CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7377 |
0.7316 |
-0.0062 |
-0.8% |
0.7395 |
| High |
0.7385 |
0.7327 |
-0.0059 |
-0.8% |
0.7428 |
| Low |
0.7305 |
0.7293 |
-0.0013 |
-0.2% |
0.7335 |
| Close |
0.7311 |
0.7315 |
0.0004 |
0.1% |
0.7367 |
| Range |
0.0080 |
0.0034 |
-0.0046 |
-57.5% |
0.0093 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
190,929 |
121,277 |
-69,652 |
-36.5% |
463,784 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7413 |
0.7398 |
0.7333 |
|
| R3 |
0.7379 |
0.7364 |
0.7324 |
|
| R2 |
0.7345 |
0.7345 |
0.7321 |
|
| R1 |
0.7330 |
0.7330 |
0.7318 |
0.7321 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7307 |
| S1 |
0.7296 |
0.7296 |
0.7311 |
0.7287 |
| S2 |
0.7277 |
0.7277 |
0.7308 |
|
| S3 |
0.7243 |
0.7262 |
0.7305 |
|
| S4 |
0.7209 |
0.7228 |
0.7296 |
|
|
| 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 |
0.7394 |
0.7293 |
0.0102 |
1.4% |
0.0046 |
0.6% |
22% |
False |
True |
121,205 |
| 10 |
0.7428 |
0.7293 |
0.0136 |
1.9% |
0.0042 |
0.6% |
16% |
False |
True |
100,631 |
| 20 |
0.7442 |
0.7293 |
0.0150 |
2.0% |
0.0039 |
0.5% |
15% |
False |
True |
98,035 |
| 40 |
0.7462 |
0.7293 |
0.0170 |
2.3% |
0.0035 |
0.5% |
13% |
False |
True |
54,162 |
| 60 |
0.7492 |
0.7293 |
0.0200 |
2.7% |
0.0035 |
0.5% |
11% |
False |
True |
36,245 |
| 80 |
0.7604 |
0.7293 |
0.0311 |
4.3% |
0.0035 |
0.5% |
7% |
False |
True |
27,227 |
| 100 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0033 |
0.4% |
9% |
False |
False |
21,798 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0031 |
0.4% |
23% |
False |
False |
18,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7471 |
|
2.618 |
0.7416 |
|
1.618 |
0.7382 |
|
1.000 |
0.7361 |
|
0.618 |
0.7348 |
|
HIGH |
0.7327 |
|
0.618 |
0.7314 |
|
0.500 |
0.7310 |
|
0.382 |
0.7305 |
|
LOW |
0.7293 |
|
0.618 |
0.7271 |
|
1.000 |
0.7259 |
|
1.618 |
0.7237 |
|
2.618 |
0.7203 |
|
4.250 |
0.7148 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7313 |
0.7341 |
| PP |
0.7311 |
0.7332 |
| S1 |
0.7310 |
0.7323 |
|