CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7314 |
0.7325 |
0.0011 |
0.2% |
0.7317 |
| High |
0.7337 |
0.7333 |
-0.0005 |
-0.1% |
0.7360 |
| Low |
0.7294 |
0.7287 |
-0.0008 |
-0.1% |
0.7294 |
| Close |
0.7320 |
0.7289 |
-0.0032 |
-0.4% |
0.7320 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0066 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
3.4% |
0.0000 |
| Volume |
137,793 |
98,365 |
-39,428 |
-28.6% |
530,104 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7411 |
0.7314 |
|
| R3 |
0.7395 |
0.7365 |
0.7301 |
|
| R2 |
0.7349 |
0.7349 |
0.7297 |
|
| R1 |
0.7319 |
0.7319 |
0.7293 |
0.7311 |
| PP |
0.7303 |
0.7303 |
0.7303 |
0.7299 |
| S1 |
0.7273 |
0.7273 |
0.7284 |
0.7265 |
| S2 |
0.7257 |
0.7257 |
0.7280 |
|
| S3 |
0.7211 |
0.7227 |
0.7276 |
|
| S4 |
0.7165 |
0.7181 |
0.7263 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7486 |
0.7356 |
|
| R3 |
0.7456 |
0.7421 |
0.7338 |
|
| R2 |
0.7390 |
0.7390 |
0.7332 |
|
| R1 |
0.7355 |
0.7355 |
0.7326 |
0.7373 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7333 |
| S1 |
0.7290 |
0.7290 |
0.7314 |
0.7307 |
| S2 |
0.7259 |
0.7259 |
0.7308 |
|
| S3 |
0.7194 |
0.7224 |
0.7302 |
|
| S4 |
0.7128 |
0.7159 |
0.7284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7360 |
0.7287 |
0.0073 |
1.0% |
0.0035 |
0.5% |
3% |
False |
True |
107,875 |
| 10 |
0.7360 |
0.7281 |
0.0079 |
1.1% |
0.0031 |
0.4% |
10% |
False |
False |
102,641 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0032 |
0.4% |
21% |
False |
False |
80,235 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0031 |
0.4% |
20% |
False |
False |
40,840 |
| 60 |
0.7403 |
0.7243 |
0.0160 |
2.2% |
0.0033 |
0.5% |
29% |
False |
False |
27,376 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0032 |
0.4% |
21% |
False |
False |
20,576 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
21% |
False |
False |
16,470 |
| 120 |
0.7510 |
0.7243 |
0.0267 |
3.7% |
0.0026 |
0.4% |
17% |
False |
False |
13,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7528 |
|
2.618 |
0.7453 |
|
1.618 |
0.7407 |
|
1.000 |
0.7379 |
|
0.618 |
0.7361 |
|
HIGH |
0.7333 |
|
0.618 |
0.7315 |
|
0.500 |
0.7310 |
|
0.382 |
0.7304 |
|
LOW |
0.7287 |
|
0.618 |
0.7258 |
|
1.000 |
0.7241 |
|
1.618 |
0.7212 |
|
2.618 |
0.7166 |
|
4.250 |
0.7091 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7310 |
0.7312 |
| PP |
0.7303 |
0.7304 |
| S1 |
0.7296 |
0.7296 |
|