CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7392 |
0.0027 |
0.4% |
0.7376 |
| High |
0.7406 |
0.7400 |
-0.0006 |
-0.1% |
0.7406 |
| Low |
0.7343 |
0.7374 |
0.0031 |
0.4% |
0.7343 |
| Close |
0.7393 |
0.7391 |
-0.0003 |
0.0% |
0.7391 |
| Range |
0.0063 |
0.0027 |
-0.0037 |
-57.9% |
0.0063 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
127,064 |
84,556 |
-42,508 |
-33.5% |
466,757 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7456 |
0.7405 |
|
| R3 |
0.7441 |
0.7429 |
0.7398 |
|
| R2 |
0.7415 |
0.7415 |
0.7395 |
|
| R1 |
0.7403 |
0.7403 |
0.7393 |
0.7395 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7384 |
| S1 |
0.7376 |
0.7376 |
0.7388 |
0.7369 |
| S2 |
0.7362 |
0.7362 |
0.7386 |
|
| S3 |
0.7335 |
0.7350 |
0.7383 |
|
| S4 |
0.7309 |
0.7323 |
0.7376 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7543 |
0.7425 |
|
| R3 |
0.7506 |
0.7480 |
0.7408 |
|
| R2 |
0.7443 |
0.7443 |
0.7402 |
|
| R1 |
0.7417 |
0.7417 |
0.7396 |
0.7430 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7386 |
| S1 |
0.7354 |
0.7354 |
0.7385 |
0.7367 |
| S2 |
0.7317 |
0.7317 |
0.7379 |
|
| S3 |
0.7254 |
0.7291 |
0.7373 |
|
| S4 |
0.7191 |
0.7228 |
0.7356 |
|
|
| 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% |
0.0036 |
0.5% |
75% |
False |
False |
93,351 |
| 10 |
0.7406 |
0.7343 |
0.0063 |
0.9% |
0.0030 |
0.4% |
75% |
False |
False |
92,410 |
| 20 |
0.7464 |
0.7343 |
0.0121 |
1.6% |
0.0032 |
0.4% |
39% |
False |
False |
50,928 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0030 |
0.4% |
73% |
False |
False |
25,842 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
73% |
False |
False |
17,356 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
73% |
False |
False |
13,093 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
73% |
False |
False |
10,484 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
73% |
False |
False |
8,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7513 |
|
2.618 |
0.7469 |
|
1.618 |
0.7443 |
|
1.000 |
0.7427 |
|
0.618 |
0.7416 |
|
HIGH |
0.7400 |
|
0.618 |
0.7390 |
|
0.500 |
0.7387 |
|
0.382 |
0.7384 |
|
LOW |
0.7374 |
|
0.618 |
0.7357 |
|
1.000 |
0.7347 |
|
1.618 |
0.7331 |
|
2.618 |
0.7304 |
|
4.250 |
0.7261 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7385 |
| PP |
0.7388 |
0.7380 |
| S1 |
0.7387 |
0.7375 |
|