CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7375 |
-0.0032 |
-0.4% |
0.7417 |
| High |
0.7429 |
0.7384 |
-0.0045 |
-0.6% |
0.7429 |
| Low |
0.7365 |
0.7368 |
0.0003 |
0.0% |
0.7365 |
| Close |
0.7376 |
0.7377 |
0.0001 |
0.0% |
0.7376 |
| Range |
0.0064 |
0.0017 |
-0.0048 |
-74.2% |
0.0064 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
125,388 |
65,785 |
-59,603 |
-47.5% |
397,533 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7426 |
0.7418 |
0.7386 |
|
| R3 |
0.7409 |
0.7401 |
0.7381 |
|
| R2 |
0.7393 |
0.7393 |
0.7380 |
|
| R1 |
0.7385 |
0.7385 |
0.7378 |
0.7389 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7378 |
| S1 |
0.7368 |
0.7368 |
0.7375 |
0.7372 |
| S2 |
0.7360 |
0.7360 |
0.7373 |
|
| S3 |
0.7343 |
0.7352 |
0.7372 |
|
| S4 |
0.7327 |
0.7335 |
0.7367 |
|
|
| 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 |
0.7429 |
0.7365 |
0.0064 |
0.9% |
0.0034 |
0.5% |
19% |
False |
False |
92,663 |
| 10 |
0.7446 |
0.7365 |
0.0081 |
1.1% |
0.0030 |
0.4% |
15% |
False |
False |
101,234 |
| 20 |
0.7446 |
0.7282 |
0.0164 |
2.2% |
0.0029 |
0.4% |
58% |
False |
False |
92,007 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
91,679 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
74% |
False |
False |
94,848 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
74,685 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
74% |
False |
False |
59,826 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
74% |
False |
False |
49,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7454 |
|
2.618 |
0.7427 |
|
1.618 |
0.7411 |
|
1.000 |
0.7401 |
|
0.618 |
0.7394 |
|
HIGH |
0.7384 |
|
0.618 |
0.7378 |
|
0.500 |
0.7376 |
|
0.382 |
0.7374 |
|
LOW |
0.7368 |
|
0.618 |
0.7357 |
|
1.000 |
0.7351 |
|
1.618 |
0.7341 |
|
2.618 |
0.7324 |
|
4.250 |
0.7297 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7376 |
0.7397 |
| PP |
0.7376 |
0.7390 |
| S1 |
0.7376 |
0.7383 |
|