CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7349 |
0.7348 |
-0.0001 |
0.0% |
0.7344 |
| High |
0.7359 |
0.7349 |
-0.0011 |
-0.1% |
0.7392 |
| Low |
0.7344 |
0.7317 |
-0.0027 |
-0.4% |
0.7340 |
| Close |
0.7349 |
0.7328 |
-0.0022 |
-0.3% |
0.7349 |
| Range |
0.0016 |
0.0032 |
0.0017 |
106.5% |
0.0053 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.6% |
0.0000 |
| Volume |
68,465 |
111,759 |
43,294 |
63.2% |
350,656 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7409 |
0.7345 |
|
| R3 |
0.7395 |
0.7377 |
0.7336 |
|
| R2 |
0.7363 |
0.7363 |
0.7333 |
|
| R1 |
0.7345 |
0.7345 |
0.7330 |
0.7338 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7327 |
| S1 |
0.7313 |
0.7313 |
0.7325 |
0.7306 |
| S2 |
0.7299 |
0.7299 |
0.7322 |
|
| S3 |
0.7267 |
0.7281 |
0.7319 |
|
| S4 |
0.7235 |
0.7249 |
0.7310 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7486 |
0.7378 |
|
| R3 |
0.7465 |
0.7433 |
0.7363 |
|
| R2 |
0.7413 |
0.7413 |
0.7359 |
|
| R1 |
0.7381 |
0.7381 |
0.7354 |
0.7397 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7368 |
| S1 |
0.7328 |
0.7328 |
0.7344 |
0.7344 |
| S2 |
0.7308 |
0.7308 |
0.7339 |
|
| S3 |
0.7255 |
0.7276 |
0.7335 |
|
| S4 |
0.7203 |
0.7223 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7392 |
0.7317 |
0.0076 |
1.0% |
0.0026 |
0.4% |
15% |
False |
True |
82,437 |
| 10 |
0.7392 |
0.7283 |
0.0109 |
1.5% |
0.0030 |
0.4% |
41% |
False |
False |
88,794 |
| 20 |
0.7392 |
0.7273 |
0.0119 |
1.6% |
0.0029 |
0.4% |
46% |
False |
False |
98,999 |
| 40 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
48% |
False |
False |
60,449 |
| 60 |
0.7392 |
0.7263 |
0.0130 |
1.8% |
0.0031 |
0.4% |
50% |
False |
False |
40,447 |
| 80 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.4% |
42% |
False |
False |
30,425 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
38% |
False |
False |
24,361 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
34% |
False |
False |
20,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7485 |
|
2.618 |
0.7432 |
|
1.618 |
0.7400 |
|
1.000 |
0.7381 |
|
0.618 |
0.7368 |
|
HIGH |
0.7349 |
|
0.618 |
0.7336 |
|
0.500 |
0.7333 |
|
0.382 |
0.7329 |
|
LOW |
0.7317 |
|
0.618 |
0.7297 |
|
1.000 |
0.7285 |
|
1.618 |
0.7265 |
|
2.618 |
0.7233 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7354 |
| PP |
0.7331 |
0.7345 |
| S1 |
0.7329 |
0.7336 |
|