CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7335 |
-0.0004 |
-0.1% |
0.7308 |
| High |
0.7352 |
0.7351 |
-0.0001 |
0.0% |
0.7352 |
| Low |
0.7320 |
0.7330 |
0.0010 |
0.1% |
0.7292 |
| Close |
0.7342 |
0.7340 |
-0.0002 |
0.0% |
0.7342 |
| Range |
0.0032 |
0.0021 |
-0.0011 |
-34.4% |
0.0060 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
271 |
207 |
-64 |
-23.6% |
1,590 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7392 |
0.7351 |
|
| R3 |
0.7382 |
0.7371 |
0.7345 |
|
| R2 |
0.7361 |
0.7361 |
0.7343 |
|
| R1 |
0.7350 |
0.7350 |
0.7341 |
0.7356 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7343 |
| S1 |
0.7329 |
0.7329 |
0.7338 |
0.7335 |
| S2 |
0.7319 |
0.7319 |
0.7336 |
|
| S3 |
0.7298 |
0.7308 |
0.7334 |
|
| S4 |
0.7277 |
0.7287 |
0.7328 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7485 |
0.7375 |
|
| R3 |
0.7449 |
0.7425 |
0.7358 |
|
| R2 |
0.7389 |
0.7389 |
0.7353 |
|
| R1 |
0.7365 |
0.7365 |
0.7347 |
0.7377 |
| PP |
0.7329 |
0.7329 |
0.7329 |
0.7334 |
| S1 |
0.7305 |
0.7305 |
0.7336 |
0.7317 |
| S2 |
0.7269 |
0.7269 |
0.7331 |
|
| S3 |
0.7209 |
0.7245 |
0.7325 |
|
| S4 |
0.7149 |
0.7185 |
0.7309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7352 |
0.7304 |
0.0049 |
0.7% |
0.0031 |
0.4% |
74% |
False |
False |
248 |
| 10 |
0.7352 |
0.7243 |
0.0109 |
1.5% |
0.0032 |
0.4% |
89% |
False |
False |
331 |
| 20 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0035 |
0.5% |
50% |
False |
False |
410 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
44% |
False |
False |
281 |
| 60 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0025 |
0.3% |
38% |
False |
False |
203 |
| 80 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0023 |
0.3% |
33% |
False |
False |
158 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
27% |
False |
False |
131 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0020 |
0.3% |
27% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7440 |
|
2.618 |
0.7406 |
|
1.618 |
0.7385 |
|
1.000 |
0.7372 |
|
0.618 |
0.7364 |
|
HIGH |
0.7351 |
|
0.618 |
0.7343 |
|
0.500 |
0.7341 |
|
0.382 |
0.7338 |
|
LOW |
0.7330 |
|
0.618 |
0.7317 |
|
1.000 |
0.7309 |
|
1.618 |
0.7296 |
|
2.618 |
0.7275 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7341 |
0.7336 |
| PP |
0.7340 |
0.7332 |
| S1 |
0.7340 |
0.7328 |
|