CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7322 |
0.7301 |
-0.0021 |
-0.3% |
0.7365 |
| High |
0.7338 |
0.7343 |
0.0006 |
0.1% |
0.7371 |
| Low |
0.7294 |
0.7295 |
0.0002 |
0.0% |
0.7294 |
| Close |
0.7294 |
0.7336 |
0.0042 |
0.6% |
0.7336 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0077 |
| ATR |
0.0031 |
0.0033 |
0.0001 |
4.1% |
0.0000 |
| Volume |
3,084 |
1,250 |
-1,834 |
-59.5% |
8,733 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7450 |
0.7362 |
|
| R3 |
0.7421 |
0.7402 |
0.7349 |
|
| R2 |
0.7373 |
0.7373 |
0.7344 |
|
| R1 |
0.7354 |
0.7354 |
0.7340 |
0.7363 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7329 |
| S1 |
0.7306 |
0.7306 |
0.7331 |
0.7315 |
| S2 |
0.7277 |
0.7277 |
0.7327 |
|
| S3 |
0.7229 |
0.7258 |
0.7322 |
|
| S4 |
0.7181 |
0.7210 |
0.7309 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7527 |
0.7378 |
|
| R3 |
0.7487 |
0.7450 |
0.7357 |
|
| R2 |
0.7410 |
0.7410 |
0.7350 |
|
| R1 |
0.7373 |
0.7373 |
0.7343 |
0.7353 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7323 |
| S1 |
0.7296 |
0.7296 |
0.7328 |
0.7276 |
| S2 |
0.7256 |
0.7256 |
0.7321 |
|
| S3 |
0.7179 |
0.7219 |
0.7314 |
|
| S4 |
0.7102 |
0.7142 |
0.7293 |
|
|
| 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 |
1.0% |
0.0035 |
0.5% |
55% |
False |
False |
1,746 |
| 10 |
0.7374 |
0.7294 |
0.0081 |
1.1% |
0.0030 |
0.4% |
52% |
False |
False |
1,284 |
| 20 |
0.7374 |
0.7274 |
0.0100 |
1.4% |
0.0032 |
0.4% |
62% |
False |
False |
842 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0034 |
0.5% |
48% |
False |
False |
625 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
42% |
False |
False |
466 |
| 80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
37% |
False |
False |
360 |
| 100 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0024 |
0.3% |
32% |
False |
False |
293 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
26% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7469 |
|
1.618 |
0.7421 |
|
1.000 |
0.7391 |
|
0.618 |
0.7373 |
|
HIGH |
0.7343 |
|
0.618 |
0.7325 |
|
0.500 |
0.7319 |
|
0.382 |
0.7313 |
|
LOW |
0.7295 |
|
0.618 |
0.7265 |
|
1.000 |
0.7247 |
|
1.618 |
0.7217 |
|
2.618 |
0.7169 |
|
4.250 |
0.7091 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7330 |
0.7331 |
| PP |
0.7325 |
0.7326 |
| S1 |
0.7319 |
0.7322 |
|