CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7372 |
-0.0009 |
-0.1% |
0.7387 |
| High |
0.7382 |
0.7403 |
0.0021 |
0.3% |
0.7403 |
| Low |
0.7362 |
0.7357 |
-0.0005 |
-0.1% |
0.7361 |
| Close |
0.7375 |
0.7384 |
0.0009 |
0.1% |
0.7374 |
| Range |
0.0020 |
0.0046 |
0.0026 |
130.0% |
0.0042 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
4.8% |
0.0000 |
| Volume |
78,551 |
103,442 |
24,891 |
31.7% |
457,344 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7497 |
0.7409 |
|
| R3 |
0.7473 |
0.7451 |
0.7396 |
|
| R2 |
0.7427 |
0.7427 |
0.7392 |
|
| R1 |
0.7405 |
0.7405 |
0.7388 |
0.7416 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7386 |
| S1 |
0.7359 |
0.7359 |
0.7379 |
0.7370 |
| S2 |
0.7335 |
0.7335 |
0.7375 |
|
| S3 |
0.7289 |
0.7313 |
0.7371 |
|
| S4 |
0.7243 |
0.7267 |
0.7358 |
|
|
| 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 |
0.7403 |
0.7357 |
0.0046 |
0.6% |
0.0026 |
0.4% |
59% |
True |
True |
98,776 |
| 10 |
0.7447 |
0.7357 |
0.0090 |
1.2% |
0.0028 |
0.4% |
30% |
False |
True |
75,245 |
| 20 |
0.7464 |
0.7357 |
0.0107 |
1.4% |
0.0030 |
0.4% |
25% |
False |
True |
40,500 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
70% |
False |
False |
20,578 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
70% |
False |
False |
13,885 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
70% |
False |
False |
10,449 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
70% |
False |
False |
8,369 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0026 |
0.4% |
70% |
False |
False |
6,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7598 |
|
2.618 |
0.7523 |
|
1.618 |
0.7477 |
|
1.000 |
0.7449 |
|
0.618 |
0.7431 |
|
HIGH |
0.7403 |
|
0.618 |
0.7385 |
|
0.500 |
0.7380 |
|
0.382 |
0.7374 |
|
LOW |
0.7357 |
|
0.618 |
0.7328 |
|
1.000 |
0.7311 |
|
1.618 |
0.7282 |
|
2.618 |
0.7236 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7382 |
| PP |
0.7381 |
0.7381 |
| S1 |
0.7380 |
0.7380 |
|