CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7365 |
0.0049 |
0.7% |
0.7379 |
| High |
0.7350 |
0.7373 |
0.0023 |
0.3% |
0.7379 |
| Low |
0.7316 |
0.7358 |
0.0043 |
0.6% |
0.7308 |
| Close |
0.7350 |
0.7358 |
0.0008 |
0.1% |
0.7350 |
| Range |
0.0035 |
0.0015 |
-0.0020 |
-56.5% |
0.0072 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
17 |
19 |
2 |
11.8% |
140 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7408 |
0.7398 |
0.7366 |
|
| R3 |
0.7393 |
0.7383 |
0.7362 |
|
| R2 |
0.7378 |
0.7378 |
0.7361 |
|
| R1 |
0.7368 |
0.7368 |
0.7359 |
0.7366 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7362 |
| S1 |
0.7353 |
0.7353 |
0.7357 |
0.7351 |
| S2 |
0.7348 |
0.7348 |
0.7355 |
|
| S3 |
0.7333 |
0.7338 |
0.7354 |
|
| S4 |
0.7318 |
0.7323 |
0.7350 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7527 |
0.7389 |
|
| R3 |
0.7489 |
0.7455 |
0.7370 |
|
| R2 |
0.7417 |
0.7417 |
0.7363 |
|
| R1 |
0.7384 |
0.7384 |
0.7357 |
0.7365 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7336 |
| S1 |
0.7312 |
0.7312 |
0.7343 |
0.7293 |
| S2 |
0.7274 |
0.7274 |
0.7337 |
|
| S3 |
0.7203 |
0.7241 |
0.7330 |
|
| S4 |
0.7131 |
0.7169 |
0.7311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7373 |
0.7308 |
0.0066 |
0.9% |
0.0025 |
0.3% |
77% |
True |
False |
29 |
| 10 |
0.7381 |
0.7308 |
0.0074 |
1.0% |
0.0022 |
0.3% |
69% |
False |
False |
42 |
| 20 |
0.7381 |
0.7290 |
0.0092 |
1.2% |
0.0023 |
0.3% |
75% |
False |
False |
46 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0024 |
0.3% |
54% |
False |
False |
54 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
47% |
False |
False |
47 |
| 80 |
0.7497 |
0.7258 |
0.0239 |
3.2% |
0.0020 |
0.3% |
42% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7437 |
|
2.618 |
0.7412 |
|
1.618 |
0.7397 |
|
1.000 |
0.7388 |
|
0.618 |
0.7382 |
|
HIGH |
0.7373 |
|
0.618 |
0.7367 |
|
0.500 |
0.7366 |
|
0.382 |
0.7364 |
|
LOW |
0.7358 |
|
0.618 |
0.7349 |
|
1.000 |
0.7343 |
|
1.618 |
0.7334 |
|
2.618 |
0.7319 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7352 |
| PP |
0.7363 |
0.7346 |
| S1 |
0.7361 |
0.7340 |
|