CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 26-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.7253 |
0.7244 |
-0.0009 |
-0.1% |
0.7297 |
High |
0.7259 |
0.7253 |
-0.0006 |
-0.1% |
0.7308 |
Low |
0.7231 |
0.7231 |
0.0000 |
0.0% |
0.7231 |
Close |
0.7246 |
0.7238 |
-0.0008 |
-0.1% |
0.7238 |
Range |
0.0028 |
0.0022 |
-0.0006 |
-21.4% |
0.0077 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-1.6% |
0.0000 |
Volume |
103,660 |
78,251 |
-25,409 |
-24.5% |
429,421 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7307 |
0.7294 |
0.7250 |
|
R3 |
0.7285 |
0.7272 |
0.7244 |
|
R2 |
0.7263 |
0.7263 |
0.7242 |
|
R1 |
0.7250 |
0.7250 |
0.7240 |
0.7245 |
PP |
0.7241 |
0.7241 |
0.7241 |
0.7238 |
S1 |
0.7228 |
0.7228 |
0.7235 |
0.7223 |
S2 |
0.7219 |
0.7219 |
0.7233 |
|
S3 |
0.7197 |
0.7206 |
0.7231 |
|
S4 |
0.7175 |
0.7184 |
0.7225 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7490 |
0.7441 |
0.7280 |
|
R3 |
0.7413 |
0.7364 |
0.7259 |
|
R2 |
0.7336 |
0.7336 |
0.7252 |
|
R1 |
0.7287 |
0.7287 |
0.7245 |
0.7273 |
PP |
0.7259 |
0.7259 |
0.7259 |
0.7252 |
S1 |
0.7210 |
0.7210 |
0.7230 |
0.7196 |
S2 |
0.7182 |
0.7182 |
0.7223 |
|
S3 |
0.7105 |
0.7133 |
0.7216 |
|
S4 |
0.7028 |
0.7056 |
0.7195 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7308 |
0.7231 |
0.0077 |
1.1% |
0.0025 |
0.3% |
8% |
False |
True |
85,884 |
10 |
0.7349 |
0.7231 |
0.0118 |
1.6% |
0.0026 |
0.4% |
6% |
False |
True |
84,388 |
20 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0029 |
0.4% |
4% |
False |
True |
87,893 |
40 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0030 |
0.4% |
4% |
False |
True |
78,340 |
60 |
0.7392 |
0.7231 |
0.0161 |
2.2% |
0.0030 |
0.4% |
4% |
False |
True |
52,601 |
80 |
0.7437 |
0.7231 |
0.0206 |
2.8% |
0.0032 |
0.4% |
3% |
False |
True |
39,559 |
100 |
0.7464 |
0.7231 |
0.0233 |
3.2% |
0.0030 |
0.4% |
3% |
False |
True |
31,678 |
120 |
0.7464 |
0.7231 |
0.0233 |
3.2% |
0.0028 |
0.4% |
3% |
False |
True |
26,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7347 |
2.618 |
0.7311 |
1.618 |
0.7289 |
1.000 |
0.7275 |
0.618 |
0.7267 |
HIGH |
0.7253 |
0.618 |
0.7245 |
0.500 |
0.7242 |
0.382 |
0.7239 |
LOW |
0.7231 |
0.618 |
0.7217 |
1.000 |
0.7209 |
1.618 |
0.7195 |
2.618 |
0.7173 |
4.250 |
0.7138 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7242 |
0.7250 |
PP |
0.7241 |
0.7246 |
S1 |
0.7239 |
0.7242 |
|