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 |
|