CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7283 |
-0.0015 |
-0.2% |
0.7353 |
| High |
0.7298 |
0.7285 |
-0.0013 |
-0.2% |
0.7363 |
| Low |
0.7283 |
0.7266 |
-0.0017 |
-0.2% |
0.7302 |
| Close |
0.7287 |
0.7268 |
-0.0019 |
-0.3% |
0.7310 |
| Range |
0.0015 |
0.0019 |
0.0004 |
26.7% |
0.0062 |
| ATR |
0.0026 |
0.0025 |
0.0000 |
-1.5% |
0.0000 |
| Volume |
238 |
580 |
342 |
143.7% |
2,329 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7330 |
0.7318 |
0.7278 |
|
| R3 |
0.7311 |
0.7299 |
0.7273 |
|
| R2 |
0.7292 |
0.7292 |
0.7271 |
|
| R1 |
0.7280 |
0.7280 |
0.7269 |
0.7276 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7271 |
| S1 |
0.7261 |
0.7261 |
0.7266 |
0.7257 |
| S2 |
0.7254 |
0.7254 |
0.7264 |
|
| S3 |
0.7235 |
0.7242 |
0.7262 |
|
| S4 |
0.7216 |
0.7223 |
0.7257 |
|
|
| 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 |
0.7343 |
0.7266 |
0.0077 |
1.1% |
0.0023 |
0.3% |
2% |
False |
True |
383 |
| 10 |
0.7408 |
0.7266 |
0.0142 |
1.9% |
0.0025 |
0.3% |
1% |
False |
True |
410 |
| 20 |
0.7408 |
0.7266 |
0.0142 |
1.9% |
0.0026 |
0.4% |
1% |
False |
True |
370 |
| 40 |
0.7408 |
0.7266 |
0.0142 |
1.9% |
0.0026 |
0.4% |
1% |
False |
True |
333 |
| 60 |
0.7408 |
0.7266 |
0.0142 |
1.9% |
0.0025 |
0.3% |
1% |
False |
True |
238 |
| 80 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
5% |
False |
False |
194 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
5% |
False |
False |
161 |
| 120 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0022 |
0.3% |
4% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7366 |
|
2.618 |
0.7335 |
|
1.618 |
0.7316 |
|
1.000 |
0.7304 |
|
0.618 |
0.7297 |
|
HIGH |
0.7285 |
|
0.618 |
0.7278 |
|
0.500 |
0.7276 |
|
0.382 |
0.7273 |
|
LOW |
0.7266 |
|
0.618 |
0.7254 |
|
1.000 |
0.7247 |
|
1.618 |
0.7235 |
|
2.618 |
0.7216 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7276 |
0.7294 |
| PP |
0.7273 |
0.7285 |
| S1 |
0.7270 |
0.7276 |
|