,872 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
76% |
False |
False |
57,067 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
63% |
False |
False |
45,733 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0030 |
0.4% |
57% |
False |
False |
38,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7421 |
|
1.618 |
0.7391 |
|
1.000 |
0.7373 |
|
0.618 |
0.7362 |
|
HIGH |
0.7344 |
|
0.618 |
0.7332 |
|
0.500 |
0.7329 |
|
0.382 |
0.7325 |
|
LOW |
0.7314 |
|
0.618 |
0.7296 |
|
1.000 |
0.7285 |
|
1.618 |
0.7266 |
|
2.618 |
0.7237 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7337 |
0.7332 |
| PP |
0.7333 |
0.7324 |
| S1 |
0.7329 |
0.7315 |
|