CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7305 |
0.7324 |
0.0019 |
0.3% |
0.7332 |
| High |
0.7335 |
0.7359 |
0.0024 |
0.3% |
0.7361 |
| Low |
0.7299 |
0.7321 |
0.0022 |
0.3% |
0.7299 |
| Close |
0.7329 |
0.7353 |
0.0025 |
0.3% |
0.7353 |
| Range |
0.0036 |
0.0038 |
0.0002 |
4.2% |
0.0062 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
1.0% |
0.0000 |
| Volume |
1,895 |
5,304 |
3,409 |
179.9% |
13,590 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7442 |
0.7374 |
|
| R3 |
0.7419 |
0.7405 |
0.7363 |
|
| R2 |
0.7382 |
0.7382 |
0.7360 |
|
| R1 |
0.7367 |
0.7367 |
0.7356 |
0.7375 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7348 |
| S1 |
0.7330 |
0.7330 |
0.7350 |
0.7337 |
| S2 |
0.7307 |
0.7307 |
0.7346 |
|
| S3 |
0.7269 |
0.7292 |
0.7343 |
|
| S4 |
0.7232 |
0.7255 |
0.7332 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7500 |
0.7387 |
|
| R3 |
0.7462 |
0.7438 |
0.7370 |
|
| R2 |
0.7400 |
0.7400 |
0.7364 |
|
| R1 |
0.7376 |
0.7376 |
0.7359 |
0.7388 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7344 |
| S1 |
0.7314 |
0.7314 |
0.7347 |
0.7326 |
| S2 |
0.7276 |
0.7276 |
0.7342 |
|
| S3 |
0.7214 |
0.7252 |
0.7336 |
|
| S4 |
0.7152 |
0.7190 |
0.7319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7361 |
0.7295 |
0.0066 |
0.9% |
0.0037 |
0.5% |
88% |
False |
False |
2,968 |
| 10 |
0.7371 |
0.7294 |
0.0077 |
1.0% |
0.0033 |
0.5% |
77% |
False |
False |
2,314 |
| 20 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0031 |
0.4% |
76% |
False |
False |
1,445 |
| 40 |
0.7403 |
0.7243 |
0.0160 |
2.2% |
0.0034 |
0.5% |
69% |
False |
False |
946 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0032 |
0.4% |
50% |
False |
False |
689 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
50% |
False |
False |
528 |
| 100 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0025 |
0.3% |
41% |
False |
False |
428 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
31% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7457 |
|
1.618 |
0.7419 |
|
1.000 |
0.7396 |
|
0.618 |
0.7382 |
|
HIGH |
0.7359 |
|
0.618 |
0.7344 |
|
0.500 |
0.7340 |
|
0.382 |
0.7335 |
|
LOW |
0.7321 |
|
0.618 |
0.7298 |
|
1.000 |
0.7284 |
|
1.618 |
0.7260 |
|
2.618 |
0.7223 |
|
4.250 |
0.7162 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7345 |
| PP |
0.7344 |
0.7337 |
| S1 |
0.7340 |
0.7329 |
|