CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7322 |
0.7325 |
0.0004 |
0.0% |
0.7344 |
| High |
0.7337 |
0.7334 |
-0.0003 |
0.0% |
0.7392 |
| Low |
0.7307 |
0.7310 |
0.0003 |
0.0% |
0.7340 |
| Close |
0.7323 |
0.7317 |
-0.0006 |
-0.1% |
0.7349 |
| Range |
0.0030 |
0.0024 |
-0.0006 |
-20.0% |
0.0053 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-1.5% |
0.0000 |
| Volume |
77,795 |
67,519 |
-10,276 |
-13.2% |
350,656 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7392 |
0.7378 |
0.7330 |
|
| R3 |
0.7368 |
0.7354 |
0.7323 |
|
| R2 |
0.7344 |
0.7344 |
0.7321 |
|
| R1 |
0.7330 |
0.7330 |
0.7319 |
0.7325 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7318 |
| S1 |
0.7306 |
0.7306 |
0.7314 |
0.7301 |
| S2 |
0.7296 |
0.7296 |
0.7312 |
|
| S3 |
0.7272 |
0.7282 |
0.7310 |
|
| S4 |
0.7248 |
0.7258 |
0.7303 |
|
|
| 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 |
0.7307 |
0.0085 |
1.2% |
0.0031 |
0.4% |
11% |
False |
False |
87,974 |
| 10 |
0.7392 |
0.7307 |
0.0085 |
1.2% |
0.0026 |
0.4% |
11% |
False |
False |
82,389 |
| 20 |
0.7392 |
0.7283 |
0.0109 |
1.5% |
0.0030 |
0.4% |
31% |
False |
False |
93,878 |
| 40 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
39% |
False |
False |
64,048 |
| 60 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
39% |
False |
False |
42,860 |
| 80 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0032 |
0.4% |
38% |
False |
False |
32,235 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
33% |
False |
False |
25,814 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
29% |
False |
False |
21,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7436 |
|
2.618 |
0.7397 |
|
1.618 |
0.7373 |
|
1.000 |
0.7358 |
|
0.618 |
0.7349 |
|
HIGH |
0.7334 |
|
0.618 |
0.7325 |
|
0.500 |
0.7322 |
|
0.382 |
0.7319 |
|
LOW |
0.7310 |
|
0.618 |
0.7295 |
|
1.000 |
0.7286 |
|
1.618 |
0.7271 |
|
2.618 |
0.7247 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7328 |
| PP |
0.7320 |
0.7324 |
| S1 |
0.7318 |
0.7320 |
|