CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7250 |
0.7272 |
0.0022 |
0.3% |
0.7316 |
High |
0.7282 |
0.7280 |
-0.0002 |
0.0% |
0.7323 |
Low |
0.7246 |
0.7230 |
-0.0016 |
-0.2% |
0.7250 |
Close |
0.7278 |
0.7230 |
-0.0048 |
-0.7% |
0.7256 |
Range |
0.0036 |
0.0050 |
0.0014 |
38.9% |
0.0073 |
ATR |
0.0025 |
0.0027 |
0.0002 |
7.1% |
0.0000 |
Volume |
500 |
1,210 |
710 |
142.0% |
2,173 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7397 |
0.7363 |
0.7258 |
|
R3 |
0.7347 |
0.7313 |
0.7244 |
|
R2 |
0.7297 |
0.7297 |
0.7239 |
|
R1 |
0.7263 |
0.7263 |
0.7235 |
0.7255 |
PP |
0.7247 |
0.7247 |
0.7247 |
0.7243 |
S1 |
0.7213 |
0.7213 |
0.7225 |
0.7205 |
S2 |
0.7197 |
0.7197 |
0.7221 |
|
S3 |
0.7147 |
0.7163 |
0.7216 |
|
S4 |
0.7097 |
0.7113 |
0.7203 |
|
|
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 |
0.7230 |
0.0052 |
0.7% |
0.0029 |
0.4% |
0% |
False |
True |
521 |
10 |
0.7326 |
0.7230 |
0.0096 |
1.3% |
0.0026 |
0.4% |
0% |
False |
True |
487 |
20 |
0.7408 |
0.7230 |
0.0178 |
2.5% |
0.0024 |
0.3% |
0% |
False |
True |
413 |
40 |
0.7408 |
0.7230 |
0.0178 |
2.5% |
0.0026 |
0.4% |
0% |
False |
True |
402 |
60 |
0.7408 |
0.7230 |
0.0178 |
2.5% |
0.0025 |
0.3% |
0% |
False |
True |
285 |
80 |
0.7408 |
0.7230 |
0.0178 |
2.5% |
0.0025 |
0.3% |
0% |
False |
True |
229 |
100 |
0.7457 |
0.7230 |
0.0227 |
3.1% |
0.0025 |
0.3% |
0% |
False |
True |
191 |
120 |
0.7471 |
0.7230 |
0.0241 |
3.3% |
0.0023 |
0.3% |
0% |
False |
True |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7493 |
2.618 |
0.7411 |
1.618 |
0.7361 |
1.000 |
0.7330 |
0.618 |
0.7311 |
HIGH |
0.7280 |
0.618 |
0.7261 |
0.500 |
0.7255 |
0.382 |
0.7249 |
LOW |
0.7230 |
0.618 |
0.7199 |
1.000 |
0.7180 |
1.618 |
0.7149 |
2.618 |
0.7099 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7255 |
0.7256 |
PP |
0.7247 |
0.7247 |
S1 |
0.7238 |
0.7239 |
|