CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7297 |
0.7280 |
-0.0018 |
-0.2% |
0.7348 |
| High |
0.7308 |
0.7282 |
-0.0026 |
-0.4% |
0.7349 |
| Low |
0.7271 |
0.7265 |
-0.0006 |
-0.1% |
0.7285 |
| Close |
0.7283 |
0.7270 |
-0.0013 |
-0.2% |
0.7294 |
| Range |
0.0038 |
0.0017 |
-0.0021 |
-54.7% |
0.0064 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
84,156 |
58,272 |
-25,884 |
-30.8% |
414,466 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7323 |
0.7314 |
0.7279 |
|
| R3 |
0.7306 |
0.7297 |
0.7275 |
|
| R2 |
0.7289 |
0.7289 |
0.7273 |
|
| R1 |
0.7280 |
0.7280 |
0.7272 |
0.7276 |
| PP |
0.7272 |
0.7272 |
0.7272 |
0.7271 |
| S1 |
0.7263 |
0.7263 |
0.7268 |
0.7259 |
| S2 |
0.7255 |
0.7255 |
0.7267 |
|
| S3 |
0.7238 |
0.7246 |
0.7265 |
|
| S4 |
0.7221 |
0.7229 |
0.7261 |
|
|
| 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 |
0.7334 |
0.7265 |
0.0069 |
0.9% |
0.0026 |
0.4% |
7% |
False |
True |
73,468 |
| 10 |
0.7392 |
0.7265 |
0.0127 |
1.7% |
0.0028 |
0.4% |
4% |
False |
True |
79,903 |
| 20 |
0.7392 |
0.7265 |
0.0127 |
1.7% |
0.0029 |
0.4% |
4% |
False |
True |
88,704 |
| 40 |
0.7392 |
0.7265 |
0.0127 |
1.7% |
0.0031 |
0.4% |
4% |
False |
True |
71,356 |
| 60 |
0.7392 |
0.7265 |
0.0127 |
1.7% |
0.0031 |
0.4% |
4% |
False |
True |
47,835 |
| 80 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0032 |
0.4% |
14% |
False |
False |
35,978 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
12% |
False |
False |
28,810 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.5% |
0.0028 |
0.4% |
11% |
False |
False |
24,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7327 |
|
1.618 |
0.7310 |
|
1.000 |
0.7299 |
|
0.618 |
0.7293 |
|
HIGH |
0.7282 |
|
0.618 |
0.7276 |
|
0.500 |
0.7274 |
|
0.382 |
0.7271 |
|
LOW |
0.7265 |
|
0.618 |
0.7254 |
|
1.000 |
0.7248 |
|
1.618 |
0.7237 |
|
2.618 |
0.7220 |
|
4.250 |
0.7193 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7274 |
0.7287 |
| PP |
0.7272 |
0.7282 |
| S1 |
0.7271 |
0.7276 |
|