CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7299 |
0.7301 |
0.0003 |
0.0% |
0.7335 |
| High |
0.7308 |
0.7331 |
0.0023 |
0.3% |
0.7366 |
| Low |
0.7286 |
0.7298 |
0.0013 |
0.2% |
0.7274 |
| Close |
0.7301 |
0.7330 |
0.0030 |
0.4% |
0.7327 |
| Range |
0.0022 |
0.0033 |
0.0011 |
47.7% |
0.0092 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
238 |
242 |
4 |
1.7% |
2,114 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7406 |
0.7348 |
|
| R3 |
0.7385 |
0.7374 |
0.7339 |
|
| R2 |
0.7352 |
0.7352 |
0.7336 |
|
| R1 |
0.7341 |
0.7341 |
0.7333 |
0.7347 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7322 |
| S1 |
0.7309 |
0.7309 |
0.7327 |
0.7314 |
| S2 |
0.7287 |
0.7287 |
0.7324 |
|
| S3 |
0.7255 |
0.7276 |
0.7321 |
|
| S4 |
0.7222 |
0.7244 |
0.7312 |
|
|
| 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 |
0.7286 |
0.0080 |
1.1% |
0.0032 |
0.4% |
56% |
False |
False |
328 |
| 10 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0034 |
0.5% |
61% |
False |
False |
343 |
| 20 |
0.7366 |
0.7243 |
0.0123 |
1.7% |
0.0035 |
0.5% |
71% |
False |
False |
390 |
| 40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0034 |
0.5% |
43% |
False |
False |
323 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
39% |
False |
False |
249 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0024 |
0.3% |
35% |
False |
False |
194 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
24% |
False |
False |
158 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
24% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7416 |
|
1.618 |
0.7383 |
|
1.000 |
0.7363 |
|
0.618 |
0.7351 |
|
HIGH |
0.7331 |
|
0.618 |
0.7318 |
|
0.500 |
0.7314 |
|
0.382 |
0.7310 |
|
LOW |
0.7298 |
|
0.618 |
0.7278 |
|
1.000 |
0.7266 |
|
1.618 |
0.7245 |
|
2.618 |
0.7213 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7325 |
0.7324 |
| PP |
0.7320 |
0.7318 |
| S1 |
0.7314 |
0.7312 |
|