CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7293 |
0.7324 |
0.0032 |
0.4% |
0.7317 |
| High |
0.7330 |
0.7357 |
0.0027 |
0.4% |
0.7360 |
| Low |
0.7283 |
0.7320 |
0.0037 |
0.5% |
0.7294 |
| Close |
0.7326 |
0.7346 |
0.0020 |
0.3% |
0.7320 |
| Range |
0.0047 |
0.0038 |
-0.0010 |
-20.2% |
0.0066 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
0.9% |
0.0000 |
| Volume |
110,994 |
101,980 |
-9,014 |
-8.1% |
530,104 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7437 |
0.7367 |
|
| R3 |
0.7416 |
0.7400 |
0.7356 |
|
| R2 |
0.7378 |
0.7378 |
0.7353 |
|
| R1 |
0.7362 |
0.7362 |
0.7349 |
0.7370 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7345 |
| S1 |
0.7325 |
0.7325 |
0.7343 |
0.7333 |
| S2 |
0.7303 |
0.7303 |
0.7339 |
|
| S3 |
0.7266 |
0.7287 |
0.7336 |
|
| S4 |
0.7228 |
0.7250 |
0.7325 |
|
|
| 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 |
0.7357 |
0.7283 |
0.0074 |
1.0% |
0.0039 |
0.5% |
85% |
True |
False |
107,175 |
| 10 |
0.7360 |
0.7283 |
0.0077 |
1.0% |
0.0034 |
0.5% |
82% |
False |
False |
106,094 |
| 20 |
0.7360 |
0.7268 |
0.0092 |
1.3% |
0.0032 |
0.4% |
85% |
False |
False |
90,435 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.4% |
0.0032 |
0.4% |
74% |
False |
False |
46,144 |
| 60 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0033 |
0.5% |
67% |
False |
False |
30,909 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
51% |
False |
False |
23,237 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
47% |
False |
False |
18,599 |
| 120 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0027 |
0.4% |
39% |
False |
False |
15,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7516 |
|
2.618 |
0.7455 |
|
1.618 |
0.7418 |
|
1.000 |
0.7395 |
|
0.618 |
0.7380 |
|
HIGH |
0.7357 |
|
0.618 |
0.7343 |
|
0.500 |
0.7338 |
|
0.382 |
0.7334 |
|
LOW |
0.7320 |
|
0.618 |
0.7296 |
|
1.000 |
0.7282 |
|
1.618 |
0.7259 |
|
2.618 |
0.7221 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7337 |
| PP |
0.7341 |
0.7329 |
| S1 |
0.7338 |
0.7320 |
|