CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7278 |
-0.0050 |
-0.7% |
0.7308 |
| High |
0.7328 |
0.7314 |
-0.0014 |
-0.2% |
0.7352 |
| Low |
0.7274 |
0.7275 |
0.0001 |
0.0% |
0.7292 |
| Close |
0.7285 |
0.7312 |
0.0027 |
0.4% |
0.7342 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-26.2% |
0.0060 |
| ATR |
0.0035 |
0.0036 |
0.0000 |
0.8% |
0.0000 |
| Volume |
542 |
419 |
-123 |
-22.7% |
1,590 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7405 |
0.7333 |
|
| R3 |
0.7379 |
0.7365 |
0.7322 |
|
| R2 |
0.7340 |
0.7340 |
0.7319 |
|
| R1 |
0.7326 |
0.7326 |
0.7315 |
0.7333 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7304 |
| S1 |
0.7286 |
0.7286 |
0.7308 |
0.7293 |
| S2 |
0.7261 |
0.7261 |
0.7304 |
|
| S3 |
0.7221 |
0.7247 |
0.7301 |
|
| S4 |
0.7182 |
0.7207 |
0.7290 |
|
|
| 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 |
0.7274 |
0.0078 |
1.1% |
0.0037 |
0.5% |
48% |
False |
False |
337 |
| 10 |
0.7352 |
0.7263 |
0.0090 |
1.2% |
0.0034 |
0.5% |
55% |
False |
False |
329 |
| 20 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0038 |
0.5% |
35% |
False |
False |
449 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
31% |
False |
False |
303 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0025 |
0.3% |
31% |
False |
False |
218 |
| 80 |
0.7512 |
0.7243 |
0.0269 |
3.7% |
0.0023 |
0.3% |
26% |
False |
False |
170 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
19% |
False |
False |
141 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
19% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7417 |
|
1.618 |
0.7378 |
|
1.000 |
0.7354 |
|
0.618 |
0.7338 |
|
HIGH |
0.7314 |
|
0.618 |
0.7299 |
|
0.500 |
0.7294 |
|
0.382 |
0.7290 |
|
LOW |
0.7275 |
|
0.618 |
0.7250 |
|
1.000 |
0.7235 |
|
1.618 |
0.7211 |
|
2.618 |
0.7171 |
|
4.250 |
0.7107 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7313 |
| PP |
0.7300 |
0.7312 |
| S1 |
0.7294 |
0.7312 |
|