CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 02-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7278 |
0.7301 |
0.0024 |
0.3% |
0.7308 |
High |
0.7314 |
0.7334 |
0.0020 |
0.3% |
0.7352 |
Low |
0.7275 |
0.7301 |
0.0027 |
0.4% |
0.7292 |
Close |
0.7312 |
0.7334 |
0.0022 |
0.3% |
0.7342 |
Range |
0.0040 |
0.0033 |
-0.0007 |
-17.7% |
0.0060 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.6% |
0.0000 |
Volume |
419 |
355 |
-64 |
-15.3% |
1,590 |
|
Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7420 |
0.7409 |
0.7351 |
|
R3 |
0.7388 |
0.7377 |
0.7342 |
|
R2 |
0.7355 |
0.7355 |
0.7339 |
|
R1 |
0.7344 |
0.7344 |
0.7336 |
0.7350 |
PP |
0.7323 |
0.7323 |
0.7323 |
0.7325 |
S1 |
0.7312 |
0.7312 |
0.7331 |
0.7317 |
S2 |
0.7290 |
0.7290 |
0.7328 |
|
S3 |
0.7258 |
0.7279 |
0.7325 |
|
S4 |
0.7225 |
0.7247 |
0.7316 |
|
|
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% |
0.0036 |
0.5% |
76% |
False |
False |
358 |
10 |
0.7352 |
0.7263 |
0.0090 |
1.2% |
0.0035 |
0.5% |
79% |
False |
False |
338 |
20 |
0.7403 |
0.7243 |
0.0160 |
2.2% |
0.0037 |
0.5% |
57% |
False |
False |
447 |
40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0032 |
0.4% |
41% |
False |
False |
311 |
60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0026 |
0.3% |
41% |
False |
False |
223 |
80 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0023 |
0.3% |
34% |
False |
False |
174 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
25% |
False |
False |
144 |
120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
25% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7472 |
2.618 |
0.7419 |
1.618 |
0.7386 |
1.000 |
0.7366 |
0.618 |
0.7354 |
HIGH |
0.7334 |
0.618 |
0.7321 |
0.500 |
0.7317 |
0.382 |
0.7313 |
LOW |
0.7301 |
0.618 |
0.7281 |
1.000 |
0.7269 |
1.618 |
0.7248 |
2.618 |
0.7216 |
4.250 |
0.7163 |
|
|
Fisher Pivots for day following 02-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7328 |
0.7324 |
PP |
0.7323 |
0.7314 |
S1 |
0.7317 |
0.7304 |
|