CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7319 |
-0.0006 |
-0.1% |
0.7344 |
| High |
0.7334 |
0.7327 |
-0.0007 |
-0.1% |
0.7392 |
| Low |
0.7310 |
0.7301 |
-0.0010 |
-0.1% |
0.7340 |
| Close |
0.7317 |
0.7305 |
-0.0012 |
-0.2% |
0.7349 |
| Range |
0.0024 |
0.0027 |
0.0003 |
10.4% |
0.0053 |
| ATR |
0.0030 |
0.0029 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
67,519 |
82,452 |
14,933 |
22.1% |
350,656 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7374 |
0.7320 |
|
| R3 |
0.7364 |
0.7348 |
0.7312 |
|
| R2 |
0.7337 |
0.7337 |
0.7310 |
|
| R1 |
0.7321 |
0.7321 |
0.7307 |
0.7316 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7308 |
| S1 |
0.7295 |
0.7295 |
0.7303 |
0.7290 |
| S2 |
0.7284 |
0.7284 |
0.7300 |
|
| S3 |
0.7258 |
0.7268 |
0.7298 |
|
| S4 |
0.7231 |
0.7242 |
0.7290 |
|
|
| 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 |
0.7359 |
0.7301 |
0.0059 |
0.8% |
0.0026 |
0.4% |
8% |
False |
True |
81,598 |
| 10 |
0.7392 |
0.7301 |
0.0092 |
1.3% |
0.0025 |
0.3% |
5% |
False |
True |
80,436 |
| 20 |
0.7392 |
0.7283 |
0.0109 |
1.5% |
0.0030 |
0.4% |
20% |
False |
False |
93,265 |
| 40 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
30% |
False |
False |
66,098 |
| 60 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
30% |
False |
False |
44,225 |
| 80 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0032 |
0.4% |
32% |
False |
False |
33,263 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
28% |
False |
False |
26,637 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0028 |
0.4% |
25% |
False |
False |
22,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7440 |
|
2.618 |
0.7396 |
|
1.618 |
0.7370 |
|
1.000 |
0.7354 |
|
0.618 |
0.7343 |
|
HIGH |
0.7327 |
|
0.618 |
0.7317 |
|
0.500 |
0.7314 |
|
0.382 |
0.7311 |
|
LOW |
0.7301 |
|
0.618 |
0.7284 |
|
1.000 |
0.7274 |
|
1.618 |
0.7258 |
|
2.618 |
0.7231 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7314 |
0.7319 |
| PP |
0.7311 |
0.7314 |
| S1 |
0.7308 |
0.7310 |
|