CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7386 |
-0.0032 |
-0.4% |
0.7408 |
| High |
0.7420 |
0.7411 |
-0.0009 |
-0.1% |
0.7446 |
| Low |
0.7377 |
0.7375 |
-0.0002 |
0.0% |
0.7405 |
| Close |
0.7386 |
0.7401 |
0.0015 |
0.2% |
0.7419 |
| Range |
0.0043 |
0.0036 |
-0.0007 |
-16.5% |
0.0041 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
1.1% |
0.0000 |
| Volume |
116,058 |
91,733 |
-24,325 |
-21.0% |
549,022 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7487 |
0.7420 |
|
| R3 |
0.7466 |
0.7451 |
0.7410 |
|
| R2 |
0.7431 |
0.7431 |
0.7407 |
|
| R1 |
0.7416 |
0.7416 |
0.7404 |
0.7423 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7399 |
| S1 |
0.7380 |
0.7380 |
0.7397 |
0.7388 |
| S2 |
0.7360 |
0.7360 |
0.7394 |
|
| S3 |
0.7324 |
0.7345 |
0.7391 |
|
| S4 |
0.7289 |
0.7309 |
0.7381 |
|
|
| 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 |
0.7375 |
0.0071 |
1.0% |
0.0030 |
0.4% |
36% |
False |
True |
111,428 |
| 10 |
0.7446 |
0.7347 |
0.0099 |
1.3% |
0.0032 |
0.4% |
55% |
False |
False |
106,719 |
| 20 |
0.7446 |
0.7260 |
0.0186 |
2.5% |
0.0029 |
0.4% |
76% |
False |
False |
91,148 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
83% |
False |
False |
91,344 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
83% |
False |
False |
93,897 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
83% |
False |
False |
71,518 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
83% |
False |
False |
57,292 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
83% |
False |
False |
47,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7503 |
|
1.618 |
0.7468 |
|
1.000 |
0.7446 |
|
0.618 |
0.7432 |
|
HIGH |
0.7411 |
|
0.618 |
0.7397 |
|
0.500 |
0.7393 |
|
0.382 |
0.7389 |
|
LOW |
0.7375 |
|
0.618 |
0.7353 |
|
1.000 |
0.7340 |
|
1.618 |
0.7318 |
|
2.618 |
0.7282 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7403 |
| PP |
0.7395 |
0.7402 |
| S1 |
0.7393 |
0.7401 |
|