CME Canadian Dollar Future September 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 |
0.7332 |
0.7340 |
0.0008 |
0.1% |
0.7365 |
| High |
0.7361 |
0.7341 |
-0.0020 |
-0.3% |
0.7371 |
| Low |
0.7332 |
0.7307 |
-0.0026 |
-0.3% |
0.7294 |
| Close |
0.7344 |
0.7309 |
-0.0035 |
-0.5% |
0.7336 |
| Range |
0.0029 |
0.0035 |
0.0006 |
19.0% |
0.0077 |
| ATR |
0.0032 |
0.0033 |
0.0000 |
1.1% |
0.0000 |
| Volume |
3,047 |
3,344 |
297 |
9.7% |
8,733 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7400 |
0.7328 |
|
| R3 |
0.7388 |
0.7366 |
0.7318 |
|
| R2 |
0.7353 |
0.7353 |
0.7315 |
|
| R1 |
0.7331 |
0.7331 |
0.7312 |
0.7325 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7316 |
| S1 |
0.7297 |
0.7297 |
0.7306 |
0.7291 |
| S2 |
0.7284 |
0.7284 |
0.7303 |
|
| S3 |
0.7250 |
0.7262 |
0.7300 |
|
| S4 |
0.7215 |
0.7228 |
0.7290 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7527 |
0.7378 |
|
| R3 |
0.7487 |
0.7450 |
0.7357 |
|
| R2 |
0.7410 |
0.7410 |
0.7350 |
|
| R1 |
0.7373 |
0.7373 |
0.7343 |
0.7353 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7323 |
| S1 |
0.7296 |
0.7296 |
0.7328 |
0.7276 |
| S2 |
0.7256 |
0.7256 |
0.7321 |
|
| S3 |
0.7179 |
0.7219 |
0.7314 |
|
| S4 |
0.7102 |
0.7142 |
0.7293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7361 |
0.7294 |
0.0068 |
0.9% |
0.0038 |
0.5% |
23% |
False |
False |
2,539 |
| 10 |
0.7374 |
0.7294 |
0.0081 |
1.1% |
0.0032 |
0.4% |
19% |
False |
False |
1,788 |
| 20 |
0.7374 |
0.7275 |
0.0100 |
1.4% |
0.0031 |
0.4% |
35% |
False |
False |
1,124 |
| 40 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0034 |
0.5% |
34% |
False |
False |
778 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
30% |
False |
False |
570 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0026 |
0.4% |
30% |
False |
False |
439 |
| 100 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0025 |
0.3% |
22% |
False |
False |
357 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
18% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7431 |
|
1.618 |
0.7397 |
|
1.000 |
0.7376 |
|
0.618 |
0.7362 |
|
HIGH |
0.7341 |
|
0.618 |
0.7328 |
|
0.500 |
0.7324 |
|
0.382 |
0.7320 |
|
LOW |
0.7307 |
|
0.618 |
0.7285 |
|
1.000 |
0.7272 |
|
1.618 |
0.7251 |
|
2.618 |
0.7216 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7324 |
0.7328 |
| PP |
0.7319 |
0.7322 |
| S1 |
0.7314 |
0.7315 |
|