CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7327 |
-0.0008 |
-0.1% |
0.7335 |
| High |
0.7366 |
0.7345 |
-0.0021 |
-0.3% |
0.7366 |
| Low |
0.7323 |
0.7325 |
0.0002 |
0.0% |
0.7274 |
| Close |
0.7327 |
0.7339 |
0.0012 |
0.2% |
0.7327 |
| Range |
0.0043 |
0.0021 |
-0.0023 |
-52.3% |
0.0092 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
591 |
226 |
-365 |
-61.8% |
2,114 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7398 |
0.7389 |
0.7350 |
|
| R3 |
0.7377 |
0.7368 |
0.7345 |
|
| R2 |
0.7357 |
0.7357 |
0.7343 |
|
| R1 |
0.7348 |
0.7348 |
0.7341 |
0.7352 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7338 |
| S1 |
0.7327 |
0.7327 |
0.7337 |
0.7332 |
| S2 |
0.7316 |
0.7316 |
0.7335 |
|
| S3 |
0.7295 |
0.7307 |
0.7333 |
|
| S4 |
0.7275 |
0.7286 |
0.7328 |
|
|
| 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% |
71% |
False |
False |
426 |
| 10 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0034 |
0.5% |
71% |
False |
False |
337 |
| 20 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0037 |
0.5% |
62% |
False |
False |
440 |
| 40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
47% |
False |
False |
330 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0026 |
0.4% |
43% |
False |
False |
236 |
| 80 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0024 |
0.3% |
36% |
False |
False |
184 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
27% |
False |
False |
152 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
27% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7432 |
|
2.618 |
0.7399 |
|
1.618 |
0.7378 |
|
1.000 |
0.7366 |
|
0.618 |
0.7358 |
|
HIGH |
0.7345 |
|
0.618 |
0.7337 |
|
0.500 |
0.7335 |
|
0.382 |
0.7332 |
|
LOW |
0.7325 |
|
0.618 |
0.7312 |
|
1.000 |
0.7304 |
|
1.618 |
0.7291 |
|
2.618 |
0.7271 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7337 |
| PP |
0.7336 |
0.7335 |
| S1 |
0.7335 |
0.7333 |
|