CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7397 |
0.0010 |
0.1% |
0.7434 |
| High |
0.7403 |
0.7397 |
-0.0006 |
-0.1% |
0.7447 |
| Low |
0.7386 |
0.7365 |
-0.0021 |
-0.3% |
0.7384 |
| Close |
0.7395 |
0.7370 |
-0.0025 |
-0.3% |
0.7394 |
| Range |
0.0017 |
0.0032 |
0.0015 |
88.2% |
0.0063 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.6% |
0.0000 |
| Volume |
15,101 |
54,391 |
39,290 |
260.2% |
59,018 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7454 |
0.7388 |
|
| R3 |
0.7441 |
0.7422 |
0.7379 |
|
| R2 |
0.7409 |
0.7409 |
0.7376 |
|
| R1 |
0.7390 |
0.7390 |
0.7373 |
0.7384 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7374 |
| S1 |
0.7358 |
0.7358 |
0.7367 |
0.7352 |
| S2 |
0.7345 |
0.7345 |
0.7364 |
|
| S3 |
0.7313 |
0.7326 |
0.7361 |
|
| S4 |
0.7281 |
0.7294 |
0.7352 |
|
|
| 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 |
0.7365 |
0.0082 |
1.1% |
0.0032 |
0.4% |
6% |
False |
True |
24,060 |
| 10 |
0.7464 |
0.7365 |
0.0099 |
1.3% |
0.0030 |
0.4% |
5% |
False |
True |
15,503 |
| 20 |
0.7464 |
0.7300 |
0.0164 |
2.2% |
0.0029 |
0.4% |
43% |
False |
False |
8,585 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
65% |
False |
False |
4,561 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
65% |
False |
False |
3,193 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
65% |
False |
False |
2,414 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
65% |
False |
False |
1,941 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
65% |
False |
False |
1,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7533 |
|
2.618 |
0.7481 |
|
1.618 |
0.7449 |
|
1.000 |
0.7429 |
|
0.618 |
0.7417 |
|
HIGH |
0.7397 |
|
0.618 |
0.7385 |
|
0.500 |
0.7381 |
|
0.382 |
0.7377 |
|
LOW |
0.7365 |
|
0.618 |
0.7345 |
|
1.000 |
0.7333 |
|
1.618 |
0.7313 |
|
2.618 |
0.7281 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7406 |
| PP |
0.7377 |
0.7394 |
| S1 |
0.7374 |
0.7382 |
|