CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 15-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7311 |
0.7268 |
-0.0043 |
-0.6% |
0.7365 |
High |
0.7316 |
0.7293 |
-0.0023 |
-0.3% |
0.7390 |
Low |
0.7260 |
0.7257 |
-0.0003 |
0.0% |
0.7260 |
Close |
0.7262 |
0.7258 |
-0.0004 |
0.0% |
0.7262 |
Range |
0.0056 |
0.0037 |
-0.0020 |
-34.8% |
0.0131 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
Volume |
98,258 |
98,137 |
-121 |
-0.1% |
546,927 |
|
Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7379 |
0.7355 |
0.7278 |
|
R3 |
0.7342 |
0.7318 |
0.7268 |
|
R2 |
0.7306 |
0.7306 |
0.7265 |
|
R1 |
0.7282 |
0.7282 |
0.7261 |
0.7276 |
PP |
0.7269 |
0.7269 |
0.7269 |
0.7266 |
S1 |
0.7245 |
0.7245 |
0.7255 |
0.7239 |
S2 |
0.7233 |
0.7233 |
0.7251 |
|
S3 |
0.7196 |
0.7209 |
0.7248 |
|
S4 |
0.7160 |
0.7172 |
0.7238 |
|
|
Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7609 |
0.7333 |
|
R3 |
0.7565 |
0.7478 |
0.7297 |
|
R2 |
0.7434 |
0.7434 |
0.7285 |
|
R1 |
0.7348 |
0.7348 |
0.7273 |
0.7326 |
PP |
0.7304 |
0.7304 |
0.7304 |
0.7293 |
S1 |
0.7217 |
0.7217 |
0.7250 |
0.7195 |
S2 |
0.7173 |
0.7173 |
0.7238 |
|
S3 |
0.7043 |
0.7087 |
0.7226 |
|
S4 |
0.6912 |
0.6956 |
0.7190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7390 |
0.7257 |
0.0134 |
1.8% |
0.0047 |
0.6% |
1% |
False |
True |
115,825 |
10 |
0.7428 |
0.7257 |
0.0172 |
2.4% |
0.0042 |
0.6% |
1% |
False |
True |
103,468 |
20 |
0.7442 |
0.7257 |
0.0186 |
2.6% |
0.0040 |
0.6% |
1% |
False |
True |
95,090 |
40 |
0.7462 |
0.7257 |
0.0206 |
2.8% |
0.0036 |
0.5% |
1% |
False |
True |
59,049 |
60 |
0.7492 |
0.7257 |
0.0236 |
3.2% |
0.0036 |
0.5% |
1% |
False |
True |
39,509 |
80 |
0.7604 |
0.7257 |
0.0347 |
4.8% |
0.0035 |
0.5% |
0% |
False |
True |
29,679 |
100 |
0.7604 |
0.7257 |
0.0347 |
4.8% |
0.0033 |
0.5% |
0% |
False |
True |
23,762 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
8% |
False |
False |
19,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7448 |
2.618 |
0.7389 |
1.618 |
0.7352 |
1.000 |
0.7330 |
0.618 |
0.7316 |
HIGH |
0.7293 |
0.618 |
0.7279 |
0.500 |
0.7275 |
0.382 |
0.7270 |
LOW |
0.7257 |
0.618 |
0.7234 |
1.000 |
0.7220 |
1.618 |
0.7197 |
2.618 |
0.7161 |
4.250 |
0.7101 |
|
|
Fisher Pivots for day following 15-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7275 |
0.7292 |
PP |
0.7269 |
0.7280 |
S1 |
0.7264 |
0.7269 |
|