CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7374 |
0.0034 |
0.5% |
0.7327 |
| High |
0.7372 |
0.7374 |
0.0003 |
0.0% |
0.7351 |
| Low |
0.7340 |
0.7347 |
0.0008 |
0.1% |
0.7286 |
| Close |
0.7368 |
0.7362 |
-0.0006 |
-0.1% |
0.7331 |
| Range |
0.0032 |
0.0027 |
-0.0005 |
-15.6% |
0.0066 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
1,400 |
539 |
-861 |
-61.5% |
1,878 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7429 |
0.7377 |
|
| R3 |
0.7415 |
0.7402 |
0.7369 |
|
| R2 |
0.7388 |
0.7388 |
0.7367 |
|
| R1 |
0.7375 |
0.7375 |
0.7364 |
0.7368 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7358 |
| S1 |
0.7348 |
0.7348 |
0.7360 |
0.7341 |
| S2 |
0.7334 |
0.7334 |
0.7357 |
|
| S3 |
0.7307 |
0.7321 |
0.7355 |
|
| S4 |
0.7280 |
0.7294 |
0.7347 |
|
|
| 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 |
0.7374 |
0.7320 |
0.0054 |
0.7% |
0.0026 |
0.4% |
78% |
True |
False |
824 |
| 10 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0029 |
0.4% |
86% |
True |
False |
576 |
| 20 |
0.7374 |
0.7263 |
0.0112 |
1.5% |
0.0032 |
0.4% |
89% |
True |
False |
457 |
| 40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
59% |
False |
False |
409 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
54% |
False |
False |
312 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0025 |
0.3% |
47% |
False |
False |
243 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
33% |
False |
False |
198 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
33% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7489 |
|
2.618 |
0.7445 |
|
1.618 |
0.7418 |
|
1.000 |
0.7401 |
|
0.618 |
0.7391 |
|
HIGH |
0.7374 |
|
0.618 |
0.7364 |
|
0.500 |
0.7361 |
|
0.382 |
0.7357 |
|
LOW |
0.7347 |
|
0.618 |
0.7330 |
|
1.000 |
0.7320 |
|
1.618 |
0.7303 |
|
2.618 |
0.7276 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7362 |
0.7357 |
| PP |
0.7361 |
0.7352 |
| S1 |
0.7361 |
0.7347 |
|