CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 02-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.7272 |
0.7231 |
-0.0041 |
-0.6% |
0.7261 |
High |
0.7280 |
0.7255 |
-0.0025 |
-0.3% |
0.7282 |
Low |
0.7230 |
0.7228 |
-0.0003 |
0.0% |
0.7228 |
Close |
0.7230 |
0.7236 |
0.0006 |
0.1% |
0.7236 |
Range |
0.0050 |
0.0028 |
-0.0023 |
-45.0% |
0.0054 |
ATR |
0.0027 |
0.0027 |
0.0000 |
0.2% |
0.0000 |
Volume |
1,210 |
1,083 |
-127 |
-10.5% |
3,246 |
|
Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7322 |
0.7306 |
0.7251 |
|
R3 |
0.7294 |
0.7279 |
0.7243 |
|
R2 |
0.7267 |
0.7267 |
0.7241 |
|
R1 |
0.7251 |
0.7251 |
0.7238 |
0.7259 |
PP |
0.7239 |
0.7239 |
0.7239 |
0.7243 |
S1 |
0.7224 |
0.7224 |
0.7233 |
0.7232 |
S2 |
0.7212 |
0.7212 |
0.7230 |
|
S3 |
0.7184 |
0.7196 |
0.7228 |
|
S4 |
0.7157 |
0.7169 |
0.7220 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7410 |
0.7377 |
0.7265 |
|
R3 |
0.7356 |
0.7323 |
0.7250 |
|
R2 |
0.7302 |
0.7302 |
0.7245 |
|
R1 |
0.7269 |
0.7269 |
0.7240 |
0.7259 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7243 |
S1 |
0.7215 |
0.7215 |
0.7231 |
0.7205 |
S2 |
0.7194 |
0.7194 |
0.7226 |
|
S3 |
0.7140 |
0.7161 |
0.7221 |
|
S4 |
0.7086 |
0.7107 |
0.7206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7282 |
0.7228 |
0.0054 |
0.7% |
0.0030 |
0.4% |
15% |
False |
True |
649 |
10 |
0.7323 |
0.7228 |
0.0095 |
1.3% |
0.0027 |
0.4% |
8% |
False |
True |
541 |
20 |
0.7408 |
0.7228 |
0.0180 |
2.5% |
0.0024 |
0.3% |
4% |
False |
True |
444 |
40 |
0.7408 |
0.7228 |
0.0180 |
2.5% |
0.0026 |
0.4% |
4% |
False |
True |
427 |
60 |
0.7408 |
0.7228 |
0.0180 |
2.5% |
0.0025 |
0.3% |
4% |
False |
True |
301 |
80 |
0.7408 |
0.7228 |
0.0180 |
2.5% |
0.0025 |
0.3% |
4% |
False |
True |
242 |
100 |
0.7457 |
0.7228 |
0.0229 |
3.2% |
0.0025 |
0.3% |
3% |
False |
True |
201 |
120 |
0.7471 |
0.7228 |
0.0243 |
3.4% |
0.0023 |
0.3% |
3% |
False |
True |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7372 |
2.618 |
0.7327 |
1.618 |
0.7299 |
1.000 |
0.7283 |
0.618 |
0.7272 |
HIGH |
0.7255 |
0.618 |
0.7244 |
0.500 |
0.7241 |
0.382 |
0.7238 |
LOW |
0.7228 |
0.618 |
0.7211 |
1.000 |
0.7200 |
1.618 |
0.7183 |
2.618 |
0.7156 |
4.250 |
0.7111 |
|
|
Fisher Pivots for day following 02-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7241 |
0.7255 |
PP |
0.7239 |
0.7248 |
S1 |
0.7237 |
0.7242 |
|