CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7376 |
0.0011 |
0.1% |
0.7395 |
| High |
0.7378 |
0.7390 |
0.0013 |
0.2% |
0.7428 |
| Low |
0.7352 |
0.7362 |
0.0010 |
0.1% |
0.7335 |
| Close |
0.7374 |
0.7371 |
-0.0003 |
0.0% |
0.7367 |
| Range |
0.0026 |
0.0029 |
0.0003 |
9.6% |
0.0093 |
| ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
65,935 |
70,528 |
4,593 |
7.0% |
463,784 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7460 |
0.7444 |
0.7386 |
|
| R3 |
0.7431 |
0.7415 |
0.7378 |
|
| R2 |
0.7403 |
0.7403 |
0.7376 |
|
| R1 |
0.7387 |
0.7387 |
0.7373 |
0.7380 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7371 |
| S1 |
0.7358 |
0.7358 |
0.7368 |
0.7352 |
| S2 |
0.7346 |
0.7346 |
0.7365 |
|
| S3 |
0.7317 |
0.7330 |
0.7363 |
|
| S4 |
0.7289 |
0.7301 |
0.7355 |
|
|
| 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% |
38% |
False |
False |
93,968 |
| 10 |
0.7428 |
0.7335 |
0.0093 |
1.3% |
0.0035 |
0.5% |
38% |
False |
False |
81,936 |
| 20 |
0.7442 |
0.7335 |
0.0107 |
1.5% |
0.0036 |
0.5% |
33% |
False |
False |
89,498 |
| 40 |
0.7462 |
0.7335 |
0.0127 |
1.7% |
0.0034 |
0.5% |
28% |
False |
False |
46,374 |
| 60 |
0.7508 |
0.7335 |
0.0173 |
2.3% |
0.0035 |
0.5% |
21% |
False |
False |
31,063 |
| 80 |
0.7604 |
0.7335 |
0.0269 |
3.6% |
0.0035 |
0.5% |
13% |
False |
False |
23,330 |
| 100 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0032 |
0.4% |
27% |
False |
False |
18,678 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0031 |
0.4% |
38% |
False |
False |
15,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7511 |
|
2.618 |
0.7465 |
|
1.618 |
0.7436 |
|
1.000 |
0.7419 |
|
0.618 |
0.7408 |
|
HIGH |
0.7390 |
|
0.618 |
0.7379 |
|
0.500 |
0.7376 |
|
0.382 |
0.7372 |
|
LOW |
0.7362 |
|
0.618 |
0.7344 |
|
1.000 |
0.7333 |
|
1.618 |
0.7315 |
|
2.618 |
0.7287 |
|
4.250 |
0.7240 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7376 |
0.7369 |
| PP |
0.7374 |
0.7367 |
| S1 |
0.7372 |
0.7365 |
|