CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7340 |
-0.0003 |
0.0% |
0.7358 |
| High |
0.7351 |
0.7343 |
-0.0009 |
-0.1% |
0.7408 |
| Low |
0.7327 |
0.7318 |
-0.0009 |
-0.1% |
0.7357 |
| Close |
0.7333 |
0.7322 |
-0.0012 |
-0.2% |
0.7365 |
| Range |
0.0024 |
0.0025 |
0.0001 |
2.1% |
0.0051 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
410 |
138 |
-272 |
-66.3% |
1,134 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7401 |
0.7386 |
0.7335 |
|
| R3 |
0.7376 |
0.7361 |
0.7328 |
|
| R2 |
0.7352 |
0.7352 |
0.7326 |
|
| R1 |
0.7337 |
0.7337 |
0.7324 |
0.7332 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7325 |
| S1 |
0.7312 |
0.7312 |
0.7319 |
0.7308 |
| S2 |
0.7303 |
0.7303 |
0.7317 |
|
| S3 |
0.7278 |
0.7288 |
0.7315 |
|
| S4 |
0.7254 |
0.7263 |
0.7308 |
|
|
| 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 |
0.7375 |
0.7318 |
0.0057 |
0.8% |
0.0023 |
0.3% |
6% |
False |
True |
420 |
| 10 |
0.7408 |
0.7318 |
0.0090 |
1.2% |
0.0022 |
0.3% |
4% |
False |
True |
339 |
| 20 |
0.7408 |
0.7300 |
0.0108 |
1.5% |
0.0026 |
0.4% |
20% |
False |
False |
464 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0026 |
0.4% |
29% |
False |
False |
292 |
| 60 |
0.7408 |
0.7287 |
0.0121 |
1.6% |
0.0025 |
0.3% |
29% |
False |
False |
212 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
34% |
False |
False |
174 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
30% |
False |
False |
145 |
| 120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0021 |
0.3% |
27% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7447 |
|
2.618 |
0.7407 |
|
1.618 |
0.7382 |
|
1.000 |
0.7367 |
|
0.618 |
0.7358 |
|
HIGH |
0.7343 |
|
0.618 |
0.7333 |
|
0.500 |
0.7330 |
|
0.382 |
0.7327 |
|
LOW |
0.7318 |
|
0.618 |
0.7303 |
|
1.000 |
0.7294 |
|
1.618 |
0.7278 |
|
2.618 |
0.7254 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7330 |
0.7335 |
| PP |
0.7327 |
0.7330 |
| S1 |
0.7324 |
0.7326 |
|