CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7370 |
0.7346 |
-0.0024 |
-0.3% |
0.7348 |
| High |
0.7370 |
0.7352 |
-0.0019 |
-0.3% |
0.7381 |
| Low |
0.7350 |
0.7332 |
-0.0018 |
-0.2% |
0.7341 |
| Close |
0.7355 |
0.7332 |
-0.0023 |
-0.3% |
0.7377 |
| Range |
0.0020 |
0.0020 |
-0.0001 |
-2.5% |
0.0040 |
| ATR |
0.0024 |
0.0024 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
38 |
60 |
22 |
57.9% |
282 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7384 |
0.7343 |
|
| R3 |
0.7378 |
0.7365 |
0.7337 |
|
| R2 |
0.7358 |
0.7358 |
0.7336 |
|
| R1 |
0.7345 |
0.7345 |
0.7334 |
0.7342 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7337 |
| S1 |
0.7326 |
0.7326 |
0.7330 |
0.7322 |
| S2 |
0.7319 |
0.7319 |
0.7328 |
|
| S3 |
0.7300 |
0.7306 |
0.7327 |
|
| S4 |
0.7280 |
0.7287 |
0.7321 |
|
|
| 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 |
0.7380 |
0.7332 |
0.0048 |
0.7% |
0.0018 |
0.2% |
0% |
False |
True |
37 |
| 10 |
0.7381 |
0.7332 |
0.0049 |
0.7% |
0.0018 |
0.2% |
0% |
False |
True |
54 |
| 20 |
0.7381 |
0.7290 |
0.0092 |
1.2% |
0.0022 |
0.3% |
46% |
False |
False |
50 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0023 |
0.3% |
40% |
False |
False |
56 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
35% |
False |
False |
48 |
| 80 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0019 |
0.3% |
31% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7434 |
|
2.618 |
0.7403 |
|
1.618 |
0.7383 |
|
1.000 |
0.7371 |
|
0.618 |
0.7364 |
|
HIGH |
0.7352 |
|
0.618 |
0.7344 |
|
0.500 |
0.7342 |
|
0.382 |
0.7339 |
|
LOW |
0.7332 |
|
0.618 |
0.7320 |
|
1.000 |
0.7313 |
|
1.618 |
0.7300 |
|
2.618 |
0.7281 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7356 |
| PP |
0.7339 |
0.7348 |
| S1 |
0.7335 |
0.7340 |
|