CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7324 |
0.7346 |
0.0022 |
0.3% |
0.7325 |
| High |
0.7357 |
0.7364 |
0.0007 |
0.1% |
0.7364 |
| Low |
0.7320 |
0.7337 |
0.0018 |
0.2% |
0.7283 |
| Close |
0.7346 |
0.7351 |
0.0005 |
0.1% |
0.7351 |
| Range |
0.0038 |
0.0027 |
-0.0011 |
-28.0% |
0.0081 |
| ATR |
0.0034 |
0.0033 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
101,980 |
114,188 |
12,208 |
12.0% |
425,527 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7418 |
0.7366 |
|
| R3 |
0.7405 |
0.7391 |
0.7358 |
|
| R2 |
0.7378 |
0.7378 |
0.7356 |
|
| R1 |
0.7364 |
0.7364 |
0.7353 |
0.7371 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7354 |
| S1 |
0.7337 |
0.7337 |
0.7349 |
0.7344 |
| S2 |
0.7324 |
0.7324 |
0.7346 |
|
| S3 |
0.7297 |
0.7310 |
0.7344 |
|
| S4 |
0.7270 |
0.7283 |
0.7336 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7544 |
0.7396 |
|
| R3 |
0.7495 |
0.7463 |
0.7373 |
|
| R2 |
0.7414 |
0.7414 |
0.7366 |
|
| R1 |
0.7382 |
0.7382 |
0.7358 |
0.7398 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7341 |
| S1 |
0.7301 |
0.7301 |
0.7344 |
0.7317 |
| S2 |
0.7252 |
0.7252 |
0.7336 |
|
| S3 |
0.7171 |
0.7220 |
0.7329 |
|
| S4 |
0.7090 |
0.7139 |
0.7306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7364 |
0.7283 |
0.0081 |
1.1% |
0.0040 |
0.5% |
84% |
True |
False |
112,664 |
| 10 |
0.7364 |
0.7283 |
0.0081 |
1.1% |
0.0035 |
0.5% |
84% |
True |
False |
104,839 |
| 20 |
0.7364 |
0.7268 |
0.0097 |
1.3% |
0.0032 |
0.4% |
87% |
True |
False |
95,389 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.4% |
0.0032 |
0.4% |
78% |
False |
False |
48,990 |
| 60 |
0.7396 |
0.7243 |
0.0153 |
2.1% |
0.0033 |
0.5% |
71% |
False |
False |
32,809 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
53% |
False |
False |
24,657 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
49% |
False |
False |
19,741 |
| 120 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0027 |
0.4% |
41% |
False |
False |
16,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7435 |
|
1.618 |
0.7408 |
|
1.000 |
0.7391 |
|
0.618 |
0.7381 |
|
HIGH |
0.7364 |
|
0.618 |
0.7354 |
|
0.500 |
0.7351 |
|
0.382 |
0.7347 |
|
LOW |
0.7337 |
|
0.618 |
0.7320 |
|
1.000 |
0.7310 |
|
1.618 |
0.7293 |
|
2.618 |
0.7266 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7342 |
| PP |
0.7351 |
0.7333 |
| S1 |
0.7351 |
0.7324 |
|