CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7308 |
-0.0033 |
-0.4% |
0.7333 |
| High |
0.7348 |
0.7345 |
-0.0004 |
0.0% |
0.7368 |
| Low |
0.7303 |
0.7300 |
-0.0004 |
0.0% |
0.7310 |
| Close |
0.7304 |
0.7341 |
0.0037 |
0.5% |
0.7336 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0058 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
4.4% |
0.0000 |
| Volume |
336 |
487 |
151 |
44.9% |
4,145 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7447 |
0.7366 |
|
| R3 |
0.7418 |
0.7402 |
0.7353 |
|
| R2 |
0.7373 |
0.7373 |
0.7349 |
|
| R1 |
0.7357 |
0.7357 |
0.7345 |
0.7365 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7332 |
| S1 |
0.7312 |
0.7312 |
0.7337 |
0.7320 |
| S2 |
0.7283 |
0.7283 |
0.7333 |
|
| S3 |
0.7238 |
0.7267 |
0.7329 |
|
| S4 |
0.7193 |
0.7222 |
0.7316 |
|
|
| 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 |
0.7353 |
0.7300 |
0.0054 |
0.7% |
0.0035 |
0.5% |
78% |
False |
True |
318 |
| 10 |
0.7368 |
0.7300 |
0.0069 |
0.9% |
0.0029 |
0.4% |
61% |
False |
True |
528 |
| 20 |
0.7368 |
0.7287 |
0.0081 |
1.1% |
0.0028 |
0.4% |
67% |
False |
False |
367 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
57% |
False |
False |
206 |
| 60 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0025 |
0.3% |
58% |
False |
False |
157 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0025 |
0.3% |
39% |
False |
False |
128 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
39% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7462 |
|
1.618 |
0.7417 |
|
1.000 |
0.7390 |
|
0.618 |
0.7372 |
|
HIGH |
0.7345 |
|
0.618 |
0.7327 |
|
0.500 |
0.7322 |
|
0.382 |
0.7317 |
|
LOW |
0.7300 |
|
0.618 |
0.7272 |
|
1.000 |
0.7255 |
|
1.618 |
0.7227 |
|
2.618 |
0.7182 |
|
4.250 |
0.7108 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7335 |
0.7336 |
| PP |
0.7328 |
0.7331 |
| S1 |
0.7322 |
0.7326 |
|