CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7393 |
-0.0009 |
-0.1% |
0.7395 |
| High |
0.7428 |
0.7394 |
-0.0034 |
-0.5% |
0.7428 |
| Low |
0.7384 |
0.7335 |
-0.0049 |
-0.7% |
0.7335 |
| Close |
0.7394 |
0.7367 |
-0.0027 |
-0.4% |
0.7367 |
| Range |
0.0045 |
0.0059 |
0.0015 |
32.6% |
0.0093 |
| ATR |
0.0035 |
0.0037 |
0.0002 |
4.8% |
0.0000 |
| Volume |
95,458 |
157,357 |
61,899 |
64.8% |
463,784 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7542 |
0.7513 |
0.7399 |
|
| R3 |
0.7483 |
0.7454 |
0.7383 |
|
| R2 |
0.7424 |
0.7424 |
0.7377 |
|
| R1 |
0.7395 |
0.7395 |
0.7372 |
0.7380 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7358 |
| S1 |
0.7336 |
0.7336 |
0.7361 |
0.7321 |
| S2 |
0.7306 |
0.7306 |
0.7356 |
|
| S3 |
0.7247 |
0.7277 |
0.7350 |
|
| S4 |
0.7188 |
0.7218 |
0.7334 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7604 |
0.7418 |
|
| R3 |
0.7563 |
0.7511 |
0.7392 |
|
| R2 |
0.7470 |
0.7470 |
0.7384 |
|
| R1 |
0.7418 |
0.7418 |
0.7375 |
0.7397 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7366 |
| S1 |
0.7325 |
0.7325 |
0.7358 |
0.7304 |
| S2 |
0.7284 |
0.7284 |
0.7349 |
|
| S3 |
0.7191 |
0.7232 |
0.7341 |
|
| S4 |
0.7098 |
0.7139 |
0.7315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7428 |
0.7335 |
0.0093 |
1.3% |
0.0040 |
0.5% |
34% |
False |
True |
92,756 |
| 10 |
0.7428 |
0.7335 |
0.0093 |
1.3% |
0.0037 |
0.5% |
34% |
False |
True |
83,800 |
| 20 |
0.7462 |
0.7335 |
0.0127 |
1.7% |
0.0037 |
0.5% |
25% |
False |
True |
84,571 |
| 40 |
0.7464 |
0.7335 |
0.0129 |
1.7% |
0.0034 |
0.5% |
25% |
False |
True |
42,976 |
| 60 |
0.7508 |
0.7335 |
0.0173 |
2.3% |
0.0035 |
0.5% |
18% |
False |
True |
28,792 |
| 80 |
0.7604 |
0.7335 |
0.0269 |
3.6% |
0.0035 |
0.5% |
12% |
False |
True |
21,626 |
| 100 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0032 |
0.4% |
33% |
False |
False |
17,313 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
37% |
False |
False |
14,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7548 |
|
1.618 |
0.7489 |
|
1.000 |
0.7453 |
|
0.618 |
0.7430 |
|
HIGH |
0.7394 |
|
0.618 |
0.7371 |
|
0.500 |
0.7365 |
|
0.382 |
0.7358 |
|
LOW |
0.7335 |
|
0.618 |
0.7299 |
|
1.000 |
0.7276 |
|
1.618 |
0.7240 |
|
2.618 |
0.7181 |
|
4.250 |
0.7084 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7382 |
| PP |
0.7365 |
0.7377 |
| S1 |
0.7365 |
0.7372 |
|