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The withdrawal brings to an end the largest operation yet to include the army, navy and air force at the same time.
Combined Operations Headquarters have issued a statement from London saying the raid had been completed as planned.
"Vital experience has been gained in the employment of substantial numbers of troops in an assault, and in the transport and use of heavy equipment during combined operations," it said.
The plan, codenamed Operation Jubilee, was to open a front 11 miles (18km) long centred on the port of Dieppe.
The area was known to be heavily fortified and defended by the Germans, and strong resistance was expected.
Most of the 6,000-strong force was made up of Canadians, seeing front line action for the first time, as well as British, American and French soldiers.
The raid began when the troops set off in Royal Navy ships on the perilous journey across the Channel to the coast of occupied France.
One of the convoys was spotted by German naval convoy and attacked shortly after leaving.
Anti-aircraft shore batteries and patrol ships opened fire, sinking two German ships.
The troops arrived, along with the Royal Air Force, just before dawn.
Once the landings began on the beaches at Dieppe, troops met fierce resistance.
There was a constant bombardment from gun emplacements in the cliffs above, and casualties are described as "heavy" on both sides.
In the air, British pilots had a fierce confrontation with the Luftwaffe.
Several planes were lost in low-flying attacks on the German gun emplacements, and in all the RAF lost 95 aircraft - the most in a single day's fighting since the war started.
In a communiqué this evening, Combined Operations Headquarters pointed out that Operation Jubilee was not an invasion attempt - a message it repeated in a broadcast to France in the early hours of this morning.
The German account of the attack, issued from Hitler's headquarters, called the German defence a "great success", and said, "The enemy has suffered a devastating defeat in this landing attempt, which served only political purposes but defied all military reason."
Initial reports of the Dieppe raid gave little indication of what a disaster much of the operation had been.
The landings at Dieppe itself turned into a terrible carnage, with wave after wave of soldiers mown down by heavy gunfire from the cliffs almost as soon as they stepped onto the beaches.
Out of a combined landing force of 6,100, about 4,100 were reported killed, wounded or captured. Nearly 1,000 of those who died were Canadian.
German casualties are put at 591.
The Navy lost one destroyer and 33 landing craft: the RAF lost 106 aircraft, against 48 German planes shot down.
The early encounter with the German naval convoy was key to the failure of the operation, as it alerted the Germans to the arrival of the raiding party.
The raid used tank landing craft for the first time, but these were another disaster: only 10 of the 24 craft landed any tanks, and every one of the 27 tanks which drove onto the beaches was destroyed.
The best that can be said for the Dieppe raid was that it was an excellent, if expensive, lesson in landing on hostile beaches.
The experience gained was used extensively on D-Day, 6 June 1944, and the Admiral of the Fleet, Lord Mountbatten, said, "For every soldier who died at Dieppe, ten were saved on D-Day."
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