CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7231 |
0.7254 |
0.0023 |
0.3% |
0.7297 |
High |
0.7264 |
0.7265 |
0.0001 |
0.0% |
0.7308 |
Low |
0.7226 |
0.7210 |
-0.0016 |
-0.2% |
0.7231 |
Close |
0.7259 |
0.7212 |
-0.0047 |
-0.6% |
0.7238 |
Range |
0.0038 |
0.0055 |
0.0017 |
44.7% |
0.0077 |
ATR |
0.0027 |
0.0029 |
0.0002 |
7.2% |
0.0000 |
Volume |
112,062 |
107,853 |
-4,209 |
-3.8% |
429,421 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7394 |
0.7358 |
0.7242 |
|
R3 |
0.7339 |
0.7303 |
0.7227 |
|
R2 |
0.7284 |
0.7284 |
0.7222 |
|
R1 |
0.7248 |
0.7248 |
0.7217 |
0.7238 |
PP |
0.7229 |
0.7229 |
0.7229 |
0.7224 |
S1 |
0.7193 |
0.7193 |
0.7207 |
0.7183 |
S2 |
0.7174 |
0.7174 |
0.7202 |
|
S3 |
0.7119 |
0.7138 |
0.7197 |
|
S4 |
0.7064 |
0.7083 |
0.7182 |
|
|
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 |
0.7265 |
0.7210 |
0.0055 |
0.8% |
0.0031 |
0.4% |
5% |
True |
True |
87,424 |
10 |
0.7310 |
0.7210 |
0.0100 |
1.4% |
0.0028 |
0.4% |
3% |
False |
True |
86,323 |
20 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0027 |
0.4% |
1% |
False |
True |
83,380 |
40 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0029 |
0.4% |
1% |
False |
True |
86,907 |
60 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0030 |
0.4% |
1% |
False |
True |
58,556 |
80 |
0.7398 |
0.7210 |
0.0188 |
2.6% |
0.0032 |
0.4% |
1% |
False |
True |
44,027 |
100 |
0.7446 |
0.7210 |
0.0237 |
3.3% |
0.0031 |
0.4% |
1% |
False |
True |
35,266 |
120 |
0.7464 |
0.7210 |
0.0255 |
3.5% |
0.0028 |
0.4% |
1% |
False |
True |
29,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7498 |
2.618 |
0.7408 |
1.618 |
0.7353 |
1.000 |
0.7320 |
0.618 |
0.7298 |
HIGH |
0.7265 |
0.618 |
0.7243 |
0.500 |
0.7237 |
0.382 |
0.7231 |
LOW |
0.7210 |
0.618 |
0.7176 |
1.000 |
0.7155 |
1.618 |
0.7121 |
2.618 |
0.7066 |
4.250 |
0.6976 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7237 |
0.7237 |
PP |
0.7229 |
0.7229 |
S1 |
0.7220 |
0.7220 |
|