CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7341 |
0.0025 |
0.3% |
0.7291 |
| High |
0.7344 |
0.7365 |
0.0021 |
0.3% |
0.7318 |
| Low |
0.7314 |
0.7337 |
0.0023 |
0.3% |
0.7282 |
| Close |
0.7341 |
0.7348 |
0.0007 |
0.1% |
0.7312 |
| Range |
0.0030 |
0.0028 |
-0.0002 |
-6.8% |
0.0037 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
89,622 |
92,584 |
2,962 |
3.3% |
335,215 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7417 |
0.7363 |
|
| R3 |
0.7405 |
0.7390 |
0.7355 |
|
| R2 |
0.7377 |
0.7377 |
0.7353 |
|
| R1 |
0.7362 |
0.7362 |
0.7350 |
0.7370 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7353 |
| S1 |
0.7335 |
0.7335 |
0.7345 |
0.7342 |
| S2 |
0.7322 |
0.7322 |
0.7342 |
|
| S3 |
0.7295 |
0.7307 |
0.7340 |
|
| S4 |
0.7267 |
0.7280 |
0.7332 |
|
|
| 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 |
0.7365 |
0.7286 |
0.0079 |
1.1% |
0.0026 |
0.4% |
78% |
True |
False |
80,950 |
| 10 |
0.7365 |
0.7260 |
0.0105 |
1.4% |
0.0026 |
0.3% |
84% |
True |
False |
75,576 |
| 20 |
0.7365 |
0.7179 |
0.0186 |
2.5% |
0.0031 |
0.4% |
91% |
True |
False |
89,378 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
79% |
False |
False |
89,041 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
79% |
False |
False |
77,363 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
79% |
False |
False |
58,221 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
65% |
False |
False |
46,658 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0030 |
0.4% |
59% |
False |
False |
38,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7436 |
|
1.618 |
0.7409 |
|
1.000 |
0.7392 |
|
0.618 |
0.7381 |
|
HIGH |
0.7365 |
|
0.618 |
0.7354 |
|
0.500 |
0.7351 |
|
0.382 |
0.7348 |
|
LOW |
0.7337 |
|
0.618 |
0.7320 |
|
1.000 |
0.7310 |
|
1.618 |
0.7293 |
|
2.618 |
0.7265 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7340 |
| PP |
0.7350 |
0.7333 |
| S1 |
0.7349 |
0.7325 |
|