CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7365 |
0.0010 |
0.1% |
0.7331 |
| High |
0.7368 |
0.7371 |
0.0003 |
0.0% |
0.7374 |
| Low |
0.7346 |
0.7352 |
0.0006 |
0.1% |
0.7320 |
| Close |
0.7364 |
0.7358 |
-0.0007 |
-0.1% |
0.7364 |
| Range |
0.0023 |
0.0019 |
-0.0004 |
-15.6% |
0.0054 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
825 |
429 |
-396 |
-48.0% |
4,116 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7406 |
0.7368 |
|
| R3 |
0.7398 |
0.7387 |
0.7363 |
|
| R2 |
0.7379 |
0.7379 |
0.7361 |
|
| R1 |
0.7368 |
0.7368 |
0.7359 |
0.7364 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7358 |
| S1 |
0.7349 |
0.7349 |
0.7356 |
0.7345 |
| S2 |
0.7341 |
0.7341 |
0.7354 |
|
| S3 |
0.7322 |
0.7330 |
0.7352 |
|
| S4 |
0.7303 |
0.7311 |
0.7347 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7493 |
0.7394 |
|
| R3 |
0.7461 |
0.7439 |
0.7379 |
|
| R2 |
0.7407 |
0.7407 |
0.7374 |
|
| R1 |
0.7385 |
0.7385 |
0.7369 |
0.7396 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7358 |
| S1 |
0.7331 |
0.7331 |
0.7359 |
0.7342 |
| S2 |
0.7299 |
0.7299 |
0.7354 |
|
| S3 |
0.7245 |
0.7277 |
0.7349 |
|
| S4 |
0.7191 |
0.7223 |
0.7334 |
|
|
| 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% |
69% |
False |
False |
852 |
| 10 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0027 |
0.4% |
81% |
False |
False |
619 |
| 20 |
0.7374 |
0.7274 |
0.0100 |
1.4% |
0.0031 |
0.4% |
84% |
False |
False |
478 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0032 |
0.4% |
59% |
False |
False |
429 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
52% |
False |
False |
330 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.3% |
46% |
False |
False |
258 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
32% |
False |
False |
210 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
32% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7451 |
|
2.618 |
0.7420 |
|
1.618 |
0.7401 |
|
1.000 |
0.7390 |
|
0.618 |
0.7382 |
|
HIGH |
0.7371 |
|
0.618 |
0.7363 |
|
0.500 |
0.7361 |
|
0.382 |
0.7359 |
|
LOW |
0.7352 |
|
0.618 |
0.7340 |
|
1.000 |
0.7333 |
|
1.618 |
0.7321 |
|
2.618 |
0.7302 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7360 |
| PP |
0.7360 |
0.7359 |
| S1 |
0.7359 |
0.7358 |
|