CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7434 |
-0.0005 |
-0.1% |
0.7427 |
| High |
0.7449 |
0.7438 |
-0.0011 |
-0.1% |
0.7464 |
| Low |
0.7425 |
0.7396 |
-0.0030 |
-0.4% |
0.7423 |
| Close |
0.7438 |
0.7404 |
-0.0034 |
-0.5% |
0.7438 |
| Range |
0.0024 |
0.0042 |
0.0019 |
78.7% |
0.0041 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
3.6% |
0.0000 |
| Volume |
11,140 |
8,208 |
-2,932 |
-26.3% |
31,059 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7513 |
0.7427 |
|
| R3 |
0.7496 |
0.7471 |
0.7415 |
|
| R2 |
0.7454 |
0.7454 |
0.7411 |
|
| R1 |
0.7429 |
0.7429 |
0.7407 |
0.7421 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7408 |
| S1 |
0.7387 |
0.7387 |
0.7400 |
0.7379 |
| S2 |
0.7370 |
0.7370 |
0.7396 |
|
| S3 |
0.7328 |
0.7345 |
0.7392 |
|
| S4 |
0.7286 |
0.7303 |
0.7380 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7563 |
0.7541 |
0.7460 |
|
| R3 |
0.7522 |
0.7500 |
0.7449 |
|
| R2 |
0.7482 |
0.7482 |
0.7445 |
|
| R1 |
0.7460 |
0.7460 |
0.7441 |
0.7471 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7447 |
| S1 |
0.7419 |
0.7419 |
0.7434 |
0.7430 |
| S2 |
0.7401 |
0.7401 |
0.7430 |
|
| S3 |
0.7360 |
0.7379 |
0.7426 |
|
| S4 |
0.7320 |
0.7338 |
0.7415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7464 |
0.7396 |
0.0068 |
0.9% |
0.0027 |
0.4% |
12% |
False |
True |
6,946 |
| 10 |
0.7464 |
0.7356 |
0.0108 |
1.5% |
0.0030 |
0.4% |
44% |
False |
False |
4,745 |
| 20 |
0.7464 |
0.7242 |
0.0222 |
3.0% |
0.0028 |
0.4% |
73% |
False |
False |
2,700 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
78% |
False |
False |
1,595 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
78% |
False |
False |
1,202 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
78% |
False |
False |
914 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
78% |
False |
False |
743 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
78% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7547 |
|
1.618 |
0.7505 |
|
1.000 |
0.7480 |
|
0.618 |
0.7463 |
|
HIGH |
0.7438 |
|
0.618 |
0.7421 |
|
0.500 |
0.7417 |
|
0.382 |
0.7412 |
|
LOW |
0.7396 |
|
0.618 |
0.7370 |
|
1.000 |
0.7354 |
|
1.618 |
0.7328 |
|
2.618 |
0.7286 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7426 |
| PP |
0.7412 |
0.7419 |
| S1 |
0.7408 |
0.7411 |
|