CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7331 |
0.7331 |
-0.0001 |
0.0% |
0.7327 |
High |
0.7351 |
0.7335 |
-0.0016 |
-0.2% |
0.7351 |
Low |
0.7323 |
0.7322 |
-0.0001 |
0.0% |
0.7286 |
Close |
0.7331 |
0.7332 |
0.0001 |
0.0% |
0.7331 |
Range |
0.0029 |
0.0014 |
-0.0015 |
-52.6% |
0.0066 |
ATR |
0.0034 |
0.0032 |
-0.0001 |
-4.3% |
0.0000 |
Volume |
829 |
282 |
-547 |
-66.0% |
1,878 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7370 |
0.7364 |
0.7339 |
|
R3 |
0.7356 |
0.7351 |
0.7335 |
|
R2 |
0.7343 |
0.7343 |
0.7334 |
|
R1 |
0.7337 |
0.7337 |
0.7333 |
0.7340 |
PP |
0.7329 |
0.7329 |
0.7329 |
0.7331 |
S1 |
0.7324 |
0.7324 |
0.7330 |
0.7327 |
S2 |
0.7316 |
0.7316 |
0.7329 |
|
S3 |
0.7302 |
0.7310 |
0.7328 |
|
S4 |
0.7289 |
0.7297 |
0.7324 |
|
|
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% |
0.0028 |
0.4% |
70% |
False |
False |
386 |
10 |
0.7366 |
0.7274 |
0.0092 |
1.2% |
0.0033 |
0.4% |
63% |
False |
False |
406 |
20 |
0.7366 |
0.7243 |
0.0123 |
1.7% |
0.0032 |
0.4% |
72% |
False |
False |
369 |
40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0034 |
0.5% |
44% |
False |
False |
343 |
60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
40% |
False |
False |
263 |
80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0025 |
0.3% |
35% |
False |
False |
207 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
25% |
False |
False |
168 |
120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
25% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7392 |
2.618 |
0.7370 |
1.618 |
0.7357 |
1.000 |
0.7349 |
0.618 |
0.7343 |
HIGH |
0.7335 |
0.618 |
0.7330 |
0.500 |
0.7328 |
0.382 |
0.7327 |
LOW |
0.7322 |
0.618 |
0.7313 |
1.000 |
0.7308 |
1.618 |
0.7300 |
2.618 |
0.7286 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7330 |
0.7329 |
PP |
0.7329 |
0.7327 |
S1 |
0.7328 |
0.7325 |
|