CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7258 |
0.7280 |
0.0022 |
0.3% |
0.7261 |
| High |
0.7294 |
0.7311 |
0.0017 |
0.2% |
0.7282 |
| Low |
0.7242 |
0.7279 |
0.0037 |
0.5% |
0.7228 |
| Close |
0.7288 |
0.7300 |
0.0012 |
0.2% |
0.7236 |
| Range |
0.0052 |
0.0033 |
-0.0020 |
-37.5% |
0.0054 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
0.3% |
0.0000 |
| Volume |
689 |
448 |
-241 |
-35.0% |
3,246 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7379 |
0.7317 |
|
| R3 |
0.7361 |
0.7347 |
0.7308 |
|
| R2 |
0.7329 |
0.7329 |
0.7305 |
|
| R1 |
0.7314 |
0.7314 |
0.7302 |
0.7322 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7300 |
| S1 |
0.7282 |
0.7282 |
0.7297 |
0.7289 |
| S2 |
0.7264 |
0.7264 |
0.7294 |
|
| S3 |
0.7231 |
0.7249 |
0.7291 |
|
| S4 |
0.7199 |
0.7217 |
0.7282 |
|
|
| 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 |
0.7311 |
0.7195 |
0.0117 |
1.6% |
0.0046 |
0.6% |
90% |
True |
False |
903 |
| 10 |
0.7311 |
0.7195 |
0.0117 |
1.6% |
0.0035 |
0.5% |
90% |
True |
False |
640 |
| 20 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0030 |
0.4% |
49% |
False |
False |
525 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0028 |
0.4% |
49% |
False |
False |
476 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.4% |
49% |
False |
False |
336 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.3% |
49% |
False |
False |
265 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0026 |
0.4% |
42% |
False |
False |
222 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0024 |
0.3% |
38% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7449 |
|
2.618 |
0.7396 |
|
1.618 |
0.7364 |
|
1.000 |
0.7344 |
|
0.618 |
0.7331 |
|
HIGH |
0.7311 |
|
0.618 |
0.7299 |
|
0.500 |
0.7295 |
|
0.382 |
0.7291 |
|
LOW |
0.7279 |
|
0.618 |
0.7258 |
|
1.000 |
0.7246 |
|
1.618 |
0.7226 |
|
2.618 |
0.7193 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7284 |
| PP |
0.7296 |
0.7268 |
| S1 |
0.7295 |
0.7253 |
|