CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7368 |
-0.0029 |
-0.4% |
0.7434 |
| High |
0.7397 |
0.7391 |
-0.0006 |
-0.1% |
0.7447 |
| Low |
0.7365 |
0.7361 |
-0.0004 |
-0.1% |
0.7384 |
| Close |
0.7370 |
0.7386 |
0.0016 |
0.2% |
0.7394 |
| Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0063 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.1% |
0.0000 |
| Volume |
54,391 |
149,109 |
94,718 |
174.1% |
59,018 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7458 |
0.7403 |
|
| R3 |
0.7439 |
0.7428 |
0.7394 |
|
| R2 |
0.7409 |
0.7409 |
0.7392 |
|
| R1 |
0.7398 |
0.7398 |
0.7389 |
0.7404 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7382 |
| S1 |
0.7368 |
0.7368 |
0.7383 |
0.7374 |
| S2 |
0.7349 |
0.7349 |
0.7381 |
|
| S3 |
0.7319 |
0.7338 |
0.7378 |
|
| S4 |
0.7289 |
0.7308 |
0.7370 |
|
|
| 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 |
0.7361 |
0.0086 |
1.2% |
0.0031 |
0.4% |
29% |
False |
True |
51,714 |
| 10 |
0.7464 |
0.7361 |
0.0103 |
1.4% |
0.0030 |
0.4% |
24% |
False |
True |
29,652 |
| 20 |
0.7464 |
0.7305 |
0.0159 |
2.1% |
0.0029 |
0.4% |
51% |
False |
False |
16,026 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
71% |
False |
False |
8,275 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
71% |
False |
False |
5,667 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
71% |
False |
False |
4,277 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
71% |
False |
False |
3,432 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
71% |
False |
False |
2,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7470 |
|
1.618 |
0.7440 |
|
1.000 |
0.7421 |
|
0.618 |
0.7410 |
|
HIGH |
0.7391 |
|
0.618 |
0.7380 |
|
0.500 |
0.7376 |
|
0.382 |
0.7372 |
|
LOW |
0.7361 |
|
0.618 |
0.7342 |
|
1.000 |
0.7331 |
|
1.618 |
0.7312 |
|
2.618 |
0.7282 |
|
4.250 |
0.7234 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7385 |
| PP |
0.7379 |
0.7383 |
| S1 |
0.7376 |
0.7382 |
|