CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7356 |
-0.0009 |
-0.1% |
0.7331 |
| High |
0.7371 |
0.7360 |
-0.0011 |
-0.1% |
0.7374 |
| Low |
0.7352 |
0.7330 |
-0.0022 |
-0.3% |
0.7320 |
| Close |
0.7358 |
0.7341 |
-0.0017 |
-0.2% |
0.7364 |
| Range |
0.0019 |
0.0030 |
0.0011 |
57.9% |
0.0054 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
429 |
1,999 |
1,570 |
366.0% |
4,116 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7417 |
0.7358 |
|
| R3 |
0.7404 |
0.7387 |
0.7349 |
|
| R2 |
0.7374 |
0.7374 |
0.7347 |
|
| R1 |
0.7357 |
0.7357 |
0.7344 |
0.7351 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7340 |
| S1 |
0.7327 |
0.7327 |
0.7338 |
0.7321 |
| S2 |
0.7314 |
0.7314 |
0.7336 |
|
| S3 |
0.7284 |
0.7297 |
0.7333 |
|
| S4 |
0.7254 |
0.7267 |
0.7325 |
|
|
| 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 |
0.7330 |
0.0044 |
0.6% |
0.0026 |
0.4% |
25% |
False |
True |
1,038 |
| 10 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0026 |
0.4% |
63% |
False |
False |
785 |
| 20 |
0.7374 |
0.7274 |
0.0100 |
1.4% |
0.0031 |
0.4% |
67% |
False |
False |
562 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0033 |
0.4% |
51% |
False |
False |
478 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
44% |
False |
False |
363 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.3% |
39% |
False |
False |
283 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
27% |
False |
False |
230 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0022 |
0.3% |
27% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7439 |
|
1.618 |
0.7409 |
|
1.000 |
0.7390 |
|
0.618 |
0.7379 |
|
HIGH |
0.7360 |
|
0.618 |
0.7349 |
|
0.500 |
0.7345 |
|
0.382 |
0.7341 |
|
LOW |
0.7330 |
|
0.618 |
0.7311 |
|
1.000 |
0.7300 |
|
1.618 |
0.7281 |
|
2.618 |
0.7251 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7345 |
0.7350 |
| PP |
0.7344 |
0.7347 |
| S1 |
0.7342 |
0.7344 |
|