CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7408 |
0.0057 |
0.8% |
0.7316 |
| High |
0.7414 |
0.7434 |
0.0020 |
0.3% |
0.7414 |
| Low |
0.7351 |
0.7405 |
0.0054 |
0.7% |
0.7314 |
| Close |
0.7406 |
0.7427 |
0.0022 |
0.3% |
0.7406 |
| Range |
0.0064 |
0.0029 |
-0.0035 |
-54.3% |
0.0100 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
117,221 |
98,894 |
-18,327 |
-15.6% |
492,589 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7497 |
0.7443 |
|
| R3 |
0.7480 |
0.7468 |
0.7435 |
|
| R2 |
0.7451 |
0.7451 |
0.7432 |
|
| R1 |
0.7439 |
0.7439 |
0.7430 |
0.7445 |
| PP |
0.7422 |
0.7422 |
0.7422 |
0.7425 |
| S1 |
0.7410 |
0.7410 |
0.7424 |
0.7416 |
| S2 |
0.7393 |
0.7393 |
0.7422 |
|
| S3 |
0.7364 |
0.7381 |
0.7419 |
|
| S4 |
0.7335 |
0.7352 |
0.7411 |
|
|
| 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 |
0.7434 |
0.7337 |
0.0097 |
1.3% |
0.0034 |
0.5% |
93% |
True |
False |
100,372 |
| 10 |
0.7434 |
0.7282 |
0.0152 |
2.0% |
0.0030 |
0.4% |
96% |
True |
False |
87,367 |
| 20 |
0.7434 |
0.7179 |
0.0255 |
3.4% |
0.0033 |
0.4% |
97% |
True |
False |
92,116 |
| 40 |
0.7434 |
0.7179 |
0.0255 |
3.4% |
0.0030 |
0.4% |
97% |
True |
False |
88,247 |
| 60 |
0.7434 |
0.7179 |
0.0255 |
3.4% |
0.0031 |
0.4% |
97% |
True |
False |
84,026 |
| 80 |
0.7434 |
0.7179 |
0.0255 |
3.4% |
0.0031 |
0.4% |
97% |
True |
False |
63,319 |
| 100 |
0.7437 |
0.7179 |
0.0258 |
3.5% |
0.0032 |
0.4% |
96% |
False |
False |
50,745 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.8% |
0.0031 |
0.4% |
87% |
False |
False |
42,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7509 |
|
1.618 |
0.7480 |
|
1.000 |
0.7463 |
|
0.618 |
0.7451 |
|
HIGH |
0.7434 |
|
0.618 |
0.7422 |
|
0.500 |
0.7419 |
|
0.382 |
0.7416 |
|
LOW |
0.7405 |
|
0.618 |
0.7387 |
|
1.000 |
0.7376 |
|
1.618 |
0.7358 |
|
2.618 |
0.7329 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7415 |
| PP |
0.7422 |
0.7403 |
| S1 |
0.7419 |
0.7391 |
|