CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7344 |
0.7347 |
0.0004 |
0.0% |
0.7325 |
| High |
0.7353 |
0.7351 |
-0.0002 |
0.0% |
0.7364 |
| Low |
0.7340 |
0.7340 |
-0.0001 |
0.0% |
0.7283 |
| Close |
0.7345 |
0.7350 |
0.0005 |
0.1% |
0.7351 |
| Range |
0.0013 |
0.0011 |
-0.0002 |
-12.0% |
0.0081 |
| ATR |
0.0032 |
0.0030 |
-0.0001 |
-4.7% |
0.0000 |
| Volume |
50,226 |
58,291 |
8,065 |
16.1% |
425,527 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7380 |
0.7376 |
0.7356 |
|
| R3 |
0.7369 |
0.7365 |
0.7353 |
|
| R2 |
0.7358 |
0.7358 |
0.7352 |
|
| R1 |
0.7354 |
0.7354 |
0.7351 |
0.7356 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7348 |
| S1 |
0.7343 |
0.7343 |
0.7348 |
0.7345 |
| S2 |
0.7336 |
0.7336 |
0.7347 |
|
| S3 |
0.7325 |
0.7332 |
0.7346 |
|
| S4 |
0.7314 |
0.7321 |
0.7343 |
|
|
| 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% |
0.0027 |
0.4% |
82% |
False |
False |
87,135 |
| 10 |
0.7364 |
0.7283 |
0.0081 |
1.1% |
0.0031 |
0.4% |
82% |
False |
False |
97,505 |
| 20 |
0.7364 |
0.7268 |
0.0097 |
1.3% |
0.0029 |
0.4% |
85% |
False |
False |
99,002 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.4% |
0.0031 |
0.4% |
77% |
False |
False |
51,691 |
| 60 |
0.7374 |
0.7243 |
0.0131 |
1.8% |
0.0032 |
0.4% |
81% |
False |
False |
34,591 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
52% |
False |
False |
26,007 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
48% |
False |
False |
20,826 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.4% |
42% |
False |
False |
17,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7397 |
|
2.618 |
0.7379 |
|
1.618 |
0.7368 |
|
1.000 |
0.7362 |
|
0.618 |
0.7357 |
|
HIGH |
0.7351 |
|
0.618 |
0.7346 |
|
0.500 |
0.7345 |
|
0.382 |
0.7344 |
|
LOW |
0.7340 |
|
0.618 |
0.7333 |
|
1.000 |
0.7329 |
|
1.618 |
0.7322 |
|
2.618 |
0.7311 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7351 |
| PP |
0.7347 |
0.7350 |
| S1 |
0.7345 |
0.7350 |
|