CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7373 |
-0.0008 |
-0.1% |
0.7348 |
| High |
0.7380 |
0.7378 |
-0.0002 |
0.0% |
0.7381 |
| Low |
0.7364 |
0.7359 |
-0.0005 |
-0.1% |
0.7341 |
| Close |
0.7375 |
0.7377 |
0.0002 |
0.0% |
0.7377 |
| Range |
0.0017 |
0.0020 |
0.0003 |
18.2% |
0.0040 |
| ATR |
0.0026 |
0.0025 |
0.0000 |
-1.8% |
0.0000 |
| Volume |
26 |
51 |
25 |
96.2% |
282 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7423 |
0.7387 |
|
| R3 |
0.7410 |
0.7403 |
0.7382 |
|
| R2 |
0.7391 |
0.7391 |
0.7380 |
|
| R1 |
0.7384 |
0.7384 |
0.7378 |
0.7387 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7373 |
| S1 |
0.7364 |
0.7364 |
0.7375 |
0.7368 |
| S2 |
0.7352 |
0.7352 |
0.7373 |
|
| S3 |
0.7332 |
0.7345 |
0.7371 |
|
| S4 |
0.7313 |
0.7325 |
0.7366 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7471 |
0.7399 |
|
| R3 |
0.7446 |
0.7431 |
0.7388 |
|
| R2 |
0.7406 |
0.7406 |
0.7384 |
|
| R1 |
0.7391 |
0.7391 |
0.7380 |
0.7399 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7370 |
| S1 |
0.7351 |
0.7351 |
0.7373 |
0.7359 |
| S2 |
0.7326 |
0.7326 |
0.7369 |
|
| S3 |
0.7286 |
0.7311 |
0.7366 |
|
| S4 |
0.7246 |
0.7271 |
0.7355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7381 |
0.7341 |
0.0040 |
0.5% |
0.0017 |
0.2% |
89% |
False |
False |
56 |
| 10 |
0.7381 |
0.7299 |
0.0083 |
1.1% |
0.0018 |
0.2% |
95% |
False |
False |
58 |
| 20 |
0.7381 |
0.7290 |
0.0092 |
1.2% |
0.0022 |
0.3% |
95% |
False |
False |
54 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0024 |
0.3% |
64% |
False |
False |
56 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
56% |
False |
False |
47 |
| 80 |
0.7497 |
0.7258 |
0.0239 |
3.2% |
0.0019 |
0.3% |
50% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7461 |
|
2.618 |
0.7429 |
|
1.618 |
0.7410 |
|
1.000 |
0.7398 |
|
0.618 |
0.7390 |
|
HIGH |
0.7378 |
|
0.618 |
0.7371 |
|
0.500 |
0.7368 |
|
0.382 |
0.7366 |
|
LOW |
0.7359 |
|
0.618 |
0.7346 |
|
1.000 |
0.7339 |
|
1.618 |
0.7327 |
|
2.618 |
0.7307 |
|
4.250 |
0.7276 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7373 |
| PP |
0.7371 |
0.7370 |
| S1 |
0.7368 |
0.7367 |
|