CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7316 |
-0.0011 |
-0.1% |
0.7353 |
| High |
0.7326 |
0.7323 |
-0.0004 |
0.0% |
0.7363 |
| Low |
0.7302 |
0.7289 |
-0.0013 |
-0.2% |
0.7302 |
| Close |
0.7310 |
0.7299 |
-0.0011 |
-0.2% |
0.7310 |
| Range |
0.0025 |
0.0034 |
0.0010 |
38.8% |
0.0062 |
| ATR |
0.0026 |
0.0027 |
0.0001 |
2.2% |
0.0000 |
| Volume |
536 |
425 |
-111 |
-20.7% |
2,329 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7386 |
0.7318 |
|
| R3 |
0.7371 |
0.7352 |
0.7308 |
|
| R2 |
0.7337 |
0.7337 |
0.7305 |
|
| R1 |
0.7318 |
0.7318 |
0.7302 |
0.7311 |
| PP |
0.7303 |
0.7303 |
0.7303 |
0.7300 |
| S1 |
0.7284 |
0.7284 |
0.7296 |
0.7277 |
| S2 |
0.7269 |
0.7269 |
0.7293 |
|
| S3 |
0.7235 |
0.7250 |
0.7290 |
|
| S4 |
0.7201 |
0.7216 |
0.7280 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7471 |
0.7344 |
|
| R3 |
0.7448 |
0.7410 |
0.7327 |
|
| R2 |
0.7386 |
0.7386 |
0.7321 |
|
| R1 |
0.7348 |
0.7348 |
0.7316 |
0.7337 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7319 |
| S1 |
0.7287 |
0.7287 |
0.7304 |
0.7275 |
| S2 |
0.7263 |
0.7263 |
0.7299 |
|
| S3 |
0.7202 |
0.7225 |
0.7293 |
|
| S4 |
0.7140 |
0.7164 |
0.7276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7351 |
0.7289 |
0.0063 |
0.9% |
0.0026 |
0.4% |
17% |
False |
True |
409 |
| 10 |
0.7408 |
0.7289 |
0.0119 |
1.6% |
0.0024 |
0.3% |
9% |
False |
True |
374 |
| 20 |
0.7408 |
0.7289 |
0.0119 |
1.6% |
0.0027 |
0.4% |
9% |
False |
True |
498 |
| 40 |
0.7408 |
0.7287 |
0.0121 |
1.7% |
0.0027 |
0.4% |
10% |
False |
False |
313 |
| 60 |
0.7408 |
0.7287 |
0.0121 |
1.7% |
0.0025 |
0.3% |
10% |
False |
False |
226 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
22% |
False |
False |
185 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
19% |
False |
False |
154 |
| 120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0022 |
0.3% |
17% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7412 |
|
1.618 |
0.7378 |
|
1.000 |
0.7357 |
|
0.618 |
0.7344 |
|
HIGH |
0.7323 |
|
0.618 |
0.7310 |
|
0.500 |
0.7306 |
|
0.382 |
0.7301 |
|
LOW |
0.7289 |
|
0.618 |
0.7267 |
|
1.000 |
0.7255 |
|
1.618 |
0.7233 |
|
2.618 |
0.7199 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7316 |
| PP |
0.7303 |
0.7310 |
| S1 |
0.7301 |
0.7305 |
|