CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7359 |
0.7360 |
0.0001 |
0.0% |
0.7375 |
High |
0.7371 |
0.7364 |
-0.0007 |
-0.1% |
0.7384 |
Low |
0.7350 |
0.7345 |
-0.0005 |
-0.1% |
0.7342 |
Close |
0.7357 |
0.7359 |
0.0002 |
0.0% |
0.7356 |
Range |
0.0021 |
0.0019 |
-0.0002 |
-9.5% |
0.0042 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
7,841 |
579 |
-7,262 |
-92.6% |
528,200 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7413 |
0.7405 |
0.7369 |
|
R3 |
0.7394 |
0.7386 |
0.7364 |
|
R2 |
0.7375 |
0.7375 |
0.7362 |
|
R1 |
0.7367 |
0.7367 |
0.7360 |
0.7361 |
PP |
0.7356 |
0.7356 |
0.7356 |
0.7353 |
S1 |
0.7348 |
0.7348 |
0.7357 |
0.7342 |
S2 |
0.7337 |
0.7337 |
0.7355 |
|
S3 |
0.7318 |
0.7329 |
0.7353 |
|
S4 |
0.7299 |
0.7310 |
0.7348 |
|
|
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 |
0.7374 |
0.7342 |
0.0032 |
0.4% |
0.0022 |
0.3% |
52% |
False |
False |
72,619 |
10 |
0.7429 |
0.7342 |
0.0087 |
1.2% |
0.0027 |
0.4% |
19% |
False |
False |
81,809 |
20 |
0.7446 |
0.7337 |
0.0109 |
1.5% |
0.0029 |
0.4% |
20% |
False |
False |
94,307 |
40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
67% |
False |
False |
90,984 |
60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
67% |
False |
False |
90,738 |
80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
67% |
False |
False |
80,480 |
100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
67% |
False |
False |
64,515 |
120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
67% |
False |
False |
53,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7444 |
2.618 |
0.7413 |
1.618 |
0.7394 |
1.000 |
0.7383 |
0.618 |
0.7375 |
HIGH |
0.7364 |
0.618 |
0.7356 |
0.500 |
0.7354 |
0.382 |
0.7352 |
LOW |
0.7345 |
0.618 |
0.7333 |
1.000 |
0.7326 |
1.618 |
0.7314 |
2.618 |
0.7295 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7357 |
0.7358 |
PP |
0.7356 |
0.7358 |
S1 |
0.7354 |
0.7358 |
|