CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 14-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7348 |
0.7361 |
0.0013 |
0.2% |
0.7351 |
High |
0.7348 |
0.7361 |
0.0013 |
0.2% |
0.7364 |
Low |
0.7341 |
0.7347 |
0.0006 |
0.1% |
0.7299 |
Close |
0.7345 |
0.7354 |
0.0009 |
0.1% |
0.7344 |
Range |
0.0007 |
0.0014 |
0.0007 |
100.0% |
0.0065 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
20 |
43 |
23 |
115.0% |
306 |
|
Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7396 |
0.7389 |
0.7361 |
|
R3 |
0.7382 |
0.7375 |
0.7357 |
|
R2 |
0.7368 |
0.7368 |
0.7356 |
|
R1 |
0.7361 |
0.7361 |
0.7355 |
0.7357 |
PP |
0.7354 |
0.7354 |
0.7354 |
0.7352 |
S1 |
0.7347 |
0.7347 |
0.7352 |
0.7343 |
S2 |
0.7340 |
0.7340 |
0.7351 |
|
S3 |
0.7326 |
0.7333 |
0.7350 |
|
S4 |
0.7312 |
0.7319 |
0.7346 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7530 |
0.7502 |
0.7379 |
|
R3 |
0.7465 |
0.7437 |
0.7361 |
|
R2 |
0.7400 |
0.7400 |
0.7355 |
|
R1 |
0.7372 |
0.7372 |
0.7349 |
0.7354 |
PP |
0.7335 |
0.7335 |
0.7335 |
0.7326 |
S1 |
0.7307 |
0.7307 |
0.7338 |
0.7289 |
S2 |
0.7270 |
0.7270 |
0.7332 |
|
S3 |
0.7205 |
0.7242 |
0.7326 |
|
S4 |
0.7140 |
0.7177 |
0.7308 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7364 |
0.7299 |
0.0065 |
0.9% |
0.0016 |
0.2% |
85% |
False |
False |
47 |
10 |
0.7373 |
0.7290 |
0.0083 |
1.1% |
0.0022 |
0.3% |
77% |
False |
False |
51 |
20 |
0.7373 |
0.7276 |
0.0097 |
1.3% |
0.0021 |
0.3% |
80% |
False |
False |
45 |
40 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
51% |
False |
False |
53 |
60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
45% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7421 |
2.618 |
0.7398 |
1.618 |
0.7384 |
1.000 |
0.7375 |
0.618 |
0.7370 |
HIGH |
0.7361 |
0.618 |
0.7356 |
0.500 |
0.7354 |
0.382 |
0.7352 |
LOW |
0.7347 |
0.618 |
0.7338 |
1.000 |
0.7333 |
1.618 |
0.7324 |
2.618 |
0.7310 |
4.250 |
0.7288 |
|
|
Fisher Pivots for day following 14-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7354 |
0.7352 |
PP |
0.7354 |
0.7351 |
S1 |
0.7354 |
0.7350 |
|