CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7407 |
0.0022 |
0.3% |
0.7408 |
| High |
0.7411 |
0.7410 |
-0.0001 |
0.0% |
0.7446 |
| Low |
0.7375 |
0.7397 |
0.0022 |
0.3% |
0.7405 |
| Close |
0.7401 |
0.7406 |
0.0006 |
0.1% |
0.7419 |
| Range |
0.0036 |
0.0013 |
-0.0023 |
-63.4% |
0.0041 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-4.2% |
0.0000 |
| Volume |
91,733 |
64,354 |
-27,379 |
-29.8% |
549,022 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7438 |
0.7413 |
|
| R3 |
0.7430 |
0.7425 |
0.7410 |
|
| R2 |
0.7417 |
0.7417 |
0.7408 |
|
| R1 |
0.7412 |
0.7412 |
0.7407 |
0.7408 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7402 |
| S1 |
0.7399 |
0.7399 |
0.7405 |
0.7395 |
| S2 |
0.7391 |
0.7391 |
0.7404 |
|
| S3 |
0.7378 |
0.7386 |
0.7402 |
|
| S4 |
0.7365 |
0.7373 |
0.7399 |
|
|
| 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 |
0.7440 |
0.7375 |
0.0065 |
0.9% |
0.0028 |
0.4% |
48% |
False |
False |
96,156 |
| 10 |
0.7446 |
0.7349 |
0.0097 |
1.3% |
0.0031 |
0.4% |
59% |
False |
False |
103,692 |
| 20 |
0.7446 |
0.7270 |
0.0176 |
2.4% |
0.0028 |
0.4% |
78% |
False |
False |
89,559 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
85% |
False |
False |
91,470 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
85% |
False |
False |
94,517 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
85% |
False |
False |
72,312 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
85% |
False |
False |
57,925 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
85% |
False |
False |
48,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7465 |
|
2.618 |
0.7444 |
|
1.618 |
0.7431 |
|
1.000 |
0.7423 |
|
0.618 |
0.7418 |
|
HIGH |
0.7410 |
|
0.618 |
0.7405 |
|
0.500 |
0.7403 |
|
0.382 |
0.7401 |
|
LOW |
0.7397 |
|
0.618 |
0.7388 |
|
1.000 |
0.7384 |
|
1.618 |
0.7375 |
|
2.618 |
0.7362 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7403 |
| PP |
0.7404 |
0.7400 |
| S1 |
0.7403 |
0.7397 |
|