CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7365 |
-0.0007 |
-0.1% |
0.7387 |
| High |
0.7403 |
0.7406 |
0.0004 |
0.0% |
0.7403 |
| Low |
0.7357 |
0.7343 |
-0.0014 |
-0.2% |
0.7361 |
| Close |
0.7384 |
0.7393 |
0.0010 |
0.1% |
0.7374 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0042 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
8.5% |
0.0000 |
| Volume |
103,442 |
127,064 |
23,622 |
22.8% |
457,344 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7544 |
0.7428 |
|
| R3 |
0.7507 |
0.7481 |
0.7410 |
|
| R2 |
0.7444 |
0.7444 |
0.7405 |
|
| R1 |
0.7418 |
0.7418 |
0.7399 |
0.7431 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7387 |
| S1 |
0.7355 |
0.7355 |
0.7387 |
0.7368 |
| S2 |
0.7318 |
0.7318 |
0.7381 |
|
| S3 |
0.7255 |
0.7292 |
0.7376 |
|
| S4 |
0.7192 |
0.7229 |
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 |
0.7406 |
0.7343 |
0.0063 |
0.9% |
0.0034 |
0.5% |
79% |
True |
True |
100,041 |
| 10 |
0.7447 |
0.7343 |
0.0104 |
1.4% |
0.0033 |
0.5% |
48% |
False |
True |
87,362 |
| 20 |
0.7464 |
0.7343 |
0.0121 |
1.6% |
0.0032 |
0.4% |
41% |
False |
True |
46,755 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0030 |
0.4% |
74% |
False |
False |
23,740 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
74% |
False |
False |
15,950 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
74% |
False |
False |
12,037 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
74% |
False |
False |
9,639 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
74% |
False |
False |
8,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7571 |
|
1.618 |
0.7508 |
|
1.000 |
0.7469 |
|
0.618 |
0.7445 |
|
HIGH |
0.7406 |
|
0.618 |
0.7382 |
|
0.500 |
0.7375 |
|
0.382 |
0.7367 |
|
LOW |
0.7343 |
|
0.618 |
0.7304 |
|
1.000 |
0.7280 |
|
1.618 |
0.7241 |
|
2.618 |
0.7178 |
|
4.250 |
0.7075 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7387 |
| PP |
0.7381 |
0.7381 |
| S1 |
0.7375 |
0.7375 |
|