CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 25-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.7266 |
0.7253 |
-0.0013 |
-0.2% |
0.7348 |
High |
0.7269 |
0.7259 |
-0.0010 |
-0.1% |
0.7349 |
Low |
0.7249 |
0.7231 |
-0.0018 |
-0.2% |
0.7285 |
Close |
0.7251 |
0.7246 |
-0.0005 |
-0.1% |
0.7294 |
Range |
0.0020 |
0.0028 |
0.0009 |
43.6% |
0.0064 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-0.1% |
0.0000 |
Volume |
105,082 |
103,660 |
-1,422 |
-1.4% |
414,466 |
|
Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7329 |
0.7315 |
0.7261 |
|
R3 |
0.7301 |
0.7287 |
0.7253 |
|
R2 |
0.7273 |
0.7273 |
0.7251 |
|
R1 |
0.7259 |
0.7259 |
0.7248 |
0.7252 |
PP |
0.7245 |
0.7245 |
0.7245 |
0.7242 |
S1 |
0.7231 |
0.7231 |
0.7243 |
0.7224 |
S2 |
0.7217 |
0.7217 |
0.7240 |
|
S3 |
0.7189 |
0.7203 |
0.7238 |
|
S4 |
0.7161 |
0.7175 |
0.7230 |
|
|
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 |
0.7310 |
0.7231 |
0.0079 |
1.1% |
0.0025 |
0.3% |
18% |
False |
True |
85,222 |
10 |
0.7359 |
0.7231 |
0.0128 |
1.8% |
0.0025 |
0.4% |
11% |
False |
True |
83,410 |
20 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0029 |
0.4% |
9% |
False |
True |
88,317 |
40 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0030 |
0.4% |
9% |
False |
True |
76,467 |
60 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0031 |
0.4% |
9% |
False |
True |
51,306 |
80 |
0.7437 |
0.7231 |
0.0206 |
2.8% |
0.0032 |
0.4% |
7% |
False |
True |
38,582 |
100 |
0.7464 |
0.7231 |
0.0233 |
3.2% |
0.0030 |
0.4% |
6% |
False |
True |
30,896 |
120 |
0.7495 |
0.7231 |
0.0264 |
3.6% |
0.0028 |
0.4% |
6% |
False |
True |
25,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7378 |
2.618 |
0.7332 |
1.618 |
0.7304 |
1.000 |
0.7287 |
0.618 |
0.7276 |
HIGH |
0.7259 |
0.618 |
0.7248 |
0.500 |
0.7245 |
0.382 |
0.7242 |
LOW |
0.7231 |
0.618 |
0.7214 |
1.000 |
0.7203 |
1.618 |
0.7186 |
2.618 |
0.7158 |
4.250 |
0.7112 |
|
|
Fisher Pivots for day following 25-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7245 |
0.7257 |
PP |
0.7245 |
0.7253 |
S1 |
0.7245 |
0.7249 |
|