CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 05-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7401 |
0.7425 |
0.0025 |
0.3% |
0.7427 |
High |
0.7429 |
0.7427 |
-0.0002 |
0.0% |
0.7464 |
Low |
0.7394 |
0.7416 |
0.0022 |
0.3% |
0.7423 |
Close |
0.7419 |
0.7425 |
0.0006 |
0.1% |
0.7438 |
Range |
0.0035 |
0.0012 |
-0.0024 |
-67.1% |
0.0041 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-4.3% |
0.0000 |
Volume |
10,839 |
5,894 |
-4,945 |
-45.6% |
31,059 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7457 |
0.7452 |
0.7431 |
|
R3 |
0.7445 |
0.7441 |
0.7428 |
|
R2 |
0.7434 |
0.7434 |
0.7427 |
|
R1 |
0.7429 |
0.7429 |
0.7426 |
0.7426 |
PP |
0.7422 |
0.7422 |
0.7422 |
0.7421 |
S1 |
0.7418 |
0.7418 |
0.7423 |
0.7414 |
S2 |
0.7411 |
0.7411 |
0.7422 |
|
S3 |
0.7399 |
0.7406 |
0.7421 |
|
S4 |
0.7388 |
0.7395 |
0.7418 |
|
|
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 |
0.7457 |
0.7394 |
0.0064 |
0.9% |
0.0027 |
0.4% |
49% |
False |
False |
8,295 |
10 |
0.7464 |
0.7368 |
0.0096 |
1.3% |
0.0030 |
0.4% |
59% |
False |
False |
6,149 |
20 |
0.7464 |
0.7290 |
0.0174 |
2.3% |
0.0026 |
0.3% |
78% |
False |
False |
3,480 |
40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
86% |
False |
False |
2,002 |
60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
86% |
False |
False |
1,477 |
80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
86% |
False |
False |
1,122 |
100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
86% |
False |
False |
908 |
120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.3% |
86% |
False |
False |
765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7476 |
2.618 |
0.7457 |
1.618 |
0.7446 |
1.000 |
0.7439 |
0.618 |
0.7434 |
HIGH |
0.7427 |
0.618 |
0.7423 |
0.500 |
0.7421 |
0.382 |
0.7420 |
LOW |
0.7416 |
0.618 |
0.7408 |
1.000 |
0.7404 |
1.618 |
0.7397 |
2.618 |
0.7385 |
4.250 |
0.7367 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7423 |
0.7422 |
PP |
0.7422 |
0.7419 |
S1 |
0.7421 |
0.7416 |
|