CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7417 |
-0.0004 |
0.0% |
0.7408 |
| High |
0.7431 |
0.7420 |
-0.0011 |
-0.1% |
0.7446 |
| Low |
0.7407 |
0.7377 |
-0.0030 |
-0.4% |
0.7405 |
| Close |
0.7419 |
0.7386 |
-0.0033 |
-0.4% |
0.7419 |
| Range |
0.0024 |
0.0043 |
0.0019 |
77.1% |
0.0041 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
3.0% |
0.0000 |
| Volume |
108,600 |
116,058 |
7,458 |
6.9% |
549,022 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7496 |
0.7409 |
|
| R3 |
0.7479 |
0.7454 |
0.7397 |
|
| R2 |
0.7437 |
0.7437 |
0.7393 |
|
| R1 |
0.7411 |
0.7411 |
0.7389 |
0.7403 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7390 |
| S1 |
0.7369 |
0.7369 |
0.7382 |
0.7360 |
| S2 |
0.7352 |
0.7352 |
0.7378 |
|
| S3 |
0.7309 |
0.7326 |
0.7374 |
|
| S4 |
0.7267 |
0.7284 |
0.7362 |
|
|
| 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 |
0.7377 |
0.0069 |
0.9% |
0.0028 |
0.4% |
12% |
False |
True |
113,237 |
| 10 |
0.7446 |
0.7337 |
0.0109 |
1.5% |
0.0031 |
0.4% |
45% |
False |
False |
106,804 |
| 20 |
0.7446 |
0.7225 |
0.0221 |
3.0% |
0.0030 |
0.4% |
73% |
False |
False |
92,112 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
77% |
False |
False |
90,508 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
77% |
False |
False |
92,665 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
77% |
False |
False |
70,374 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
77% |
False |
False |
56,381 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
77% |
False |
False |
47,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7600 |
|
2.618 |
0.7531 |
|
1.618 |
0.7488 |
|
1.000 |
0.7462 |
|
0.618 |
0.7446 |
|
HIGH |
0.7420 |
|
0.618 |
0.7403 |
|
0.500 |
0.7398 |
|
0.382 |
0.7393 |
|
LOW |
0.7377 |
|
0.618 |
0.7351 |
|
1.000 |
0.7335 |
|
1.618 |
0.7308 |
|
2.618 |
0.7266 |
|
4.250 |
0.7196 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7409 |
| PP |
0.7394 |
0.7401 |
| S1 |
0.7390 |
0.7393 |
|