CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7266 |
-0.0014 |
-0.2% |
0.7348 |
| High |
0.7282 |
0.7269 |
-0.0014 |
-0.2% |
0.7349 |
| Low |
0.7265 |
0.7249 |
-0.0016 |
-0.2% |
0.7285 |
| Close |
0.7270 |
0.7251 |
-0.0020 |
-0.3% |
0.7294 |
| Range |
0.0017 |
0.0020 |
0.0003 |
14.7% |
0.0064 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
58,272 |
105,082 |
46,810 |
80.3% |
414,466 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7315 |
0.7302 |
0.7261 |
|
| R3 |
0.7295 |
0.7283 |
0.7256 |
|
| R2 |
0.7276 |
0.7276 |
0.7254 |
|
| R1 |
0.7263 |
0.7263 |
0.7252 |
0.7260 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7254 |
| S1 |
0.7244 |
0.7244 |
0.7249 |
0.7240 |
| S2 |
0.7237 |
0.7237 |
0.7247 |
|
| S3 |
0.7217 |
0.7224 |
0.7245 |
|
| S4 |
0.7198 |
0.7205 |
0.7240 |
|
|
| 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 |
0.7327 |
0.7249 |
0.0078 |
1.1% |
0.0025 |
0.3% |
2% |
False |
True |
80,980 |
| 10 |
0.7392 |
0.7249 |
0.0143 |
2.0% |
0.0028 |
0.4% |
1% |
False |
True |
84,477 |
| 20 |
0.7392 |
0.7249 |
0.0143 |
2.0% |
0.0029 |
0.4% |
1% |
False |
True |
88,406 |
| 40 |
0.7392 |
0.7249 |
0.0143 |
2.0% |
0.0030 |
0.4% |
1% |
False |
True |
73,952 |
| 60 |
0.7392 |
0.7249 |
0.0143 |
2.0% |
0.0031 |
0.4% |
1% |
False |
True |
49,582 |
| 80 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0032 |
0.4% |
4% |
False |
False |
37,289 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
3% |
False |
False |
29,861 |
| 120 |
0.7495 |
0.7243 |
0.0252 |
3.5% |
0.0028 |
0.4% |
3% |
False |
False |
24,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7351 |
|
2.618 |
0.7320 |
|
1.618 |
0.7300 |
|
1.000 |
0.7288 |
|
0.618 |
0.7281 |
|
HIGH |
0.7269 |
|
0.618 |
0.7261 |
|
0.500 |
0.7259 |
|
0.382 |
0.7256 |
|
LOW |
0.7249 |
|
0.618 |
0.7237 |
|
1.000 |
0.7230 |
|
1.618 |
0.7217 |
|
2.618 |
0.7198 |
|
4.250 |
0.7166 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7279 |
| PP |
0.7256 |
0.7269 |
| S1 |
0.7253 |
0.7260 |
|