CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7364 |
0.0003 |
0.0% |
0.7341 |
| High |
0.7367 |
0.7378 |
0.0011 |
0.1% |
0.7379 |
| Low |
0.7358 |
0.7362 |
0.0004 |
0.0% |
0.7300 |
| Close |
0.7367 |
0.7371 |
0.0004 |
0.1% |
0.7367 |
| Range |
0.0009 |
0.0016 |
0.0008 |
88.2% |
0.0080 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
162 |
290 |
128 |
79.0% |
1,928 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7410 |
0.7379 |
|
| R3 |
0.7402 |
0.7394 |
0.7375 |
|
| R2 |
0.7386 |
0.7386 |
0.7373 |
|
| R1 |
0.7378 |
0.7378 |
0.7372 |
0.7382 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7372 |
| S1 |
0.7362 |
0.7362 |
0.7369 |
0.7366 |
| S2 |
0.7354 |
0.7354 |
0.7368 |
|
| S3 |
0.7338 |
0.7346 |
0.7366 |
|
| S4 |
0.7322 |
0.7330 |
0.7362 |
|
|
| 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 |
0.7336 |
0.0043 |
0.6% |
0.0019 |
0.3% |
80% |
False |
False |
340 |
| 10 |
0.7379 |
0.7300 |
0.0080 |
1.1% |
0.0027 |
0.4% |
89% |
False |
False |
329 |
| 20 |
0.7379 |
0.7287 |
0.0092 |
1.2% |
0.0025 |
0.3% |
91% |
False |
False |
426 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
89% |
False |
False |
241 |
| 60 |
0.7381 |
0.7258 |
0.0124 |
1.7% |
0.0024 |
0.3% |
91% |
False |
False |
179 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
60% |
False |
False |
147 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
53% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7419 |
|
1.618 |
0.7403 |
|
1.000 |
0.7394 |
|
0.618 |
0.7387 |
|
HIGH |
0.7378 |
|
0.618 |
0.7371 |
|
0.500 |
0.7370 |
|
0.382 |
0.7368 |
|
LOW |
0.7362 |
|
0.618 |
0.7352 |
|
1.000 |
0.7346 |
|
1.618 |
0.7336 |
|
2.618 |
0.7320 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7369 |
| PP |
0.7370 |
0.7368 |
| S1 |
0.7370 |
0.7367 |
|