CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7305 |
-0.0036 |
-0.5% |
0.7365 |
| High |
0.7341 |
0.7335 |
-0.0006 |
-0.1% |
0.7371 |
| Low |
0.7307 |
0.7299 |
-0.0008 |
-0.1% |
0.7294 |
| Close |
0.7309 |
0.7329 |
0.0020 |
0.3% |
0.7336 |
| Range |
0.0035 |
0.0036 |
0.0002 |
4.3% |
0.0077 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.7% |
0.0000 |
| Volume |
3,344 |
1,895 |
-1,449 |
-43.3% |
8,733 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7415 |
0.7348 |
|
| R3 |
0.7393 |
0.7379 |
0.7338 |
|
| R2 |
0.7357 |
0.7357 |
0.7335 |
|
| R1 |
0.7343 |
0.7343 |
0.7332 |
0.7350 |
| PP |
0.7321 |
0.7321 |
0.7321 |
0.7324 |
| S1 |
0.7307 |
0.7307 |
0.7325 |
0.7314 |
| S2 |
0.7285 |
0.7285 |
0.7322 |
|
| S3 |
0.7249 |
0.7271 |
0.7319 |
|
| S4 |
0.7213 |
0.7235 |
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 |
0.7361 |
0.7294 |
0.0068 |
0.9% |
0.0038 |
0.5% |
52% |
False |
False |
2,524 |
| 10 |
0.7374 |
0.7294 |
0.0081 |
1.1% |
0.0032 |
0.4% |
43% |
False |
False |
1,838 |
| 20 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0031 |
0.4% |
49% |
False |
False |
1,197 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0034 |
0.5% |
44% |
False |
False |
823 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
39% |
False |
False |
601 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
39% |
False |
False |
463 |
| 100 |
0.7512 |
0.7243 |
0.0269 |
3.7% |
0.0025 |
0.3% |
32% |
False |
False |
375 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
24% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7429 |
|
1.618 |
0.7393 |
|
1.000 |
0.7371 |
|
0.618 |
0.7357 |
|
HIGH |
0.7335 |
|
0.618 |
0.7321 |
|
0.500 |
0.7317 |
|
0.382 |
0.7313 |
|
LOW |
0.7299 |
|
0.618 |
0.7277 |
|
1.000 |
0.7263 |
|
1.618 |
0.7241 |
|
2.618 |
0.7205 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7325 |
0.7330 |
| PP |
0.7321 |
0.7330 |
| S1 |
0.7317 |
0.7329 |
|