CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7369 |
0.7365 |
-0.0004 |
0.0% |
0.7375 |
| High |
0.7374 |
0.7372 |
-0.0002 |
0.0% |
0.7384 |
| Low |
0.7352 |
0.7354 |
0.0002 |
0.0% |
0.7342 |
| Close |
0.7360 |
0.7356 |
-0.0004 |
0.0% |
0.7356 |
| Range |
0.0022 |
0.0019 |
-0.0003 |
-14.0% |
0.0042 |
| ATR |
0.0030 |
0.0030 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
126,825 |
42,562 |
-84,263 |
-66.4% |
528,200 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7405 |
0.7366 |
|
| R3 |
0.7398 |
0.7386 |
0.7361 |
|
| R2 |
0.7379 |
0.7379 |
0.7359 |
|
| R1 |
0.7368 |
0.7368 |
0.7358 |
0.7364 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7359 |
| S1 |
0.7349 |
0.7349 |
0.7354 |
0.7346 |
| S2 |
0.7342 |
0.7342 |
0.7353 |
|
| S3 |
0.7324 |
0.7331 |
0.7351 |
|
| S4 |
0.7305 |
0.7312 |
0.7346 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7487 |
0.7463 |
0.7379 |
|
| R3 |
0.7445 |
0.7421 |
0.7368 |
|
| R2 |
0.7403 |
0.7403 |
0.7364 |
|
| R1 |
0.7379 |
0.7379 |
0.7360 |
0.7370 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7356 |
| S1 |
0.7337 |
0.7337 |
0.7352 |
0.7328 |
| S2 |
0.7319 |
0.7319 |
0.7348 |
|
| S3 |
0.7277 |
0.7295 |
0.7344 |
|
| S4 |
0.7235 |
0.7253 |
0.7333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7384 |
0.7342 |
0.0042 |
0.6% |
0.0024 |
0.3% |
33% |
False |
False |
105,640 |
| 10 |
0.7431 |
0.7342 |
0.0089 |
1.2% |
0.0030 |
0.4% |
16% |
False |
False |
103,433 |
| 20 |
0.7446 |
0.7286 |
0.0160 |
2.2% |
0.0030 |
0.4% |
44% |
False |
False |
101,663 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
66% |
False |
False |
94,751 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
66% |
False |
False |
94,256 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
66% |
False |
False |
80,425 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
66% |
False |
False |
64,435 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
66% |
False |
False |
53,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7451 |
|
2.618 |
0.7420 |
|
1.618 |
0.7402 |
|
1.000 |
0.7391 |
|
0.618 |
0.7383 |
|
HIGH |
0.7372 |
|
0.618 |
0.7365 |
|
0.500 |
0.7363 |
|
0.382 |
0.7361 |
|
LOW |
0.7354 |
|
0.618 |
0.7342 |
|
1.000 |
0.7335 |
|
1.618 |
0.7324 |
|
2.618 |
0.7305 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7358 |
| PP |
0.7361 |
0.7357 |
| S1 |
0.7358 |
0.7357 |
|