CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7361 |
0.0022 |
0.3% |
0.7341 |
| High |
0.7370 |
0.7379 |
0.0009 |
0.1% |
0.7379 |
| Low |
0.7336 |
0.7354 |
0.0018 |
0.2% |
0.7300 |
| Close |
0.7361 |
0.7367 |
0.0006 |
0.1% |
0.7367 |
| Range |
0.0034 |
0.0026 |
-0.0009 |
-25.0% |
0.0080 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
642 |
463 |
-179 |
-27.9% |
1,928 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7431 |
0.7381 |
|
| R3 |
0.7418 |
0.7405 |
0.7374 |
|
| R2 |
0.7392 |
0.7392 |
0.7372 |
|
| R1 |
0.7380 |
0.7380 |
0.7369 |
0.7386 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7370 |
| S1 |
0.7354 |
0.7354 |
0.7365 |
0.7360 |
| S2 |
0.7341 |
0.7341 |
0.7362 |
|
| S3 |
0.7316 |
0.7329 |
0.7360 |
|
| S4 |
0.7290 |
0.7303 |
0.7353 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7557 |
0.7411 |
|
| R3 |
0.7508 |
0.7477 |
0.7389 |
|
| R2 |
0.7428 |
0.7428 |
0.7382 |
|
| R1 |
0.7398 |
0.7398 |
0.7374 |
0.7413 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7356 |
| S1 |
0.7318 |
0.7318 |
0.7360 |
0.7333 |
| S2 |
0.7269 |
0.7269 |
0.7352 |
|
| S3 |
0.7190 |
0.7239 |
0.7345 |
|
| S4 |
0.7110 |
0.7159 |
0.7323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7379 |
0.7300 |
0.0080 |
1.1% |
0.0038 |
0.5% |
85% |
True |
False |
457 |
| 10 |
0.7379 |
0.7300 |
0.0080 |
1.1% |
0.0031 |
0.4% |
85% |
True |
False |
618 |
| 20 |
0.7379 |
0.7287 |
0.0092 |
1.2% |
0.0028 |
0.4% |
87% |
True |
False |
411 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
85% |
False |
False |
230 |
| 60 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0026 |
0.3% |
76% |
False |
False |
175 |
| 80 |
0.7457 |
0.7258 |
0.0199 |
2.7% |
0.0025 |
0.3% |
55% |
False |
False |
140 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
51% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7487 |
|
2.618 |
0.7446 |
|
1.618 |
0.7420 |
|
1.000 |
0.7405 |
|
0.618 |
0.7395 |
|
HIGH |
0.7379 |
|
0.618 |
0.7369 |
|
0.500 |
0.7366 |
|
0.382 |
0.7363 |
|
LOW |
0.7354 |
|
0.618 |
0.7338 |
|
1.000 |
0.7328 |
|
1.618 |
0.7312 |
|
2.618 |
0.7287 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7367 |
0.7358 |
| PP |
0.7367 |
0.7349 |
| S1 |
0.7366 |
0.7339 |
|