CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 10-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7301 |
0.7331 |
0.0030 |
0.4% |
0.7327 |
High |
0.7331 |
0.7351 |
0.0021 |
0.3% |
0.7351 |
Low |
0.7298 |
0.7323 |
0.0025 |
0.3% |
0.7286 |
Close |
0.7330 |
0.7331 |
0.0001 |
0.0% |
0.7331 |
Range |
0.0033 |
0.0029 |
-0.0004 |
-12.3% |
0.0066 |
ATR |
0.0034 |
0.0034 |
0.0000 |
-1.2% |
0.0000 |
Volume |
242 |
829 |
587 |
242.6% |
1,878 |
|
Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7420 |
0.7404 |
0.7347 |
|
R3 |
0.7392 |
0.7376 |
0.7339 |
|
R2 |
0.7363 |
0.7363 |
0.7336 |
|
R1 |
0.7347 |
0.7347 |
0.7334 |
0.7345 |
PP |
0.7335 |
0.7335 |
0.7335 |
0.7334 |
S1 |
0.7319 |
0.7319 |
0.7328 |
0.7317 |
S2 |
0.7306 |
0.7306 |
0.7326 |
|
S3 |
0.7278 |
0.7290 |
0.7323 |
|
S4 |
0.7249 |
0.7262 |
0.7315 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7519 |
0.7491 |
0.7367 |
|
R3 |
0.7454 |
0.7425 |
0.7349 |
|
R2 |
0.7388 |
0.7388 |
0.7343 |
|
R1 |
0.7360 |
0.7360 |
0.7337 |
0.7374 |
PP |
0.7323 |
0.7323 |
0.7323 |
0.7330 |
S1 |
0.7294 |
0.7294 |
0.7325 |
0.7308 |
S2 |
0.7257 |
0.7257 |
0.7319 |
|
S3 |
0.7192 |
0.7229 |
0.7313 |
|
S4 |
0.7126 |
0.7163 |
0.7295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7351 |
0.7286 |
0.0066 |
0.9% |
0.0029 |
0.4% |
69% |
True |
False |
375 |
10 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0033 |
0.5% |
62% |
False |
False |
399 |
20 |
0.7366 |
0.7243 |
0.0123 |
1.7% |
0.0033 |
0.5% |
72% |
False |
False |
378 |
40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0034 |
0.5% |
43% |
False |
False |
341 |
60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
40% |
False |
False |
260 |
80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0024 |
0.3% |
35% |
False |
False |
204 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
25% |
False |
False |
166 |
120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
25% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7472 |
2.618 |
0.7426 |
1.618 |
0.7397 |
1.000 |
0.7380 |
0.618 |
0.7369 |
HIGH |
0.7351 |
0.618 |
0.7340 |
0.500 |
0.7337 |
0.382 |
0.7333 |
LOW |
0.7323 |
0.618 |
0.7305 |
1.000 |
0.7294 |
1.618 |
0.7276 |
2.618 |
0.7248 |
4.250 |
0.7201 |
|
|
Fisher Pivots for day following 10-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7337 |
0.7327 |
PP |
0.7335 |
0.7323 |
S1 |
0.7333 |
0.7318 |
|