CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7351 |
-0.0012 |
-0.2% |
0.7316 |
| High |
0.7375 |
0.7414 |
0.0039 |
0.5% |
0.7414 |
| Low |
0.7349 |
0.7351 |
0.0002 |
0.0% |
0.7314 |
| Close |
0.7357 |
0.7406 |
0.0049 |
0.7% |
0.7406 |
| Range |
0.0026 |
0.0064 |
0.0038 |
144.2% |
0.0100 |
| ATR |
0.0029 |
0.0032 |
0.0002 |
8.3% |
0.0000 |
| Volume |
98,539 |
117,221 |
18,682 |
19.0% |
492,589 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7581 |
0.7557 |
0.7440 |
|
| R3 |
0.7517 |
0.7493 |
0.7423 |
|
| R2 |
0.7454 |
0.7454 |
0.7417 |
|
| R1 |
0.7430 |
0.7430 |
0.7411 |
0.7442 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7396 |
| S1 |
0.7366 |
0.7366 |
0.7400 |
0.7378 |
| S2 |
0.7327 |
0.7327 |
0.7394 |
|
| S3 |
0.7263 |
0.7303 |
0.7388 |
|
| S4 |
0.7200 |
0.7239 |
0.7371 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7642 |
0.7461 |
|
| R3 |
0.7578 |
0.7542 |
0.7433 |
|
| R2 |
0.7478 |
0.7478 |
0.7424 |
|
| R1 |
0.7442 |
0.7442 |
0.7415 |
0.7460 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7387 |
| S1 |
0.7342 |
0.7342 |
0.7396 |
0.7360 |
| S2 |
0.7278 |
0.7278 |
0.7387 |
|
| S3 |
0.7178 |
0.7242 |
0.7378 |
|
| S4 |
0.7078 |
0.7142 |
0.7351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7414 |
0.7314 |
0.0100 |
1.4% |
0.0035 |
0.5% |
92% |
True |
False |
98,517 |
| 10 |
0.7414 |
0.7282 |
0.0133 |
1.8% |
0.0029 |
0.4% |
94% |
True |
False |
82,780 |
| 20 |
0.7414 |
0.7179 |
0.0235 |
3.2% |
0.0033 |
0.4% |
96% |
True |
False |
90,547 |
| 40 |
0.7414 |
0.7179 |
0.0235 |
3.2% |
0.0031 |
0.4% |
96% |
True |
False |
89,220 |
| 60 |
0.7414 |
0.7179 |
0.0235 |
3.2% |
0.0031 |
0.4% |
96% |
True |
False |
82,409 |
| 80 |
0.7414 |
0.7179 |
0.0235 |
3.2% |
0.0031 |
0.4% |
96% |
True |
False |
62,088 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
88% |
False |
False |
49,756 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.8% |
0.0031 |
0.4% |
79% |
False |
False |
41,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7580 |
|
1.618 |
0.7517 |
|
1.000 |
0.7478 |
|
0.618 |
0.7453 |
|
HIGH |
0.7414 |
|
0.618 |
0.7390 |
|
0.500 |
0.7382 |
|
0.382 |
0.7375 |
|
LOW |
0.7351 |
|
0.618 |
0.7311 |
|
1.000 |
0.7287 |
|
1.618 |
0.7248 |
|
2.618 |
0.7184 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7397 |
| PP |
0.7390 |
0.7389 |
| S1 |
0.7382 |
0.7380 |
|