CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7346 |
-0.0002 |
0.0% |
0.7325 |
| High |
0.7351 |
0.7362 |
0.0011 |
0.1% |
0.7364 |
| Low |
0.7340 |
0.7343 |
0.0003 |
0.0% |
0.7283 |
| Close |
0.7350 |
0.7354 |
0.0005 |
0.1% |
0.7351 |
| Range |
0.0011 |
0.0019 |
0.0008 |
72.7% |
0.0081 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
58,291 |
59,340 |
1,049 |
1.8% |
425,527 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7401 |
0.7364 |
|
| R3 |
0.7391 |
0.7382 |
0.7359 |
|
| R2 |
0.7372 |
0.7372 |
0.7357 |
|
| R1 |
0.7363 |
0.7363 |
0.7356 |
0.7367 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7355 |
| S1 |
0.7344 |
0.7344 |
0.7352 |
0.7348 |
| S2 |
0.7334 |
0.7334 |
0.7351 |
|
| S3 |
0.7315 |
0.7325 |
0.7349 |
|
| S4 |
0.7296 |
0.7306 |
0.7344 |
|
|
| 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 |
0.7320 |
0.0045 |
0.6% |
0.0021 |
0.3% |
78% |
False |
False |
76,805 |
| 10 |
0.7364 |
0.7283 |
0.0081 |
1.1% |
0.0029 |
0.4% |
88% |
False |
False |
92,335 |
| 20 |
0.7364 |
0.7268 |
0.0097 |
1.3% |
0.0029 |
0.4% |
90% |
False |
False |
100,613 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.4% |
0.0031 |
0.4% |
81% |
False |
False |
53,154 |
| 60 |
0.7374 |
0.7243 |
0.0131 |
1.8% |
0.0031 |
0.4% |
85% |
False |
False |
35,562 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
55% |
False |
False |
26,748 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
50% |
False |
False |
21,417 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.4% |
44% |
False |
False |
17,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7411 |
|
1.618 |
0.7392 |
|
1.000 |
0.7381 |
|
0.618 |
0.7373 |
|
HIGH |
0.7362 |
|
0.618 |
0.7354 |
|
0.500 |
0.7352 |
|
0.382 |
0.7350 |
|
LOW |
0.7343 |
|
0.618 |
0.7331 |
|
1.000 |
0.7324 |
|
1.618 |
0.7312 |
|
2.618 |
0.7293 |
|
4.250 |
0.7262 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7353 |
| PP |
0.7353 |
0.7352 |
| S1 |
0.7352 |
0.7351 |
|