CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7346 |
-0.0019 |
-0.3% |
0.7379 |
| High |
0.7373 |
0.7346 |
-0.0027 |
-0.4% |
0.7379 |
| Low |
0.7358 |
0.7323 |
-0.0035 |
-0.5% |
0.7308 |
| Close |
0.7358 |
0.7323 |
-0.0035 |
-0.5% |
0.7350 |
| Range |
0.0015 |
0.0023 |
0.0008 |
53.3% |
0.0072 |
| ATR |
0.0026 |
0.0027 |
0.0001 |
2.5% |
0.0000 |
| Volume |
19 |
15 |
-4 |
-21.1% |
140 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7384 |
0.7336 |
|
| R3 |
0.7377 |
0.7361 |
0.7329 |
|
| R2 |
0.7354 |
0.7354 |
0.7327 |
|
| R1 |
0.7338 |
0.7338 |
0.7325 |
0.7335 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7329 |
| S1 |
0.7315 |
0.7315 |
0.7321 |
0.7312 |
| S2 |
0.7308 |
0.7308 |
0.7319 |
|
| S3 |
0.7285 |
0.7292 |
0.7317 |
|
| S4 |
0.7262 |
0.7269 |
0.7310 |
|
|
| 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% |
24% |
False |
False |
25 |
| 10 |
0.7381 |
0.7308 |
0.0074 |
1.0% |
0.0023 |
0.3% |
21% |
False |
False |
39 |
| 20 |
0.7381 |
0.7290 |
0.0092 |
1.2% |
0.0022 |
0.3% |
37% |
False |
False |
45 |
| 40 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0024 |
0.3% |
35% |
False |
False |
53 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
31% |
False |
False |
47 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0020 |
0.3% |
31% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7444 |
|
2.618 |
0.7406 |
|
1.618 |
0.7383 |
|
1.000 |
0.7369 |
|
0.618 |
0.7360 |
|
HIGH |
0.7346 |
|
0.618 |
0.7337 |
|
0.500 |
0.7335 |
|
0.382 |
0.7332 |
|
LOW |
0.7323 |
|
0.618 |
0.7309 |
|
1.000 |
0.7300 |
|
1.618 |
0.7286 |
|
2.618 |
0.7263 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7335 |
0.7344 |
| PP |
0.7331 |
0.7337 |
| S1 |
0.7327 |
0.7330 |
|