CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7380 |
0.0014 |
0.2% |
0.7351 |
| High |
0.7381 |
0.7380 |
-0.0001 |
0.0% |
0.7364 |
| Low |
0.7352 |
0.7364 |
0.0012 |
0.2% |
0.7299 |
| Close |
0.7381 |
0.7375 |
-0.0006 |
-0.1% |
0.7344 |
| Range |
0.0029 |
0.0017 |
-0.0013 |
-43.1% |
0.0065 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
142 |
26 |
-116 |
-81.7% |
306 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7415 |
0.7384 |
|
| R3 |
0.7406 |
0.7399 |
0.7380 |
|
| R2 |
0.7389 |
0.7389 |
0.7378 |
|
| R1 |
0.7382 |
0.7382 |
0.7377 |
0.7378 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7371 |
| S1 |
0.7366 |
0.7366 |
0.7373 |
0.7361 |
| S2 |
0.7356 |
0.7356 |
0.7372 |
|
| S3 |
0.7340 |
0.7349 |
0.7370 |
|
| S4 |
0.7323 |
0.7333 |
0.7366 |
|
|
| 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 |
0.7381 |
0.7337 |
0.0045 |
0.6% |
0.0019 |
0.3% |
87% |
False |
False |
73 |
| 10 |
0.7381 |
0.7299 |
0.0083 |
1.1% |
0.0020 |
0.3% |
93% |
False |
False |
59 |
| 20 |
0.7381 |
0.7277 |
0.0104 |
1.4% |
0.0022 |
0.3% |
94% |
False |
False |
52 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0024 |
0.3% |
63% |
False |
False |
55 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
55% |
False |
False |
46 |
| 80 |
0.7497 |
0.7258 |
0.0239 |
3.2% |
0.0019 |
0.3% |
49% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7450 |
|
2.618 |
0.7423 |
|
1.618 |
0.7407 |
|
1.000 |
0.7397 |
|
0.618 |
0.7390 |
|
HIGH |
0.7380 |
|
0.618 |
0.7374 |
|
0.500 |
0.7372 |
|
0.382 |
0.7370 |
|
LOW |
0.7364 |
|
0.618 |
0.7353 |
|
1.000 |
0.7347 |
|
1.618 |
0.7337 |
|
2.618 |
0.7320 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7371 |
| PP |
0.7373 |
0.7368 |
| S1 |
0.7372 |
0.7364 |
|