CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 01-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7337 |
0.7290 |
-0.0048 |
-0.6% |
0.7316 |
High |
0.7337 |
0.7330 |
-0.0007 |
-0.1% |
0.7363 |
Low |
0.7291 |
0.7290 |
-0.0002 |
0.0% |
0.7316 |
Close |
0.7300 |
0.7326 |
0.0027 |
0.4% |
0.7355 |
Range |
0.0046 |
0.0041 |
-0.0006 |
-12.0% |
0.0048 |
ATR |
0.0028 |
0.0029 |
0.0001 |
3.1% |
0.0000 |
Volume |
33 |
28 |
-5 |
-15.2% |
253 |
|
Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7437 |
0.7422 |
0.7348 |
|
R3 |
0.7396 |
0.7381 |
0.7337 |
|
R2 |
0.7356 |
0.7356 |
0.7333 |
|
R1 |
0.7341 |
0.7341 |
0.7330 |
0.7348 |
PP |
0.7315 |
0.7315 |
0.7315 |
0.7319 |
S1 |
0.7300 |
0.7300 |
0.7322 |
0.7308 |
S2 |
0.7275 |
0.7275 |
0.7319 |
|
S3 |
0.7234 |
0.7260 |
0.7315 |
|
S4 |
0.7194 |
0.7219 |
0.7304 |
|
|
Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7487 |
0.7469 |
0.7381 |
|
R3 |
0.7440 |
0.7421 |
0.7368 |
|
R2 |
0.7392 |
0.7392 |
0.7364 |
|
R1 |
0.7374 |
0.7374 |
0.7359 |
0.7383 |
PP |
0.7345 |
0.7345 |
0.7345 |
0.7349 |
S1 |
0.7326 |
0.7326 |
0.7351 |
0.7335 |
S2 |
0.7297 |
0.7297 |
0.7346 |
|
S3 |
0.7250 |
0.7279 |
0.7342 |
|
S4 |
0.7202 |
0.7231 |
0.7329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7363 |
0.7290 |
0.0074 |
1.0% |
0.0028 |
0.4% |
50% |
False |
True |
39 |
10 |
0.7363 |
0.7277 |
0.0086 |
1.2% |
0.0023 |
0.3% |
57% |
False |
False |
40 |
20 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0027 |
0.4% |
37% |
False |
False |
60 |
40 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
32% |
False |
False |
47 |
60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0020 |
0.3% |
32% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7502 |
2.618 |
0.7436 |
1.618 |
0.7396 |
1.000 |
0.7371 |
0.618 |
0.7355 |
HIGH |
0.7330 |
0.618 |
0.7315 |
0.500 |
0.7310 |
0.382 |
0.7305 |
LOW |
0.7290 |
0.618 |
0.7264 |
1.000 |
0.7249 |
1.618 |
0.7224 |
2.618 |
0.7183 |
4.250 |
0.7117 |
|
|
Fisher Pivots for day following 01-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7321 |
0.7326 |
PP |
0.7315 |
0.7326 |
S1 |
0.7310 |
0.7326 |
|