CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 23-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.7316 |
0.7298 |
-0.0018 |
-0.2% |
0.7353 |
High |
0.7323 |
0.7298 |
-0.0025 |
-0.3% |
0.7363 |
Low |
0.7289 |
0.7283 |
-0.0006 |
-0.1% |
0.7302 |
Close |
0.7299 |
0.7287 |
-0.0013 |
-0.2% |
0.7310 |
Range |
0.0034 |
0.0015 |
-0.0019 |
-55.9% |
0.0062 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
425 |
238 |
-187 |
-44.0% |
2,329 |
|
Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7334 |
0.7325 |
0.7295 |
|
R3 |
0.7319 |
0.7310 |
0.7291 |
|
R2 |
0.7304 |
0.7304 |
0.7289 |
|
R1 |
0.7295 |
0.7295 |
0.7288 |
0.7292 |
PP |
0.7289 |
0.7289 |
0.7289 |
0.7288 |
S1 |
0.7280 |
0.7280 |
0.7285 |
0.7277 |
S2 |
0.7274 |
0.7274 |
0.7284 |
|
S3 |
0.7259 |
0.7265 |
0.7282 |
|
S4 |
0.7244 |
0.7250 |
0.7278 |
|
|
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 |
0.7283 |
0.0068 |
0.9% |
0.0024 |
0.3% |
5% |
False |
True |
349 |
10 |
0.7408 |
0.7283 |
0.0125 |
1.7% |
0.0025 |
0.3% |
3% |
False |
True |
381 |
20 |
0.7408 |
0.7283 |
0.0125 |
1.7% |
0.0027 |
0.4% |
3% |
False |
True |
500 |
40 |
0.7408 |
0.7283 |
0.0125 |
1.7% |
0.0026 |
0.4% |
3% |
False |
True |
319 |
60 |
0.7408 |
0.7283 |
0.0125 |
1.7% |
0.0025 |
0.3% |
3% |
False |
True |
229 |
80 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
16% |
False |
False |
187 |
100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
14% |
False |
False |
156 |
120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0022 |
0.3% |
12% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7362 |
2.618 |
0.7337 |
1.618 |
0.7322 |
1.000 |
0.7313 |
0.618 |
0.7307 |
HIGH |
0.7298 |
0.618 |
0.7292 |
0.500 |
0.7291 |
0.382 |
0.7289 |
LOW |
0.7283 |
0.618 |
0.7274 |
1.000 |
0.7268 |
1.618 |
0.7259 |
2.618 |
0.7244 |
4.250 |
0.7219 |
|
|
Fisher Pivots for day following 23-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7291 |
0.7305 |
PP |
0.7289 |
0.7299 |
S1 |
0.7288 |
0.7293 |
|