CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7377 |
0.0002 |
0.0% |
0.7417 |
| High |
0.7384 |
0.7379 |
-0.0005 |
-0.1% |
0.7429 |
| Low |
0.7368 |
0.7347 |
-0.0021 |
-0.3% |
0.7365 |
| Close |
0.7377 |
0.7352 |
-0.0025 |
-0.3% |
0.7376 |
| Range |
0.0017 |
0.0033 |
0.0016 |
97.0% |
0.0064 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
0.3% |
0.0000 |
| Volume |
65,785 |
107,737 |
41,952 |
63.8% |
397,533 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7437 |
0.7370 |
|
| R3 |
0.7424 |
0.7404 |
0.7361 |
|
| R2 |
0.7392 |
0.7392 |
0.7358 |
|
| R1 |
0.7372 |
0.7372 |
0.7355 |
0.7366 |
| PP |
0.7359 |
0.7359 |
0.7359 |
0.7356 |
| S1 |
0.7339 |
0.7339 |
0.7349 |
0.7333 |
| S2 |
0.7327 |
0.7327 |
0.7346 |
|
| S3 |
0.7294 |
0.7307 |
0.7343 |
|
| S4 |
0.7262 |
0.7274 |
0.7334 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7543 |
0.7411 |
|
| R3 |
0.7518 |
0.7479 |
0.7393 |
|
| R2 |
0.7454 |
0.7454 |
0.7387 |
|
| R1 |
0.7415 |
0.7415 |
0.7381 |
0.7402 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7383 |
| S1 |
0.7351 |
0.7351 |
0.7370 |
0.7338 |
| S2 |
0.7326 |
0.7326 |
0.7364 |
|
| S3 |
0.7262 |
0.7287 |
0.7358 |
|
| S4 |
0.7198 |
0.7223 |
0.7340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7429 |
0.7347 |
0.0082 |
1.1% |
0.0032 |
0.4% |
7% |
False |
True |
90,999 |
| 10 |
0.7446 |
0.7347 |
0.0099 |
1.3% |
0.0030 |
0.4% |
6% |
False |
True |
102,118 |
| 20 |
0.7446 |
0.7282 |
0.0164 |
2.2% |
0.0030 |
0.4% |
43% |
False |
False |
94,742 |
| 40 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
65% |
False |
False |
91,578 |
| 60 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0030 |
0.4% |
65% |
False |
False |
94,052 |
| 80 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
65% |
False |
False |
76,014 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0031 |
0.4% |
65% |
False |
False |
60,900 |
| 120 |
0.7446 |
0.7179 |
0.0267 |
3.6% |
0.0032 |
0.4% |
65% |
False |
False |
50,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7517 |
|
2.618 |
0.7464 |
|
1.618 |
0.7432 |
|
1.000 |
0.7412 |
|
0.618 |
0.7399 |
|
HIGH |
0.7379 |
|
0.618 |
0.7367 |
|
0.500 |
0.7363 |
|
0.382 |
0.7359 |
|
LOW |
0.7347 |
|
0.618 |
0.7326 |
|
1.000 |
0.7314 |
|
1.618 |
0.7294 |
|
2.618 |
0.7261 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7388 |
| PP |
0.7359 |
0.7376 |
| S1 |
0.7356 |
0.7364 |
|