CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 12-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7349 |
0.7369 |
0.0020 |
0.3% |
0.7417 |
High |
0.7373 |
0.7374 |
0.0001 |
0.0% |
0.7429 |
Low |
0.7342 |
0.7352 |
0.0010 |
0.1% |
0.7365 |
Close |
0.7367 |
0.7360 |
-0.0008 |
-0.1% |
0.7376 |
Range |
0.0031 |
0.0022 |
-0.0009 |
-29.5% |
0.0064 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
185,291 |
126,825 |
-58,466 |
-31.6% |
397,533 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7426 |
0.7414 |
0.7371 |
|
R3 |
0.7405 |
0.7393 |
0.7365 |
|
R2 |
0.7383 |
0.7383 |
0.7363 |
|
R1 |
0.7371 |
0.7371 |
0.7361 |
0.7367 |
PP |
0.7362 |
0.7362 |
0.7362 |
0.7359 |
S1 |
0.7350 |
0.7350 |
0.7358 |
0.7345 |
S2 |
0.7340 |
0.7340 |
0.7356 |
|
S3 |
0.7319 |
0.7328 |
0.7354 |
|
S4 |
0.7297 |
0.7307 |
0.7348 |
|
|
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% |
0.0033 |
0.4% |
20% |
False |
False |
122,205 |
10 |
0.7440 |
0.7342 |
0.0098 |
1.3% |
0.0030 |
0.4% |
18% |
False |
False |
109,181 |
20 |
0.7446 |
0.7286 |
0.0160 |
2.2% |
0.0031 |
0.4% |
46% |
False |
False |
103,907 |
40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
68% |
False |
False |
95,749 |
60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
68% |
False |
False |
95,125 |
80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
68% |
False |
False |
79,898 |
100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
68% |
False |
False |
64,015 |
120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
68% |
False |
False |
53,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7465 |
2.618 |
0.7430 |
1.618 |
0.7408 |
1.000 |
0.7395 |
0.618 |
0.7387 |
HIGH |
0.7374 |
0.618 |
0.7365 |
0.500 |
0.7363 |
0.382 |
0.7360 |
LOW |
0.7352 |
0.618 |
0.7339 |
1.000 |
0.7331 |
1.618 |
0.7317 |
2.618 |
0.7296 |
4.250 |
0.7261 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7363 |
0.7361 |
PP |
0.7362 |
0.7360 |
S1 |
0.7361 |
0.7360 |
|