CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7308 |
-0.0011 |
-0.2% |
0.7348 |
| High |
0.7327 |
0.7310 |
-0.0018 |
-0.2% |
0.7349 |
| Low |
0.7301 |
0.7285 |
-0.0016 |
-0.2% |
0.7285 |
| Close |
0.7305 |
0.7294 |
-0.0011 |
-0.2% |
0.7294 |
| Range |
0.0027 |
0.0025 |
-0.0002 |
-7.5% |
0.0064 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
82,452 |
74,941 |
-7,511 |
-9.1% |
414,466 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7356 |
0.7307 |
|
| R3 |
0.7345 |
0.7332 |
0.7301 |
|
| R2 |
0.7321 |
0.7321 |
0.7298 |
|
| R1 |
0.7307 |
0.7307 |
0.7296 |
0.7302 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7293 |
| S1 |
0.7283 |
0.7283 |
0.7292 |
0.7277 |
| S2 |
0.7272 |
0.7272 |
0.7290 |
|
| S3 |
0.7247 |
0.7258 |
0.7287 |
|
| S4 |
0.7223 |
0.7234 |
0.7281 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7460 |
0.7329 |
|
| R3 |
0.7436 |
0.7397 |
0.7311 |
|
| R2 |
0.7373 |
0.7373 |
0.7306 |
|
| R1 |
0.7333 |
0.7333 |
0.7300 |
0.7321 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7303 |
| S1 |
0.7270 |
0.7270 |
0.7288 |
0.7258 |
| S2 |
0.7246 |
0.7246 |
0.7282 |
|
| S3 |
0.7182 |
0.7206 |
0.7277 |
|
| S4 |
0.7119 |
0.7143 |
0.7259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7349 |
0.7285 |
0.0064 |
0.9% |
0.0027 |
0.4% |
14% |
False |
True |
82,893 |
| 10 |
0.7392 |
0.7285 |
0.0107 |
1.5% |
0.0025 |
0.3% |
8% |
False |
True |
76,512 |
| 20 |
0.7392 |
0.7283 |
0.0109 |
1.5% |
0.0030 |
0.4% |
10% |
False |
False |
90,675 |
| 40 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
21% |
False |
False |
67,922 |
| 60 |
0.7392 |
0.7268 |
0.0125 |
1.7% |
0.0031 |
0.4% |
21% |
False |
False |
45,469 |
| 80 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0032 |
0.4% |
26% |
False |
False |
34,200 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
23% |
False |
False |
27,386 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
20% |
False |
False |
22,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7414 |
|
2.618 |
0.7374 |
|
1.618 |
0.7349 |
|
1.000 |
0.7334 |
|
0.618 |
0.7325 |
|
HIGH |
0.7310 |
|
0.618 |
0.7300 |
|
0.500 |
0.7297 |
|
0.382 |
0.7294 |
|
LOW |
0.7285 |
|
0.618 |
0.7270 |
|
1.000 |
0.7261 |
|
1.618 |
0.7245 |
|
2.618 |
0.7221 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7310 |
| PP |
0.7296 |
0.7304 |
| S1 |
0.7295 |
0.7299 |
|