CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7341 |
-0.0013 |
-0.2% |
0.7358 |
| High |
0.7363 |
0.7346 |
-0.0018 |
-0.2% |
0.7408 |
| Low |
0.7334 |
0.7325 |
-0.0010 |
-0.1% |
0.7357 |
| Close |
0.7344 |
0.7339 |
-0.0005 |
-0.1% |
0.7365 |
| Range |
0.0029 |
0.0021 |
-0.0008 |
-27.6% |
0.0051 |
| ATR |
0.0027 |
0.0026 |
0.0000 |
-1.5% |
0.0000 |
| Volume |
707 |
538 |
-169 |
-23.9% |
1,134 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7390 |
0.7351 |
|
| R3 |
0.7378 |
0.7369 |
0.7345 |
|
| R2 |
0.7357 |
0.7357 |
0.7343 |
|
| R1 |
0.7348 |
0.7348 |
0.7341 |
0.7342 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7333 |
| S1 |
0.7327 |
0.7327 |
0.7337 |
0.7321 |
| S2 |
0.7315 |
0.7315 |
0.7335 |
|
| S3 |
0.7294 |
0.7306 |
0.7333 |
|
| S4 |
0.7273 |
0.7285 |
0.7327 |
|
|
| 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 |
0.7325 |
0.0083 |
1.1% |
0.0026 |
0.3% |
17% |
False |
True |
414 |
| 10 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0025 |
0.3% |
37% |
False |
False |
397 |
| 20 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0026 |
0.4% |
37% |
False |
False |
452 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0026 |
0.4% |
43% |
False |
False |
280 |
| 60 |
0.7408 |
0.7277 |
0.0131 |
1.8% |
0.0025 |
0.3% |
48% |
False |
False |
204 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
44% |
False |
False |
167 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
38% |
False |
False |
140 |
| 120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0021 |
0.3% |
34% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7435 |
|
2.618 |
0.7400 |
|
1.618 |
0.7379 |
|
1.000 |
0.7367 |
|
0.618 |
0.7358 |
|
HIGH |
0.7346 |
|
0.618 |
0.7337 |
|
0.500 |
0.7335 |
|
0.382 |
0.7333 |
|
LOW |
0.7325 |
|
0.618 |
0.7312 |
|
1.000 |
0.7304 |
|
1.618 |
0.7291 |
|
2.618 |
0.7270 |
|
4.250 |
0.7235 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7350 |
| PP |
0.7336 |
0.7346 |
| S1 |
0.7335 |
0.7343 |
|