CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7234 |
0.7258 |
0.0025 |
0.3% |
0.7261 |
| High |
0.7262 |
0.7294 |
0.0032 |
0.4% |
0.7282 |
| Low |
0.7195 |
0.7242 |
0.0048 |
0.7% |
0.7228 |
| Close |
0.7254 |
0.7288 |
0.0035 |
0.5% |
0.7236 |
| Range |
0.0068 |
0.0052 |
-0.0016 |
-23.0% |
0.0054 |
| ATR |
0.0030 |
0.0031 |
0.0002 |
5.3% |
0.0000 |
| Volume |
1,089 |
689 |
-400 |
-36.7% |
3,246 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7431 |
0.7411 |
0.7317 |
|
| R3 |
0.7379 |
0.7359 |
0.7302 |
|
| R2 |
0.7327 |
0.7327 |
0.7298 |
|
| R1 |
0.7307 |
0.7307 |
0.7293 |
0.7317 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7280 |
| S1 |
0.7255 |
0.7255 |
0.7283 |
0.7265 |
| S2 |
0.7223 |
0.7223 |
0.7278 |
|
| S3 |
0.7171 |
0.7203 |
0.7274 |
|
| S4 |
0.7119 |
0.7151 |
0.7259 |
|
|
| 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 |
0.7294 |
0.7195 |
0.0100 |
1.4% |
0.0047 |
0.6% |
94% |
True |
False |
914 |
| 10 |
0.7294 |
0.7195 |
0.0100 |
1.4% |
0.0034 |
0.5% |
94% |
True |
False |
653 |
| 20 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0029 |
0.4% |
44% |
False |
False |
517 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
44% |
False |
False |
468 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.4% |
44% |
False |
False |
330 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.4% |
44% |
False |
False |
261 |
| 100 |
0.7454 |
0.7195 |
0.0260 |
3.6% |
0.0026 |
0.4% |
36% |
False |
False |
218 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0023 |
0.3% |
34% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7430 |
|
1.618 |
0.7378 |
|
1.000 |
0.7346 |
|
0.618 |
0.7326 |
|
HIGH |
0.7294 |
|
0.618 |
0.7274 |
|
0.500 |
0.7268 |
|
0.382 |
0.7262 |
|
LOW |
0.7242 |
|
0.618 |
0.7210 |
|
1.000 |
0.7190 |
|
1.618 |
0.7158 |
|
2.618 |
0.7106 |
|
4.250 |
0.7021 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7281 |
0.7273 |
| PP |
0.7275 |
0.7259 |
| S1 |
0.7268 |
0.7244 |
|