CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 30-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7423 |
0.7421 |
-0.0003 |
0.0% |
0.7408 |
High |
0.7440 |
0.7431 |
-0.0010 |
-0.1% |
0.7446 |
Low |
0.7418 |
0.7407 |
-0.0011 |
-0.1% |
0.7405 |
Close |
0.7426 |
0.7419 |
-0.0007 |
-0.1% |
0.7419 |
Range |
0.0023 |
0.0024 |
0.0002 |
6.7% |
0.0041 |
ATR |
0.0030 |
0.0030 |
0.0000 |
-1.5% |
0.0000 |
Volume |
100,039 |
108,600 |
8,561 |
8.6% |
549,022 |
|
Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7491 |
0.7479 |
0.7432 |
|
R3 |
0.7467 |
0.7455 |
0.7425 |
|
R2 |
0.7443 |
0.7443 |
0.7423 |
|
R1 |
0.7431 |
0.7431 |
0.7421 |
0.7425 |
PP |
0.7419 |
0.7419 |
0.7419 |
0.7416 |
S1 |
0.7407 |
0.7407 |
0.7416 |
0.7401 |
S2 |
0.7395 |
0.7395 |
0.7414 |
|
S3 |
0.7371 |
0.7383 |
0.7412 |
|
S4 |
0.7347 |
0.7359 |
0.7405 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7546 |
0.7523 |
0.7441 |
|
R3 |
0.7505 |
0.7482 |
0.7430 |
|
R2 |
0.7464 |
0.7464 |
0.7426 |
|
R1 |
0.7441 |
0.7441 |
0.7422 |
0.7453 |
PP |
0.7423 |
0.7423 |
0.7423 |
0.7429 |
S1 |
0.7400 |
0.7400 |
0.7415 |
0.7412 |
S2 |
0.7382 |
0.7382 |
0.7411 |
|
S3 |
0.7341 |
0.7359 |
0.7407 |
|
S4 |
0.7300 |
0.7318 |
0.7396 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7446 |
0.7405 |
0.0041 |
0.6% |
0.0026 |
0.3% |
34% |
False |
False |
109,804 |
10 |
0.7446 |
0.7314 |
0.0132 |
1.8% |
0.0030 |
0.4% |
79% |
False |
False |
104,161 |
20 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
90% |
False |
False |
93,768 |
40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0029 |
0.4% |
90% |
False |
False |
88,862 |
60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
90% |
False |
False |
91,038 |
80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
90% |
False |
False |
68,926 |
100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
90% |
False |
False |
55,230 |
120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
90% |
False |
False |
46,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7533 |
2.618 |
0.7493 |
1.618 |
0.7469 |
1.000 |
0.7455 |
0.618 |
0.7445 |
HIGH |
0.7431 |
0.618 |
0.7421 |
0.500 |
0.7419 |
0.382 |
0.7416 |
LOW |
0.7407 |
0.618 |
0.7392 |
1.000 |
0.7383 |
1.618 |
0.7368 |
2.618 |
0.7344 |
4.250 |
0.7305 |
|
|
Fisher Pivots for day following 30-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7419 |
0.7426 |
PP |
0.7419 |
0.7424 |
S1 |
0.7419 |
0.7421 |
|