CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 06-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7425 |
0.7426 |
0.0001 |
0.0% |
0.7434 |
High |
0.7427 |
0.7447 |
0.0020 |
0.3% |
0.7447 |
Low |
0.7416 |
0.7384 |
-0.0032 |
-0.4% |
0.7384 |
Close |
0.7425 |
0.7394 |
-0.0031 |
-0.4% |
0.7394 |
Range |
0.0012 |
0.0063 |
0.0052 |
447.8% |
0.0063 |
ATR |
0.0028 |
0.0031 |
0.0002 |
8.9% |
0.0000 |
Volume |
5,894 |
34,077 |
28,183 |
478.2% |
59,018 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7559 |
0.7429 |
|
R3 |
0.7534 |
0.7496 |
0.7411 |
|
R2 |
0.7471 |
0.7471 |
0.7406 |
|
R1 |
0.7433 |
0.7433 |
0.7400 |
0.7420 |
PP |
0.7408 |
0.7408 |
0.7408 |
0.7402 |
S1 |
0.7370 |
0.7370 |
0.7388 |
0.7357 |
S2 |
0.7345 |
0.7345 |
0.7382 |
|
S3 |
0.7282 |
0.7307 |
0.7377 |
|
S4 |
0.7219 |
0.7244 |
0.7359 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7559 |
0.7429 |
|
R3 |
0.7534 |
0.7496 |
0.7411 |
|
R2 |
0.7471 |
0.7471 |
0.7406 |
|
R1 |
0.7433 |
0.7433 |
0.7400 |
0.7420 |
PP |
0.7408 |
0.7408 |
0.7408 |
0.7402 |
S1 |
0.7370 |
0.7370 |
0.7388 |
0.7357 |
S2 |
0.7345 |
0.7345 |
0.7382 |
|
S3 |
0.7282 |
0.7307 |
0.7377 |
|
S4 |
0.7219 |
0.7244 |
0.7359 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7449 |
0.7384 |
0.0065 |
0.9% |
0.0035 |
0.5% |
16% |
False |
True |
14,031 |
10 |
0.7464 |
0.7370 |
0.0094 |
1.3% |
0.0034 |
0.5% |
26% |
False |
False |
9,446 |
20 |
0.7464 |
0.7290 |
0.0174 |
2.3% |
0.0028 |
0.4% |
60% |
False |
False |
5,147 |
40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
74% |
False |
False |
2,849 |
60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
74% |
False |
False |
2,043 |
80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
74% |
False |
False |
1,547 |
100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
74% |
False |
False |
1,249 |
120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
74% |
False |
False |
1,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7714 |
2.618 |
0.7611 |
1.618 |
0.7548 |
1.000 |
0.7510 |
0.618 |
0.7485 |
HIGH |
0.7447 |
0.618 |
0.7422 |
0.500 |
0.7415 |
0.382 |
0.7408 |
LOW |
0.7384 |
0.618 |
0.7345 |
1.000 |
0.7321 |
1.618 |
0.7282 |
2.618 |
0.7219 |
4.250 |
0.7116 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7415 |
0.7415 |
PP |
0.7408 |
0.7408 |
S1 |
0.7401 |
0.7401 |
|