CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7301 |
0.7335 |
0.0034 |
0.5% |
0.7335 |
| High |
0.7334 |
0.7366 |
0.0032 |
0.4% |
0.7366 |
| Low |
0.7301 |
0.7323 |
0.0022 |
0.3% |
0.7274 |
| Close |
0.7334 |
0.7327 |
-0.0007 |
-0.1% |
0.7327 |
| Range |
0.0033 |
0.0043 |
0.0011 |
32.3% |
0.0092 |
| ATR |
0.0036 |
0.0036 |
0.0001 |
1.5% |
0.0000 |
| Volume |
355 |
591 |
236 |
66.5% |
2,114 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7440 |
0.7351 |
|
| R3 |
0.7424 |
0.7397 |
0.7339 |
|
| R2 |
0.7381 |
0.7381 |
0.7335 |
|
| R1 |
0.7354 |
0.7354 |
0.7331 |
0.7346 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7334 |
| S1 |
0.7311 |
0.7311 |
0.7323 |
0.7303 |
| S2 |
0.7295 |
0.7295 |
0.7319 |
|
| S3 |
0.7252 |
0.7268 |
0.7315 |
|
| S4 |
0.7209 |
0.7225 |
0.7303 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7597 |
0.7553 |
0.7377 |
|
| R3 |
0.7505 |
0.7462 |
0.7352 |
|
| R2 |
0.7414 |
0.7414 |
0.7344 |
|
| R1 |
0.7370 |
0.7370 |
0.7335 |
0.7346 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7310 |
| S1 |
0.7279 |
0.7279 |
0.7319 |
0.7255 |
| S2 |
0.7231 |
0.7231 |
0.7310 |
|
| S3 |
0.7139 |
0.7187 |
0.7302 |
|
| S4 |
0.7048 |
0.7096 |
0.7277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0038 |
0.5% |
58% |
True |
False |
422 |
| 10 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0035 |
0.5% |
58% |
True |
False |
370 |
| 20 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0037 |
0.5% |
54% |
False |
False |
445 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0033 |
0.4% |
38% |
False |
False |
326 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0026 |
0.4% |
38% |
False |
False |
232 |
| 80 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0024 |
0.3% |
32% |
False |
False |
181 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
23% |
False |
False |
150 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
23% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7478 |
|
1.618 |
0.7435 |
|
1.000 |
0.7409 |
|
0.618 |
0.7392 |
|
HIGH |
0.7366 |
|
0.618 |
0.7349 |
|
0.500 |
0.7344 |
|
0.382 |
0.7339 |
|
LOW |
0.7323 |
|
0.618 |
0.7296 |
|
1.000 |
0.7280 |
|
1.618 |
0.7253 |
|
2.618 |
0.7210 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7344 |
0.7325 |
| PP |
0.7338 |
0.7322 |
| S1 |
0.7333 |
0.7320 |
|