CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7341 |
0.0013 |
0.2% |
0.7333 |
| High |
0.7352 |
0.7348 |
-0.0004 |
-0.1% |
0.7368 |
| Low |
0.7310 |
0.7303 |
-0.0007 |
-0.1% |
0.7310 |
| Close |
0.7336 |
0.7304 |
-0.0032 |
-0.4% |
0.7336 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0058 |
| ATR |
0.0027 |
0.0028 |
0.0001 |
4.9% |
0.0000 |
| Volume |
358 |
336 |
-22 |
-6.1% |
4,145 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7424 |
0.7329 |
|
| R3 |
0.7408 |
0.7379 |
0.7316 |
|
| R2 |
0.7363 |
0.7363 |
0.7312 |
|
| R1 |
0.7334 |
0.7334 |
0.7308 |
0.7326 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7315 |
| S1 |
0.7289 |
0.7289 |
0.7300 |
0.7281 |
| S2 |
0.7273 |
0.7273 |
0.7296 |
|
| S3 |
0.7228 |
0.7244 |
0.7292 |
|
| S4 |
0.7183 |
0.7199 |
0.7279 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7482 |
0.7367 |
|
| R3 |
0.7454 |
0.7424 |
0.7351 |
|
| R2 |
0.7396 |
0.7396 |
0.7346 |
|
| R1 |
0.7366 |
0.7366 |
0.7341 |
0.7381 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7345 |
| S1 |
0.7308 |
0.7308 |
0.7330 |
0.7323 |
| S2 |
0.7280 |
0.7280 |
0.7325 |
|
| S3 |
0.7222 |
0.7250 |
0.7320 |
|
| S4 |
0.7164 |
0.7192 |
0.7304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7368 |
0.7303 |
0.0065 |
0.9% |
0.0031 |
0.4% |
2% |
False |
True |
858 |
| 10 |
0.7368 |
0.7300 |
0.0068 |
0.9% |
0.0027 |
0.4% |
6% |
False |
False |
507 |
| 20 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0027 |
0.4% |
19% |
False |
False |
349 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
18% |
False |
False |
195 |
| 60 |
0.7409 |
0.7258 |
0.0152 |
2.1% |
0.0025 |
0.3% |
31% |
False |
False |
150 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
22% |
False |
False |
122 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
22% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7466 |
|
1.618 |
0.7421 |
|
1.000 |
0.7393 |
|
0.618 |
0.7376 |
|
HIGH |
0.7348 |
|
0.618 |
0.7331 |
|
0.500 |
0.7326 |
|
0.382 |
0.7320 |
|
LOW |
0.7303 |
|
0.618 |
0.7275 |
|
1.000 |
0.7258 |
|
1.618 |
0.7230 |
|
2.618 |
0.7185 |
|
4.250 |
0.7112 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7326 |
0.7328 |
| PP |
0.7318 |
0.7320 |
| S1 |
0.7311 |
0.7312 |
|