CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7293 |
-0.0032 |
-0.4% |
0.7317 |
| High |
0.7333 |
0.7330 |
-0.0003 |
0.0% |
0.7360 |
| Low |
0.7287 |
0.7283 |
-0.0004 |
0.0% |
0.7294 |
| Close |
0.7289 |
0.7326 |
0.0038 |
0.5% |
0.7320 |
| Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0066 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
3.3% |
0.0000 |
| Volume |
98,365 |
110,994 |
12,629 |
12.8% |
530,104 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7437 |
0.7352 |
|
| R3 |
0.7407 |
0.7390 |
0.7339 |
|
| R2 |
0.7360 |
0.7360 |
0.7335 |
|
| R1 |
0.7343 |
0.7343 |
0.7330 |
0.7352 |
| PP |
0.7313 |
0.7313 |
0.7313 |
0.7317 |
| S1 |
0.7296 |
0.7296 |
0.7322 |
0.7305 |
| S2 |
0.7266 |
0.7266 |
0.7317 |
|
| S3 |
0.7219 |
0.7249 |
0.7313 |
|
| S4 |
0.7172 |
0.7202 |
0.7300 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7486 |
0.7356 |
|
| R3 |
0.7456 |
0.7421 |
0.7338 |
|
| R2 |
0.7390 |
0.7390 |
0.7332 |
|
| R1 |
0.7355 |
0.7355 |
0.7326 |
0.7373 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7333 |
| S1 |
0.7290 |
0.7290 |
0.7314 |
0.7307 |
| S2 |
0.7259 |
0.7259 |
0.7308 |
|
| S3 |
0.7194 |
0.7224 |
0.7302 |
|
| S4 |
0.7128 |
0.7159 |
0.7284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7340 |
0.7283 |
0.0057 |
0.8% |
0.0037 |
0.5% |
75% |
False |
True |
107,865 |
| 10 |
0.7360 |
0.7283 |
0.0077 |
1.0% |
0.0033 |
0.4% |
56% |
False |
True |
105,367 |
| 20 |
0.7360 |
0.7268 |
0.0092 |
1.3% |
0.0032 |
0.4% |
64% |
False |
False |
85,655 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0031 |
0.4% |
55% |
False |
False |
43,600 |
| 60 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0033 |
0.5% |
54% |
False |
False |
29,215 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0032 |
0.4% |
38% |
False |
False |
21,963 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
38% |
False |
False |
17,579 |
| 120 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0026 |
0.4% |
31% |
False |
False |
14,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7453 |
|
1.618 |
0.7406 |
|
1.000 |
0.7377 |
|
0.618 |
0.7359 |
|
HIGH |
0.7330 |
|
0.618 |
0.7312 |
|
0.500 |
0.7307 |
|
0.382 |
0.7301 |
|
LOW |
0.7283 |
|
0.618 |
0.7254 |
|
1.000 |
0.7236 |
|
1.618 |
0.7207 |
|
2.618 |
0.7160 |
|
4.250 |
0.7083 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7321 |
| PP |
0.7313 |
0.7315 |
| S1 |
0.7307 |
0.7310 |
|