CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7387 |
-0.0039 |
-0.5% |
0.7434 |
| High |
0.7447 |
0.7403 |
-0.0044 |
-0.6% |
0.7447 |
| Low |
0.7384 |
0.7386 |
0.0003 |
0.0% |
0.7384 |
| Close |
0.7394 |
0.7395 |
0.0001 |
0.0% |
0.7394 |
| Range |
0.0063 |
0.0017 |
-0.0046 |
-73.0% |
0.0063 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
34,077 |
15,101 |
-18,976 |
-55.7% |
59,018 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7437 |
0.7404 |
|
| R3 |
0.7429 |
0.7420 |
0.7400 |
|
| R2 |
0.7412 |
0.7412 |
0.7398 |
|
| R1 |
0.7403 |
0.7403 |
0.7397 |
0.7408 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7397 |
| S1 |
0.7386 |
0.7386 |
0.7393 |
0.7391 |
| S2 |
0.7378 |
0.7378 |
0.7392 |
|
| S3 |
0.7361 |
0.7369 |
0.7390 |
|
| S4 |
0.7344 |
0.7352 |
0.7386 |
|
|
| 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 |
0.7447 |
0.7384 |
0.0063 |
0.9% |
0.0034 |
0.5% |
18% |
False |
False |
14,823 |
| 10 |
0.7464 |
0.7384 |
0.0080 |
1.1% |
0.0029 |
0.4% |
14% |
False |
False |
10,517 |
| 20 |
0.7464 |
0.7300 |
0.0164 |
2.2% |
0.0028 |
0.4% |
58% |
False |
False |
5,877 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
75% |
False |
False |
3,219 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
75% |
False |
False |
2,294 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
75% |
False |
False |
1,736 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
75% |
False |
False |
1,397 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
75% |
False |
False |
1,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7448 |
|
1.618 |
0.7431 |
|
1.000 |
0.7420 |
|
0.618 |
0.7414 |
|
HIGH |
0.7403 |
|
0.618 |
0.7397 |
|
0.500 |
0.7395 |
|
0.382 |
0.7392 |
|
LOW |
0.7386 |
|
0.618 |
0.7375 |
|
1.000 |
0.7369 |
|
1.618 |
0.7358 |
|
2.618 |
0.7341 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7415 |
| PP |
0.7395 |
0.7408 |
| S1 |
0.7395 |
0.7402 |
|