CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7322 |
-0.0025 |
-0.3% |
0.7331 |
| High |
0.7350 |
0.7338 |
-0.0013 |
-0.2% |
0.7374 |
| Low |
0.7318 |
0.7294 |
-0.0025 |
-0.3% |
0.7320 |
| Close |
0.7319 |
0.7294 |
-0.0025 |
-0.3% |
0.7364 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0054 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
3.2% |
0.0000 |
| Volume |
1,971 |
3,084 |
1,113 |
56.5% |
4,116 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7440 |
0.7411 |
0.7318 |
|
| R3 |
0.7396 |
0.7367 |
0.7306 |
|
| R2 |
0.7352 |
0.7352 |
0.7302 |
|
| R1 |
0.7323 |
0.7323 |
0.7298 |
0.7316 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7305 |
| S1 |
0.7279 |
0.7279 |
0.7289 |
0.7272 |
| S2 |
0.7264 |
0.7264 |
0.7285 |
|
| S3 |
0.7220 |
0.7235 |
0.7281 |
|
| S4 |
0.7176 |
0.7191 |
0.7269 |
|
|
| 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 |
0.7371 |
0.7294 |
0.0077 |
1.1% |
0.0030 |
0.4% |
0% |
False |
True |
1,661 |
| 10 |
0.7374 |
0.7294 |
0.0081 |
1.1% |
0.0028 |
0.4% |
0% |
False |
True |
1,242 |
| 20 |
0.7374 |
0.7274 |
0.0100 |
1.4% |
0.0031 |
0.4% |
20% |
False |
False |
793 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0034 |
0.5% |
26% |
False |
False |
599 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
23% |
False |
False |
446 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.4% |
20% |
False |
False |
345 |
| 100 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0024 |
0.3% |
17% |
False |
False |
280 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
14% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7453 |
|
1.618 |
0.7409 |
|
1.000 |
0.7382 |
|
0.618 |
0.7365 |
|
HIGH |
0.7338 |
|
0.618 |
0.7321 |
|
0.500 |
0.7316 |
|
0.382 |
0.7310 |
|
LOW |
0.7294 |
|
0.618 |
0.7266 |
|
1.000 |
0.7250 |
|
1.618 |
0.7222 |
|
2.618 |
0.7178 |
|
4.250 |
0.7107 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7316 |
0.7327 |
| PP |
0.7308 |
0.7316 |
| S1 |
0.7301 |
0.7305 |
|