CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7229 |
0.7231 |
0.0003 |
0.0% |
0.7297 |
| High |
0.7237 |
0.7264 |
0.0027 |
0.4% |
0.7308 |
| Low |
0.7223 |
0.7226 |
0.0003 |
0.0% |
0.7231 |
| Close |
0.7230 |
0.7259 |
0.0029 |
0.4% |
0.7238 |
| Range |
0.0014 |
0.0038 |
0.0025 |
181.5% |
0.0077 |
| ATR |
0.0027 |
0.0027 |
0.0001 |
3.0% |
0.0000 |
| Volume |
71,427 |
112,062 |
40,635 |
56.9% |
429,421 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7349 |
0.7280 |
|
| R3 |
0.7325 |
0.7311 |
0.7269 |
|
| R2 |
0.7287 |
0.7287 |
0.7266 |
|
| R1 |
0.7273 |
0.7273 |
0.7262 |
0.7280 |
| PP |
0.7249 |
0.7249 |
0.7249 |
0.7253 |
| S1 |
0.7235 |
0.7235 |
0.7256 |
0.7242 |
| S2 |
0.7211 |
0.7211 |
0.7252 |
|
| S3 |
0.7173 |
0.7197 |
0.7249 |
|
| S4 |
0.7135 |
0.7159 |
0.7238 |
|
|
| 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 |
0.7264 |
0.7223 |
0.0041 |
0.6% |
0.0026 |
0.4% |
89% |
True |
False |
86,585 |
| 10 |
0.7327 |
0.7223 |
0.0105 |
1.4% |
0.0025 |
0.3% |
35% |
False |
False |
83,783 |
| 20 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0026 |
0.4% |
22% |
False |
False |
83,086 |
| 40 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0029 |
0.4% |
22% |
False |
False |
84,371 |
| 60 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0030 |
0.4% |
22% |
False |
False |
56,762 |
| 80 |
0.7398 |
0.7223 |
0.0175 |
2.4% |
0.0031 |
0.4% |
21% |
False |
False |
42,683 |
| 100 |
0.7464 |
0.7223 |
0.0242 |
3.3% |
0.0031 |
0.4% |
15% |
False |
False |
34,188 |
| 120 |
0.7464 |
0.7223 |
0.0242 |
3.3% |
0.0028 |
0.4% |
15% |
False |
False |
28,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7425 |
|
2.618 |
0.7363 |
|
1.618 |
0.7325 |
|
1.000 |
0.7302 |
|
0.618 |
0.7287 |
|
HIGH |
0.7264 |
|
0.618 |
0.7249 |
|
0.500 |
0.7245 |
|
0.382 |
0.7240 |
|
LOW |
0.7226 |
|
0.618 |
0.7202 |
|
1.000 |
0.7188 |
|
1.618 |
0.7164 |
|
2.618 |
0.7126 |
|
4.250 |
0.7064 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7254 |
0.7254 |
| PP |
0.7249 |
0.7248 |
| S1 |
0.7245 |
0.7243 |
|