CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7422 |
0.0015 |
0.2% |
0.7316 |
| High |
0.7434 |
0.7445 |
0.0011 |
0.1% |
0.7414 |
| Low |
0.7405 |
0.7419 |
0.0015 |
0.2% |
0.7314 |
| Close |
0.7427 |
0.7442 |
0.0015 |
0.2% |
0.7406 |
| Range |
0.0029 |
0.0026 |
-0.0004 |
-12.1% |
0.0100 |
| ATR |
0.0032 |
0.0031 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
98,894 |
100,775 |
1,881 |
1.9% |
492,589 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7502 |
0.7456 |
|
| R3 |
0.7486 |
0.7477 |
0.7449 |
|
| R2 |
0.7461 |
0.7461 |
0.7446 |
|
| R1 |
0.7451 |
0.7451 |
0.7444 |
0.7456 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7437 |
| S1 |
0.7426 |
0.7426 |
0.7439 |
0.7430 |
| S2 |
0.7410 |
0.7410 |
0.7437 |
|
| S3 |
0.7384 |
0.7400 |
0.7434 |
|
| S4 |
0.7359 |
0.7375 |
0.7427 |
|
|
| 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 |
0.7445 |
0.7347 |
0.0098 |
1.3% |
0.0034 |
0.5% |
97% |
True |
False |
102,010 |
| 10 |
0.7445 |
0.7286 |
0.0159 |
2.1% |
0.0030 |
0.4% |
98% |
True |
False |
91,480 |
| 20 |
0.7445 |
0.7179 |
0.0266 |
3.6% |
0.0034 |
0.5% |
99% |
True |
False |
93,583 |
| 40 |
0.7445 |
0.7179 |
0.0266 |
3.6% |
0.0030 |
0.4% |
99% |
True |
False |
88,308 |
| 60 |
0.7445 |
0.7179 |
0.0266 |
3.6% |
0.0030 |
0.4% |
99% |
True |
False |
85,617 |
| 80 |
0.7445 |
0.7179 |
0.0266 |
3.6% |
0.0031 |
0.4% |
99% |
True |
False |
64,574 |
| 100 |
0.7445 |
0.7179 |
0.0266 |
3.6% |
0.0032 |
0.4% |
99% |
True |
False |
51,748 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.8% |
0.0031 |
0.4% |
92% |
False |
False |
43,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7553 |
|
2.618 |
0.7511 |
|
1.618 |
0.7486 |
|
1.000 |
0.7470 |
|
0.618 |
0.7460 |
|
HIGH |
0.7445 |
|
0.618 |
0.7435 |
|
0.500 |
0.7432 |
|
0.382 |
0.7429 |
|
LOW |
0.7419 |
|
0.618 |
0.7403 |
|
1.000 |
0.7394 |
|
1.618 |
0.7378 |
|
2.618 |
0.7352 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7427 |
| PP |
0.7435 |
0.7412 |
| S1 |
0.7432 |
0.7398 |
|