CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7338 |
-0.0013 |
-0.2% |
0.7359 |
| High |
0.7356 |
0.7343 |
-0.0013 |
-0.2% |
0.7373 |
| Low |
0.7351 |
0.7313 |
-0.0039 |
-0.5% |
0.7290 |
| Close |
0.7354 |
0.7314 |
-0.0040 |
-0.5% |
0.7341 |
| Range |
0.0005 |
0.0031 |
0.0026 |
510.0% |
0.0083 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
3.2% |
0.0000 |
| Volume |
47 |
85 |
38 |
80.9% |
239 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7395 |
0.7331 |
|
| R3 |
0.7384 |
0.7364 |
0.7322 |
|
| R2 |
0.7354 |
0.7354 |
0.7320 |
|
| R1 |
0.7334 |
0.7334 |
0.7317 |
0.7329 |
| PP |
0.7323 |
0.7323 |
0.7323 |
0.7321 |
| S1 |
0.7303 |
0.7303 |
0.7311 |
0.7298 |
| S2 |
0.7293 |
0.7293 |
0.7308 |
|
| S3 |
0.7262 |
0.7273 |
0.7306 |
|
| S4 |
0.7232 |
0.7242 |
0.7297 |
|
|
| 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% |
0.0028 |
0.4% |
30% |
False |
False |
55 |
| 10 |
0.7373 |
0.7290 |
0.0083 |
1.1% |
0.0026 |
0.4% |
30% |
False |
False |
57 |
| 20 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0026 |
0.4% |
39% |
False |
False |
64 |
| 40 |
0.7457 |
0.7258 |
0.0199 |
2.7% |
0.0025 |
0.3% |
28% |
False |
False |
51 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
27% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7423 |
|
1.618 |
0.7392 |
|
1.000 |
0.7374 |
|
0.618 |
0.7362 |
|
HIGH |
0.7343 |
|
0.618 |
0.7331 |
|
0.500 |
0.7328 |
|
0.382 |
0.7324 |
|
LOW |
0.7313 |
|
0.618 |
0.7294 |
|
1.000 |
0.7282 |
|
1.618 |
0.7263 |
|
2.618 |
0.7233 |
|
4.250 |
0.7183 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7343 |
| PP |
0.7323 |
0.7333 |
| S1 |
0.7319 |
0.7324 |
|