CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7250 |
0.0006 |
0.1% |
0.7316 |
| High |
0.7255 |
0.7282 |
0.0027 |
0.4% |
0.7323 |
| Low |
0.7242 |
0.7246 |
0.0004 |
0.0% |
0.7250 |
| Close |
0.7249 |
0.7278 |
0.0030 |
0.4% |
0.7256 |
| Range |
0.0013 |
0.0036 |
0.0024 |
188.0% |
0.0073 |
| ATR |
0.0024 |
0.0025 |
0.0001 |
3.5% |
0.0000 |
| Volume |
118 |
500 |
382 |
323.7% |
2,173 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7376 |
0.7363 |
0.7298 |
|
| R3 |
0.7340 |
0.7327 |
0.7288 |
|
| R2 |
0.7304 |
0.7304 |
0.7285 |
|
| R1 |
0.7291 |
0.7291 |
0.7281 |
0.7298 |
| PP |
0.7268 |
0.7268 |
0.7268 |
0.7272 |
| S1 |
0.7255 |
0.7255 |
0.7275 |
0.7262 |
| S2 |
0.7232 |
0.7232 |
0.7271 |
|
| S3 |
0.7196 |
0.7219 |
0.7268 |
|
| S4 |
0.7160 |
0.7183 |
0.7258 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7448 |
0.7296 |
|
| R3 |
0.7422 |
0.7375 |
0.7276 |
|
| R2 |
0.7349 |
0.7349 |
0.7269 |
|
| R1 |
0.7302 |
0.7302 |
0.7262 |
0.7289 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7269 |
| S1 |
0.7229 |
0.7229 |
0.7249 |
0.7216 |
| S2 |
0.7203 |
0.7203 |
0.7242 |
|
| S3 |
0.7130 |
0.7156 |
0.7235 |
|
| S4 |
0.7057 |
0.7083 |
0.7215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7282 |
0.7241 |
0.0041 |
0.6% |
0.0024 |
0.3% |
91% |
True |
False |
376 |
| 10 |
0.7343 |
0.7241 |
0.0102 |
1.4% |
0.0024 |
0.3% |
36% |
False |
False |
380 |
| 20 |
0.7408 |
0.7241 |
0.0167 |
2.3% |
0.0023 |
0.3% |
22% |
False |
False |
384 |
| 40 |
0.7408 |
0.7241 |
0.0167 |
2.3% |
0.0026 |
0.4% |
22% |
False |
False |
376 |
| 60 |
0.7408 |
0.7241 |
0.0167 |
2.3% |
0.0024 |
0.3% |
22% |
False |
False |
265 |
| 80 |
0.7408 |
0.7241 |
0.0167 |
2.3% |
0.0025 |
0.3% |
22% |
False |
False |
214 |
| 100 |
0.7471 |
0.7241 |
0.0230 |
3.2% |
0.0024 |
0.3% |
16% |
False |
False |
179 |
| 120 |
0.7471 |
0.7241 |
0.0230 |
3.2% |
0.0022 |
0.3% |
16% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7435 |
|
2.618 |
0.7376 |
|
1.618 |
0.7340 |
|
1.000 |
0.7318 |
|
0.618 |
0.7304 |
|
HIGH |
0.7282 |
|
0.618 |
0.7268 |
|
0.500 |
0.7264 |
|
0.382 |
0.7259 |
|
LOW |
0.7246 |
|
0.618 |
0.7223 |
|
1.000 |
0.7210 |
|
1.618 |
0.7187 |
|
2.618 |
0.7151 |
|
4.250 |
0.7093 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7273 |
0.7272 |
| PP |
0.7268 |
0.7267 |
| S1 |
0.7264 |
0.7261 |
|