CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7231 |
0.7234 |
0.0003 |
0.0% |
0.7261 |
| High |
0.7255 |
0.7262 |
0.0007 |
0.1% |
0.7282 |
| Low |
0.7228 |
0.7195 |
-0.0033 |
-0.5% |
0.7228 |
| Close |
0.7236 |
0.7254 |
0.0018 |
0.2% |
0.7236 |
| Range |
0.0028 |
0.0068 |
0.0040 |
145.5% |
0.0054 |
| ATR |
0.0027 |
0.0030 |
0.0003 |
10.8% |
0.0000 |
| Volume |
1,083 |
1,089 |
6 |
0.6% |
3,246 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7414 |
0.7291 |
|
| R3 |
0.7372 |
0.7346 |
0.7272 |
|
| R2 |
0.7304 |
0.7304 |
0.7266 |
|
| R1 |
0.7279 |
0.7279 |
0.7260 |
0.7292 |
| PP |
0.7237 |
0.7237 |
0.7237 |
0.7243 |
| S1 |
0.7211 |
0.7211 |
0.7247 |
0.7224 |
| S2 |
0.7169 |
0.7169 |
0.7241 |
|
| S3 |
0.7102 |
0.7144 |
0.7235 |
|
| S4 |
0.7034 |
0.7076 |
0.7216 |
|
|
| 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 |
0.7195 |
0.0087 |
1.2% |
0.0039 |
0.5% |
68% |
False |
True |
800 |
| 10 |
0.7298 |
0.7195 |
0.0104 |
1.4% |
0.0030 |
0.4% |
57% |
False |
True |
608 |
| 20 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
28% |
False |
True |
491 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
28% |
False |
True |
452 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.4% |
28% |
False |
True |
319 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0025 |
0.3% |
28% |
False |
True |
254 |
| 100 |
0.7457 |
0.7195 |
0.0262 |
3.6% |
0.0025 |
0.4% |
23% |
False |
True |
212 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0023 |
0.3% |
21% |
False |
True |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7439 |
|
1.618 |
0.7371 |
|
1.000 |
0.7330 |
|
0.618 |
0.7304 |
|
HIGH |
0.7262 |
|
0.618 |
0.7236 |
|
0.500 |
0.7228 |
|
0.382 |
0.7220 |
|
LOW |
0.7195 |
|
0.618 |
0.7153 |
|
1.000 |
0.7127 |
|
1.618 |
0.7085 |
|
2.618 |
0.7018 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7245 |
0.7248 |
| PP |
0.7237 |
0.7243 |
| S1 |
0.7228 |
0.7237 |
|