CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7254 |
0.7218 |
-0.0037 |
-0.5% |
0.7237 |
| High |
0.7265 |
0.7240 |
-0.0025 |
-0.3% |
0.7265 |
| Low |
0.7210 |
0.7210 |
0.0000 |
0.0% |
0.7210 |
| Close |
0.7212 |
0.7220 |
0.0008 |
0.1% |
0.7220 |
| Range |
0.0055 |
0.0031 |
-0.0025 |
-44.5% |
0.0055 |
| ATR |
0.0029 |
0.0030 |
0.0000 |
0.3% |
0.0000 |
| Volume |
107,853 |
125,743 |
17,890 |
16.6% |
484,612 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7315 |
0.7298 |
0.7237 |
|
| R3 |
0.7284 |
0.7267 |
0.7228 |
|
| R2 |
0.7254 |
0.7254 |
0.7226 |
|
| R1 |
0.7237 |
0.7237 |
0.7223 |
0.7245 |
| PP |
0.7223 |
0.7223 |
0.7223 |
0.7227 |
| S1 |
0.7206 |
0.7206 |
0.7217 |
0.7215 |
| S2 |
0.7193 |
0.7193 |
0.7214 |
|
| S3 |
0.7162 |
0.7176 |
0.7212 |
|
| S4 |
0.7132 |
0.7145 |
0.7203 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7363 |
0.7250 |
|
| R3 |
0.7341 |
0.7308 |
0.7235 |
|
| R2 |
0.7286 |
0.7286 |
0.7230 |
|
| R1 |
0.7253 |
0.7253 |
0.7225 |
0.7242 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7226 |
| S1 |
0.7198 |
0.7198 |
0.7215 |
0.7187 |
| S2 |
0.7176 |
0.7176 |
0.7210 |
|
| S3 |
0.7121 |
0.7143 |
0.7205 |
|
| S4 |
0.7066 |
0.7088 |
0.7190 |
|
|
| 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% |
0.0033 |
0.5% |
19% |
False |
True |
96,922 |
| 10 |
0.7308 |
0.7210 |
0.0099 |
1.4% |
0.0029 |
0.4% |
11% |
False |
True |
91,403 |
| 20 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0027 |
0.4% |
6% |
False |
True |
83,957 |
| 40 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0029 |
0.4% |
6% |
False |
True |
89,673 |
| 60 |
0.7392 |
0.7210 |
0.0183 |
2.5% |
0.0030 |
0.4% |
6% |
False |
True |
60,646 |
| 80 |
0.7396 |
0.7210 |
0.0186 |
2.6% |
0.0032 |
0.4% |
6% |
False |
True |
45,596 |
| 100 |
0.7446 |
0.7210 |
0.0237 |
3.3% |
0.0031 |
0.4% |
4% |
False |
True |
36,517 |
| 120 |
0.7464 |
0.7210 |
0.0255 |
3.5% |
0.0028 |
0.4% |
4% |
False |
True |
30,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7370 |
|
2.618 |
0.7320 |
|
1.618 |
0.7289 |
|
1.000 |
0.7271 |
|
0.618 |
0.7259 |
|
HIGH |
0.7240 |
|
0.618 |
0.7228 |
|
0.500 |
0.7225 |
|
0.382 |
0.7221 |
|
LOW |
0.7210 |
|
0.618 |
0.7191 |
|
1.000 |
0.7179 |
|
1.618 |
0.7160 |
|
2.618 |
0.7130 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7225 |
0.7237 |
| PP |
0.7223 |
0.7231 |
| S1 |
0.7222 |
0.7226 |
|