CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7364 |
-0.0009 |
-0.1% |
0.7358 |
| High |
0.7408 |
0.7375 |
-0.0033 |
-0.4% |
0.7408 |
| Low |
0.7360 |
0.7360 |
0.0000 |
0.0% |
0.7357 |
| Close |
0.7365 |
0.7365 |
0.0001 |
0.0% |
0.7365 |
| Range |
0.0048 |
0.0015 |
-0.0033 |
-69.5% |
0.0051 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
229 |
307 |
78 |
34.1% |
1,134 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7402 |
0.7373 |
|
| R3 |
0.7396 |
0.7388 |
0.7369 |
|
| R2 |
0.7381 |
0.7381 |
0.7368 |
|
| R1 |
0.7373 |
0.7373 |
0.7366 |
0.7377 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7369 |
| S1 |
0.7359 |
0.7359 |
0.7364 |
0.7363 |
| S2 |
0.7352 |
0.7352 |
0.7362 |
|
| S3 |
0.7338 |
0.7344 |
0.7361 |
|
| S4 |
0.7323 |
0.7330 |
0.7357 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7497 |
0.7393 |
|
| R3 |
0.7478 |
0.7447 |
0.7379 |
|
| R2 |
0.7427 |
0.7427 |
0.7374 |
|
| R1 |
0.7396 |
0.7396 |
0.7370 |
0.7412 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7384 |
| S1 |
0.7346 |
0.7346 |
0.7360 |
0.7361 |
| S2 |
0.7326 |
0.7326 |
0.7356 |
|
| S3 |
0.7276 |
0.7295 |
0.7351 |
|
| S4 |
0.7225 |
0.7245 |
0.7337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7408 |
0.7357 |
0.0051 |
0.7% |
0.0020 |
0.3% |
16% |
False |
False |
226 |
| 10 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0029 |
0.4% |
61% |
False |
False |
342 |
| 20 |
0.7408 |
0.7293 |
0.0115 |
1.6% |
0.0026 |
0.4% |
63% |
False |
False |
446 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0026 |
0.3% |
65% |
False |
False |
253 |
| 60 |
0.7408 |
0.7276 |
0.0132 |
1.8% |
0.0024 |
0.3% |
68% |
False |
False |
183 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
57% |
False |
False |
153 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
50% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7436 |
|
2.618 |
0.7412 |
|
1.618 |
0.7398 |
|
1.000 |
0.7389 |
|
0.618 |
0.7383 |
|
HIGH |
0.7375 |
|
0.618 |
0.7369 |
|
0.500 |
0.7367 |
|
0.382 |
0.7366 |
|
LOW |
0.7360 |
|
0.618 |
0.7351 |
|
1.000 |
0.7346 |
|
1.618 |
0.7337 |
|
2.618 |
0.7322 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7367 |
0.7384 |
| PP |
0.7367 |
0.7378 |
| S1 |
0.7366 |
0.7371 |
|