CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7367 |
0.0047 |
0.6% |
0.7365 |
| High |
0.7350 |
0.7368 |
0.0018 |
0.2% |
0.7373 |
| Low |
0.7319 |
0.7336 |
0.0017 |
0.2% |
0.7319 |
| Close |
0.7343 |
0.7368 |
0.0026 |
0.3% |
0.7368 |
| Range |
0.0031 |
0.0032 |
0.0001 |
3.2% |
0.0054 |
| ATR |
0.0027 |
0.0027 |
0.0000 |
1.4% |
0.0000 |
| Volume |
17 |
6 |
-11 |
-64.7% |
57 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7443 |
0.7386 |
|
| R3 |
0.7421 |
0.7411 |
0.7377 |
|
| R2 |
0.7389 |
0.7389 |
0.7374 |
|
| R1 |
0.7379 |
0.7379 |
0.7371 |
0.7384 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7360 |
| S1 |
0.7347 |
0.7347 |
0.7365 |
0.7352 |
| S2 |
0.7325 |
0.7325 |
0.7362 |
|
| S3 |
0.7293 |
0.7315 |
0.7359 |
|
| S4 |
0.7261 |
0.7283 |
0.7350 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7496 |
0.7398 |
|
| R3 |
0.7461 |
0.7442 |
0.7383 |
|
| R2 |
0.7407 |
0.7407 |
0.7378 |
|
| R1 |
0.7388 |
0.7388 |
0.7373 |
0.7398 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7358 |
| S1 |
0.7334 |
0.7334 |
0.7363 |
0.7344 |
| S2 |
0.7299 |
0.7299 |
0.7358 |
|
| S3 |
0.7245 |
0.7280 |
0.7353 |
|
| S4 |
0.7191 |
0.7226 |
0.7338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7373 |
0.7316 |
0.0058 |
0.8% |
0.0027 |
0.4% |
91% |
False |
False |
14 |
| 10 |
0.7379 |
0.7308 |
0.0072 |
1.0% |
0.0024 |
0.3% |
85% |
False |
False |
24 |
| 20 |
0.7381 |
0.7299 |
0.0083 |
1.1% |
0.0022 |
0.3% |
84% |
False |
False |
42 |
| 40 |
0.7409 |
0.7258 |
0.0152 |
2.1% |
0.0024 |
0.3% |
73% |
False |
False |
51 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
52% |
False |
False |
46 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0020 |
0.3% |
52% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7452 |
|
1.618 |
0.7420 |
|
1.000 |
0.7400 |
|
0.618 |
0.7388 |
|
HIGH |
0.7368 |
|
0.618 |
0.7356 |
|
0.500 |
0.7352 |
|
0.382 |
0.7348 |
|
LOW |
0.7336 |
|
0.618 |
0.7316 |
|
1.000 |
0.7304 |
|
1.618 |
0.7284 |
|
2.618 |
0.7252 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7360 |
| PP |
0.7357 |
0.7352 |
| S1 |
0.7352 |
0.7344 |
|