CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7373 |
0.0009 |
0.1% |
0.7341 |
| High |
0.7378 |
0.7408 |
0.0030 |
0.4% |
0.7379 |
| Low |
0.7362 |
0.7360 |
-0.0002 |
0.0% |
0.7300 |
| Close |
0.7371 |
0.7365 |
-0.0006 |
-0.1% |
0.7367 |
| Range |
0.0016 |
0.0048 |
0.0032 |
196.9% |
0.0080 |
| ATR |
0.0026 |
0.0027 |
0.0002 |
6.0% |
0.0000 |
| Volume |
290 |
229 |
-61 |
-21.0% |
1,928 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7490 |
0.7391 |
|
| R3 |
0.7472 |
0.7442 |
0.7378 |
|
| R2 |
0.7425 |
0.7425 |
0.7373 |
|
| R1 |
0.7395 |
0.7395 |
0.7369 |
0.7386 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7373 |
| S1 |
0.7347 |
0.7347 |
0.7360 |
0.7339 |
| S2 |
0.7330 |
0.7330 |
0.7356 |
|
| S3 |
0.7282 |
0.7300 |
0.7351 |
|
| S4 |
0.7235 |
0.7252 |
0.7338 |
|
|
| 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 |
0.7408 |
0.7354 |
0.0054 |
0.7% |
0.0022 |
0.3% |
20% |
True |
False |
258 |
| 10 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0029 |
0.4% |
60% |
True |
False |
330 |
| 20 |
0.7408 |
0.7293 |
0.0115 |
1.6% |
0.0027 |
0.4% |
62% |
True |
False |
432 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0026 |
0.3% |
64% |
True |
False |
246 |
| 60 |
0.7408 |
0.7258 |
0.0150 |
2.0% |
0.0024 |
0.3% |
71% |
True |
False |
182 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
57% |
False |
False |
149 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
50% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7532 |
|
1.618 |
0.7484 |
|
1.000 |
0.7455 |
|
0.618 |
0.7437 |
|
HIGH |
0.7408 |
|
0.618 |
0.7389 |
|
0.500 |
0.7384 |
|
0.382 |
0.7378 |
|
LOW |
0.7360 |
|
0.618 |
0.7331 |
|
1.000 |
0.7313 |
|
1.618 |
0.7283 |
|
2.618 |
0.7236 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7383 |
| PP |
0.7377 |
0.7377 |
| S1 |
0.7371 |
0.7371 |
|