CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7237 |
-0.0007 |
-0.1% |
0.7297 |
| High |
0.7253 |
0.7249 |
-0.0005 |
-0.1% |
0.7308 |
| Low |
0.7231 |
0.7223 |
-0.0009 |
-0.1% |
0.7231 |
| Close |
0.7238 |
0.7230 |
-0.0008 |
-0.1% |
0.7238 |
| Range |
0.0022 |
0.0026 |
0.0004 |
18.2% |
0.0077 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
78,251 |
67,527 |
-10,724 |
-13.7% |
429,421 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7312 |
0.7297 |
0.7244 |
|
| R3 |
0.7286 |
0.7271 |
0.7237 |
|
| R2 |
0.7260 |
0.7260 |
0.7234 |
|
| R1 |
0.7245 |
0.7245 |
0.7232 |
0.7239 |
| PP |
0.7234 |
0.7234 |
0.7234 |
0.7231 |
| S1 |
0.7219 |
0.7219 |
0.7227 |
0.7213 |
| S2 |
0.7208 |
0.7208 |
0.7225 |
|
| S3 |
0.7182 |
0.7193 |
0.7222 |
|
| S4 |
0.7156 |
0.7167 |
0.7215 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7490 |
0.7441 |
0.7280 |
|
| R3 |
0.7413 |
0.7364 |
0.7259 |
|
| R2 |
0.7336 |
0.7336 |
0.7252 |
|
| R1 |
0.7287 |
0.7287 |
0.7245 |
0.7273 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7252 |
| S1 |
0.7210 |
0.7210 |
0.7230 |
0.7196 |
| S2 |
0.7182 |
0.7182 |
0.7223 |
|
| S3 |
0.7105 |
0.7133 |
0.7216 |
|
| S4 |
0.7028 |
0.7056 |
0.7195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7282 |
0.7223 |
0.0060 |
0.8% |
0.0023 |
0.3% |
12% |
False |
True |
82,558 |
| 10 |
0.7337 |
0.7223 |
0.0115 |
1.6% |
0.0026 |
0.4% |
6% |
False |
True |
79,965 |
| 20 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0028 |
0.4% |
4% |
False |
True |
84,379 |
| 40 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0029 |
0.4% |
4% |
False |
True |
79,981 |
| 60 |
0.7392 |
0.7223 |
0.0170 |
2.3% |
0.0030 |
0.4% |
4% |
False |
True |
53,720 |
| 80 |
0.7437 |
0.7223 |
0.0215 |
3.0% |
0.0032 |
0.4% |
3% |
False |
True |
40,402 |
| 100 |
0.7464 |
0.7223 |
0.0242 |
3.3% |
0.0030 |
0.4% |
3% |
False |
True |
32,353 |
| 120 |
0.7464 |
0.7223 |
0.0242 |
3.3% |
0.0028 |
0.4% |
3% |
False |
True |
26,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7359 |
|
2.618 |
0.7317 |
|
1.618 |
0.7291 |
|
1.000 |
0.7275 |
|
0.618 |
0.7265 |
|
HIGH |
0.7249 |
|
0.618 |
0.7239 |
|
0.500 |
0.7236 |
|
0.382 |
0.7232 |
|
LOW |
0.7223 |
|
0.618 |
0.7206 |
|
1.000 |
0.7197 |
|
1.618 |
0.7180 |
|
2.618 |
0.7154 |
|
4.250 |
0.7112 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7236 |
0.7241 |
| PP |
0.7234 |
0.7237 |
| S1 |
0.7232 |
0.7233 |
|