CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7445 |
0.7423 |
-0.0022 |
-0.3% |
0.7316 |
High |
0.7446 |
0.7440 |
-0.0006 |
-0.1% |
0.7414 |
Low |
0.7419 |
0.7418 |
-0.0002 |
0.0% |
0.7314 |
Close |
0.7427 |
0.7426 |
-0.0001 |
0.0% |
0.7406 |
Range |
0.0027 |
0.0023 |
-0.0004 |
-15.1% |
0.0100 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
140,714 |
100,039 |
-40,675 |
-28.9% |
492,589 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7495 |
0.7483 |
0.7438 |
|
R3 |
0.7473 |
0.7460 |
0.7432 |
|
R2 |
0.7450 |
0.7450 |
0.7430 |
|
R1 |
0.7438 |
0.7438 |
0.7428 |
0.7444 |
PP |
0.7428 |
0.7428 |
0.7428 |
0.7431 |
S1 |
0.7415 |
0.7415 |
0.7423 |
0.7422 |
S2 |
0.7405 |
0.7405 |
0.7421 |
|
S3 |
0.7383 |
0.7393 |
0.7419 |
|
S4 |
0.7360 |
0.7370 |
0.7413 |
|
|
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 |
0.7446 |
0.7351 |
0.0095 |
1.3% |
0.0033 |
0.4% |
79% |
False |
False |
111,528 |
10 |
0.7446 |
0.7286 |
0.0160 |
2.1% |
0.0031 |
0.4% |
87% |
False |
False |
99,894 |
20 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
92% |
False |
False |
94,625 |
40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0029 |
0.4% |
92% |
False |
False |
89,002 |
60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
92% |
False |
False |
89,480 |
80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
92% |
False |
False |
67,573 |
100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
92% |
False |
False |
54,147 |
120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
92% |
False |
False |
45,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7536 |
2.618 |
0.7499 |
1.618 |
0.7476 |
1.000 |
0.7463 |
0.618 |
0.7454 |
HIGH |
0.7440 |
0.618 |
0.7431 |
0.500 |
0.7429 |
0.382 |
0.7426 |
LOW |
0.7418 |
0.618 |
0.7404 |
1.000 |
0.7395 |
1.618 |
0.7381 |
2.618 |
0.7359 |
4.250 |
0.7322 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7429 |
0.7432 |
PP |
0.7428 |
0.7430 |
S1 |
0.7427 |
0.7428 |
|