CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 03-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7322 |
0.7347 |
0.0026 |
0.3% |
0.7359 |
High |
0.7348 |
0.7373 |
0.0025 |
0.3% |
0.7373 |
Low |
0.7322 |
0.7337 |
0.0016 |
0.2% |
0.7290 |
Close |
0.7348 |
0.7341 |
-0.0007 |
-0.1% |
0.7341 |
Range |
0.0026 |
0.0036 |
0.0010 |
36.5% |
0.0083 |
ATR |
0.0029 |
0.0029 |
0.0000 |
1.6% |
0.0000 |
Volume |
58 |
59 |
1 |
1.7% |
239 |
|
Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7457 |
0.7434 |
0.7361 |
|
R3 |
0.7421 |
0.7399 |
0.7351 |
|
R2 |
0.7386 |
0.7386 |
0.7348 |
|
R1 |
0.7363 |
0.7363 |
0.7344 |
0.7357 |
PP |
0.7350 |
0.7350 |
0.7350 |
0.7347 |
S1 |
0.7328 |
0.7328 |
0.7338 |
0.7321 |
S2 |
0.7315 |
0.7315 |
0.7334 |
|
S3 |
0.7279 |
0.7292 |
0.7331 |
|
S4 |
0.7244 |
0.7257 |
0.7321 |
|
|
Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7545 |
0.7387 |
|
R3 |
0.7500 |
0.7462 |
0.7364 |
|
R2 |
0.7417 |
0.7417 |
0.7356 |
|
R1 |
0.7379 |
0.7379 |
0.7349 |
0.7357 |
PP |
0.7334 |
0.7334 |
0.7334 |
0.7323 |
S1 |
0.7296 |
0.7296 |
0.7333 |
0.7274 |
S2 |
0.7251 |
0.7251 |
0.7326 |
|
S3 |
0.7168 |
0.7213 |
0.7318 |
|
S4 |
0.7085 |
0.7130 |
0.7295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7373 |
0.7290 |
0.0083 |
1.1% |
0.0033 |
0.4% |
62% |
True |
False |
47 |
10 |
0.7373 |
0.7290 |
0.0083 |
1.1% |
0.0025 |
0.3% |
62% |
True |
False |
49 |
20 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0026 |
0.3% |
58% |
False |
False |
60 |
40 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0025 |
0.3% |
39% |
False |
False |
49 |
60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0020 |
0.3% |
39% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7523 |
2.618 |
0.7465 |
1.618 |
0.7430 |
1.000 |
0.7408 |
0.618 |
0.7394 |
HIGH |
0.7373 |
0.618 |
0.7359 |
0.500 |
0.7355 |
0.382 |
0.7351 |
LOW |
0.7337 |
0.618 |
0.7315 |
1.000 |
0.7302 |
1.618 |
0.7280 |
2.618 |
0.7244 |
4.250 |
0.7186 |
|
|
Fisher Pivots for day following 03-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7355 |
0.7338 |
PP |
0.7350 |
0.7334 |
S1 |
0.7346 |
0.7331 |
|