CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7380 |
0.0004 |
0.1% |
0.7387 |
| High |
0.7389 |
0.7382 |
-0.0008 |
-0.1% |
0.7403 |
| Low |
0.7367 |
0.7362 |
-0.0006 |
-0.1% |
0.7361 |
| Close |
0.7375 |
0.7375 |
-0.0001 |
0.0% |
0.7374 |
| Range |
0.0022 |
0.0020 |
-0.0002 |
-9.1% |
0.0042 |
| ATR |
0.0028 |
0.0028 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
73,144 |
78,551 |
5,407 |
7.4% |
457,344 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7424 |
0.7386 |
|
| R3 |
0.7413 |
0.7404 |
0.7380 |
|
| R2 |
0.7393 |
0.7393 |
0.7378 |
|
| R1 |
0.7384 |
0.7384 |
0.7376 |
0.7378 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7370 |
| S1 |
0.7364 |
0.7364 |
0.7373 |
0.7358 |
| S2 |
0.7353 |
0.7353 |
0.7371 |
|
| S3 |
0.7333 |
0.7344 |
0.7369 |
|
| S4 |
0.7313 |
0.7324 |
0.7364 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7482 |
0.7397 |
|
| R3 |
0.7463 |
0.7440 |
0.7386 |
|
| R2 |
0.7421 |
0.7421 |
0.7382 |
|
| R1 |
0.7398 |
0.7398 |
0.7378 |
0.7389 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7375 |
| S1 |
0.7356 |
0.7356 |
0.7370 |
0.7347 |
| S2 |
0.7337 |
0.7337 |
0.7366 |
|
| S3 |
0.7295 |
0.7314 |
0.7362 |
|
| S4 |
0.7253 |
0.7272 |
0.7351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7393 |
0.7361 |
0.0032 |
0.4% |
0.0023 |
0.3% |
43% |
False |
False |
107,909 |
| 10 |
0.7447 |
0.7361 |
0.0086 |
1.2% |
0.0027 |
0.4% |
16% |
False |
False |
65,984 |
| 20 |
0.7464 |
0.7356 |
0.0108 |
1.5% |
0.0029 |
0.4% |
17% |
False |
False |
35,365 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
67% |
False |
False |
17,998 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
67% |
False |
False |
12,165 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
67% |
False |
False |
9,156 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
67% |
False |
False |
7,335 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
67% |
False |
False |
6,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7434 |
|
1.618 |
0.7414 |
|
1.000 |
0.7402 |
|
0.618 |
0.7394 |
|
HIGH |
0.7382 |
|
0.618 |
0.7374 |
|
0.500 |
0.7372 |
|
0.382 |
0.7369 |
|
LOW |
0.7362 |
|
0.618 |
0.7349 |
|
1.000 |
0.7342 |
|
1.618 |
0.7329 |
|
2.618 |
0.7309 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7376 |
| PP |
0.7373 |
0.7376 |
| S1 |
0.7372 |
0.7375 |
|