CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 08-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.7361 |
0.7358 |
-0.0003 |
0.0% |
0.7341 |
High |
0.7379 |
0.7369 |
-0.0011 |
-0.1% |
0.7379 |
Low |
0.7354 |
0.7357 |
0.0004 |
0.0% |
0.7300 |
Close |
0.7367 |
0.7361 |
-0.0006 |
-0.1% |
0.7367 |
Range |
0.0026 |
0.0012 |
-0.0014 |
-54.9% |
0.0080 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-4.3% |
0.0000 |
Volume |
463 |
146 |
-317 |
-68.5% |
1,928 |
|
Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7397 |
0.7390 |
0.7367 |
|
R3 |
0.7385 |
0.7379 |
0.7364 |
|
R2 |
0.7374 |
0.7374 |
0.7363 |
|
R1 |
0.7367 |
0.7367 |
0.7362 |
0.7371 |
PP |
0.7362 |
0.7362 |
0.7362 |
0.7364 |
S1 |
0.7356 |
0.7356 |
0.7360 |
0.7359 |
S2 |
0.7351 |
0.7351 |
0.7359 |
|
S3 |
0.7339 |
0.7344 |
0.7358 |
|
S4 |
0.7328 |
0.7333 |
0.7355 |
|
|
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% |
0.0032 |
0.4% |
77% |
False |
False |
414 |
10 |
0.7379 |
0.7300 |
0.0080 |
1.1% |
0.0030 |
0.4% |
77% |
False |
False |
621 |
20 |
0.7379 |
0.7287 |
0.0092 |
1.2% |
0.0027 |
0.4% |
80% |
False |
False |
414 |
40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
79% |
False |
False |
233 |
60 |
0.7381 |
0.7258 |
0.0124 |
1.7% |
0.0025 |
0.3% |
84% |
False |
False |
175 |
80 |
0.7457 |
0.7258 |
0.0199 |
2.7% |
0.0025 |
0.3% |
52% |
False |
False |
142 |
100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
49% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7417 |
2.618 |
0.7399 |
1.618 |
0.7387 |
1.000 |
0.7380 |
0.618 |
0.7376 |
HIGH |
0.7369 |
0.618 |
0.7364 |
0.500 |
0.7363 |
0.382 |
0.7361 |
LOW |
0.7357 |
0.618 |
0.7350 |
1.000 |
0.7346 |
1.618 |
0.7338 |
2.618 |
0.7327 |
4.250 |
0.7308 |
|
|
Fisher Pivots for day following 08-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7363 |
0.7360 |
PP |
0.7362 |
0.7359 |
S1 |
0.7362 |
0.7358 |
|