CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7377 |
0.7349 |
-0.0028 |
-0.4% |
0.7417 |
| High |
0.7379 |
0.7373 |
-0.0007 |
-0.1% |
0.7429 |
| Low |
0.7347 |
0.7342 |
-0.0005 |
-0.1% |
0.7365 |
| Close |
0.7352 |
0.7367 |
0.0015 |
0.2% |
0.7376 |
| Range |
0.0033 |
0.0031 |
-0.0002 |
-6.2% |
0.0064 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
107,737 |
185,291 |
77,554 |
72.0% |
397,533 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7440 |
0.7384 |
|
| R3 |
0.7422 |
0.7410 |
0.7375 |
|
| R2 |
0.7391 |
0.7391 |
0.7373 |
|
| R1 |
0.7379 |
0.7379 |
0.7370 |
0.7385 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7364 |
| S1 |
0.7349 |
0.7349 |
0.7364 |
0.7355 |
| S2 |
0.7330 |
0.7330 |
0.7361 |
|
| S3 |
0.7300 |
0.7318 |
0.7359 |
|
| S4 |
0.7269 |
0.7288 |
0.7350 |
|
|
| 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 |
0.7342 |
0.0087 |
1.2% |
0.0031 |
0.4% |
29% |
False |
True |
109,711 |
| 10 |
0.7446 |
0.7342 |
0.0104 |
1.4% |
0.0031 |
0.4% |
24% |
False |
True |
110,569 |
| 20 |
0.7446 |
0.7286 |
0.0160 |
2.2% |
0.0030 |
0.4% |
51% |
False |
False |
101,025 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
71% |
False |
False |
94,266 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
71% |
False |
False |
94,407 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
71% |
False |
False |
78,323 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
71% |
False |
False |
62,750 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
70% |
False |
False |
52,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7502 |
|
2.618 |
0.7452 |
|
1.618 |
0.7422 |
|
1.000 |
0.7403 |
|
0.618 |
0.7391 |
|
HIGH |
0.7373 |
|
0.618 |
0.7361 |
|
0.500 |
0.7357 |
|
0.382 |
0.7354 |
|
LOW |
0.7342 |
|
0.618 |
0.7323 |
|
1.000 |
0.7312 |
|
1.618 |
0.7293 |
|
2.618 |
0.7262 |
|
4.250 |
0.7212 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7366 |
| PP |
0.7361 |
0.7364 |
| S1 |
0.7357 |
0.7363 |
|