CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 25-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.7283 |
0.7271 |
-0.0012 |
-0.2% |
0.7353 |
High |
0.7285 |
0.7277 |
-0.0009 |
-0.1% |
0.7363 |
Low |
0.7266 |
0.7250 |
-0.0016 |
-0.2% |
0.7302 |
Close |
0.7268 |
0.7263 |
-0.0005 |
-0.1% |
0.7310 |
Range |
0.0019 |
0.0027 |
0.0008 |
39.5% |
0.0062 |
ATR |
0.0025 |
0.0025 |
0.0000 |
0.3% |
0.0000 |
Volume |
580 |
485 |
-95 |
-16.4% |
2,329 |
|
Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7343 |
0.7329 |
0.7278 |
|
R3 |
0.7316 |
0.7303 |
0.7270 |
|
R2 |
0.7290 |
0.7290 |
0.7268 |
|
R1 |
0.7276 |
0.7276 |
0.7265 |
0.7270 |
PP |
0.7263 |
0.7263 |
0.7263 |
0.7260 |
S1 |
0.7250 |
0.7250 |
0.7261 |
0.7243 |
S2 |
0.7237 |
0.7237 |
0.7258 |
|
S3 |
0.7210 |
0.7223 |
0.7256 |
|
S4 |
0.7184 |
0.7197 |
0.7248 |
|
|
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 |
0.7326 |
0.7250 |
0.0076 |
1.0% |
0.0024 |
0.3% |
17% |
False |
True |
452 |
10 |
0.7375 |
0.7250 |
0.0125 |
1.7% |
0.0023 |
0.3% |
10% |
False |
True |
436 |
20 |
0.7408 |
0.7250 |
0.0158 |
2.2% |
0.0026 |
0.4% |
8% |
False |
True |
383 |
40 |
0.7408 |
0.7250 |
0.0158 |
2.2% |
0.0026 |
0.4% |
8% |
False |
True |
345 |
60 |
0.7408 |
0.7250 |
0.0158 |
2.2% |
0.0025 |
0.3% |
8% |
False |
True |
245 |
80 |
0.7445 |
0.7250 |
0.0195 |
2.7% |
0.0025 |
0.3% |
7% |
False |
True |
199 |
100 |
0.7471 |
0.7250 |
0.0221 |
3.0% |
0.0024 |
0.3% |
6% |
False |
True |
166 |
120 |
0.7497 |
0.7250 |
0.0247 |
3.4% |
0.0022 |
0.3% |
5% |
False |
True |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7389 |
2.618 |
0.7346 |
1.618 |
0.7319 |
1.000 |
0.7303 |
0.618 |
0.7293 |
HIGH |
0.7277 |
0.618 |
0.7266 |
0.500 |
0.7263 |
0.382 |
0.7260 |
LOW |
0.7250 |
0.618 |
0.7234 |
1.000 |
0.7224 |
1.618 |
0.7207 |
2.618 |
0.7181 |
4.250 |
0.7137 |
|
|
Fisher Pivots for day following 25-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7263 |
0.7274 |
PP |
0.7263 |
0.7270 |
S1 |
0.7263 |
0.7267 |
|