CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 06-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7407 |
-0.0001 |
0.0% |
0.7417 |
High |
0.7410 |
0.7429 |
0.0019 |
0.3% |
0.7429 |
Low |
0.7397 |
0.7365 |
-0.0032 |
-0.4% |
0.7365 |
Close |
0.7406 |
0.7376 |
-0.0031 |
-0.4% |
0.7376 |
Range |
0.0013 |
0.0064 |
0.0051 |
392.3% |
0.0064 |
ATR |
0.0030 |
0.0032 |
0.0002 |
8.2% |
0.0000 |
Volume |
64,354 |
125,388 |
61,034 |
94.8% |
397,533 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7582 |
0.7543 |
0.7411 |
|
R3 |
0.7518 |
0.7479 |
0.7393 |
|
R2 |
0.7454 |
0.7454 |
0.7387 |
|
R1 |
0.7415 |
0.7415 |
0.7381 |
0.7402 |
PP |
0.7390 |
0.7390 |
0.7390 |
0.7383 |
S1 |
0.7351 |
0.7351 |
0.7370 |
0.7338 |
S2 |
0.7326 |
0.7326 |
0.7364 |
|
S3 |
0.7262 |
0.7287 |
0.7358 |
|
S4 |
0.7198 |
0.7223 |
0.7340 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7582 |
0.7543 |
0.7411 |
|
R3 |
0.7518 |
0.7479 |
0.7393 |
|
R2 |
0.7454 |
0.7454 |
0.7387 |
|
R1 |
0.7415 |
0.7415 |
0.7381 |
0.7402 |
PP |
0.7390 |
0.7390 |
0.7390 |
0.7383 |
S1 |
0.7351 |
0.7351 |
0.7370 |
0.7338 |
S2 |
0.7326 |
0.7326 |
0.7364 |
|
S3 |
0.7262 |
0.7287 |
0.7358 |
|
S4 |
0.7198 |
0.7223 |
0.7340 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7431 |
0.7365 |
0.0066 |
0.9% |
0.0036 |
0.5% |
17% |
False |
True |
101,226 |
10 |
0.7446 |
0.7351 |
0.0095 |
1.3% |
0.0035 |
0.5% |
26% |
False |
False |
106,377 |
20 |
0.7446 |
0.7270 |
0.0176 |
2.4% |
0.0030 |
0.4% |
60% |
False |
False |
91,778 |
40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
91,746 |
60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
74% |
False |
False |
95,268 |
80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
73,876 |
100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
59,174 |
120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
74% |
False |
False |
49,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7701 |
2.618 |
0.7596 |
1.618 |
0.7532 |
1.000 |
0.7493 |
0.618 |
0.7468 |
HIGH |
0.7429 |
0.618 |
0.7404 |
0.500 |
0.7397 |
0.382 |
0.7389 |
LOW |
0.7365 |
0.618 |
0.7325 |
1.000 |
0.7301 |
1.618 |
0.7261 |
2.618 |
0.7197 |
4.250 |
0.7093 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7397 |
0.7397 |
PP |
0.7390 |
0.7390 |
S1 |
0.7383 |
0.7383 |
|