CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7379 |
0.0007 |
0.1% |
0.7348 |
| High |
0.7378 |
0.7379 |
0.0001 |
0.0% |
0.7381 |
| Low |
0.7359 |
0.7365 |
0.0006 |
0.1% |
0.7341 |
| Close |
0.7377 |
0.7371 |
-0.0006 |
-0.1% |
0.7377 |
| Range |
0.0020 |
0.0015 |
-0.0005 |
-25.6% |
0.0040 |
| ATR |
0.0025 |
0.0025 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
51 |
10 |
-41 |
-80.4% |
282 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7407 |
0.7378 |
|
| R3 |
0.7400 |
0.7393 |
0.7374 |
|
| R2 |
0.7386 |
0.7386 |
0.7373 |
|
| R1 |
0.7378 |
0.7378 |
0.7372 |
0.7375 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7370 |
| S1 |
0.7364 |
0.7364 |
0.7369 |
0.7360 |
| S2 |
0.7357 |
0.7357 |
0.7368 |
|
| S3 |
0.7342 |
0.7349 |
0.7367 |
|
| S4 |
0.7328 |
0.7335 |
0.7363 |
|
|
| 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 |
0.7347 |
0.0034 |
0.5% |
0.0019 |
0.3% |
69% |
False |
False |
54 |
| 10 |
0.7381 |
0.7299 |
0.0083 |
1.1% |
0.0019 |
0.3% |
87% |
False |
False |
55 |
| 20 |
0.7381 |
0.7290 |
0.0092 |
1.2% |
0.0021 |
0.3% |
89% |
False |
False |
53 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0023 |
0.3% |
60% |
False |
False |
56 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
53% |
False |
False |
46 |
| 80 |
0.7497 |
0.7258 |
0.0239 |
3.2% |
0.0019 |
0.3% |
47% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7417 |
|
1.618 |
0.7402 |
|
1.000 |
0.7394 |
|
0.618 |
0.7388 |
|
HIGH |
0.7379 |
|
0.618 |
0.7373 |
|
0.500 |
0.7372 |
|
0.382 |
0.7370 |
|
LOW |
0.7365 |
|
0.618 |
0.7356 |
|
1.000 |
0.7350 |
|
1.618 |
0.7341 |
|
2.618 |
0.7327 |
|
4.250 |
0.7303 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7370 |
| PP |
0.7371 |
0.7370 |
| S1 |
0.7371 |
0.7369 |
|