CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7339 |
0.0032 |
0.4% |
0.7333 |
| High |
0.7345 |
0.7370 |
0.0026 |
0.3% |
0.7368 |
| Low |
0.7300 |
0.7336 |
0.0037 |
0.5% |
0.7310 |
| Close |
0.7341 |
0.7361 |
0.0020 |
0.3% |
0.7336 |
| Range |
0.0045 |
0.0034 |
-0.0011 |
-24.4% |
0.0058 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
1.2% |
0.0000 |
| Volume |
487 |
642 |
155 |
31.8% |
4,145 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7458 |
0.7443 |
0.7380 |
|
| R3 |
0.7424 |
0.7409 |
0.7370 |
|
| R2 |
0.7390 |
0.7390 |
0.7367 |
|
| R1 |
0.7375 |
0.7375 |
0.7364 |
0.7383 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7359 |
| S1 |
0.7341 |
0.7341 |
0.7358 |
0.7349 |
| S2 |
0.7322 |
0.7322 |
0.7355 |
|
| S3 |
0.7288 |
0.7307 |
0.7352 |
|
| S4 |
0.7254 |
0.7273 |
0.7342 |
|
|
| 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 |
0.7370 |
0.7300 |
0.0071 |
1.0% |
0.0037 |
0.5% |
87% |
True |
False |
403 |
| 10 |
0.7370 |
0.7300 |
0.0071 |
1.0% |
0.0030 |
0.4% |
87% |
True |
False |
589 |
| 20 |
0.7370 |
0.7287 |
0.0083 |
1.1% |
0.0028 |
0.4% |
89% |
True |
False |
392 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
79% |
False |
False |
221 |
| 60 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0025 |
0.3% |
72% |
False |
False |
168 |
| 80 |
0.7457 |
0.7258 |
0.0199 |
2.7% |
0.0025 |
0.3% |
52% |
False |
False |
135 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
49% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7459 |
|
1.618 |
0.7425 |
|
1.000 |
0.7404 |
|
0.618 |
0.7391 |
|
HIGH |
0.7370 |
|
0.618 |
0.7357 |
|
0.500 |
0.7353 |
|
0.382 |
0.7349 |
|
LOW |
0.7336 |
|
0.618 |
0.7315 |
|
1.000 |
0.7302 |
|
1.618 |
0.7281 |
|
2.618 |
0.7247 |
|
4.250 |
0.7192 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7358 |
0.7352 |
| PP |
0.7356 |
0.7344 |
| S1 |
0.7353 |
0.7335 |
|