CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7356 |
0.0011 |
0.1% |
0.7325 |
| High |
0.7362 |
0.7392 |
0.0031 |
0.4% |
0.7364 |
| Low |
0.7343 |
0.7340 |
-0.0003 |
0.0% |
0.7283 |
| Close |
0.7354 |
0.7349 |
-0.0006 |
-0.1% |
0.7351 |
| Range |
0.0019 |
0.0053 |
0.0034 |
176.3% |
0.0081 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
5.6% |
0.0000 |
| Volume |
59,340 |
114,334 |
54,994 |
92.7% |
425,527 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7486 |
0.7377 |
|
| R3 |
0.7465 |
0.7433 |
0.7363 |
|
| R2 |
0.7413 |
0.7413 |
0.7358 |
|
| R1 |
0.7381 |
0.7381 |
0.7353 |
0.7370 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7355 |
| S1 |
0.7328 |
0.7328 |
0.7344 |
0.7318 |
| S2 |
0.7308 |
0.7308 |
0.7339 |
|
| S3 |
0.7255 |
0.7276 |
0.7334 |
|
| S4 |
0.7203 |
0.7223 |
0.7320 |
|
|
| 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 |
0.7392 |
0.7337 |
0.0055 |
0.7% |
0.0024 |
0.3% |
21% |
True |
False |
79,275 |
| 10 |
0.7392 |
0.7283 |
0.0109 |
1.5% |
0.0032 |
0.4% |
60% |
True |
False |
93,225 |
| 20 |
0.7392 |
0.7273 |
0.0119 |
1.6% |
0.0030 |
0.4% |
63% |
True |
False |
102,313 |
| 40 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
65% |
True |
False |
56,005 |
| 60 |
0.7392 |
0.7243 |
0.0149 |
2.0% |
0.0032 |
0.4% |
71% |
True |
False |
37,460 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.4% |
52% |
False |
False |
28,174 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
48% |
False |
False |
22,560 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
42% |
False |
False |
18,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7615 |
|
2.618 |
0.7529 |
|
1.618 |
0.7477 |
|
1.000 |
0.7445 |
|
0.618 |
0.7424 |
|
HIGH |
0.7392 |
|
0.618 |
0.7372 |
|
0.500 |
0.7366 |
|
0.382 |
0.7360 |
|
LOW |
0.7340 |
|
0.618 |
0.7307 |
|
1.000 |
0.7287 |
|
1.618 |
0.7255 |
|
2.618 |
0.7202 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7366 |
| PP |
0.7360 |
0.7360 |
| S1 |
0.7354 |
0.7354 |
|