CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7353 |
-0.0011 |
-0.1% |
0.7358 |
| High |
0.7375 |
0.7363 |
-0.0012 |
-0.2% |
0.7408 |
| Low |
0.7360 |
0.7334 |
-0.0026 |
-0.4% |
0.7357 |
| Close |
0.7365 |
0.7344 |
-0.0022 |
-0.3% |
0.7365 |
| Range |
0.0015 |
0.0029 |
0.0015 |
100.0% |
0.0051 |
| ATR |
0.0026 |
0.0027 |
0.0000 |
1.2% |
0.0000 |
| Volume |
307 |
707 |
400 |
130.3% |
1,134 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7418 |
0.7359 |
|
| R3 |
0.7405 |
0.7389 |
0.7351 |
|
| R2 |
0.7376 |
0.7376 |
0.7349 |
|
| R1 |
0.7360 |
0.7360 |
0.7346 |
0.7353 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7344 |
| S1 |
0.7331 |
0.7331 |
0.7341 |
0.7324 |
| S2 |
0.7318 |
0.7318 |
0.7338 |
|
| S3 |
0.7289 |
0.7302 |
0.7336 |
|
| S4 |
0.7260 |
0.7273 |
0.7328 |
|
|
| 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 |
0.7334 |
0.0074 |
1.0% |
0.0023 |
0.3% |
13% |
False |
True |
339 |
| 10 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0028 |
0.4% |
41% |
False |
False |
376 |
| 20 |
0.7408 |
0.7293 |
0.0115 |
1.6% |
0.0026 |
0.4% |
44% |
False |
False |
457 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0026 |
0.3% |
47% |
False |
False |
267 |
| 60 |
0.7408 |
0.7277 |
0.0131 |
1.8% |
0.0024 |
0.3% |
51% |
False |
False |
195 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
46% |
False |
False |
161 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
40% |
False |
False |
135 |
| 120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0021 |
0.3% |
36% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7486 |
|
2.618 |
0.7439 |
|
1.618 |
0.7410 |
|
1.000 |
0.7392 |
|
0.618 |
0.7381 |
|
HIGH |
0.7363 |
|
0.618 |
0.7352 |
|
0.500 |
0.7349 |
|
0.382 |
0.7345 |
|
LOW |
0.7334 |
|
0.618 |
0.7316 |
|
1.000 |
0.7305 |
|
1.618 |
0.7287 |
|
2.618 |
0.7258 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7371 |
| PP |
0.7347 |
0.7362 |
| S1 |
0.7345 |
0.7353 |
|