CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 16-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7268 |
0.7260 |
-0.0009 |
-0.1% |
0.7365 |
High |
0.7293 |
0.7267 |
-0.0027 |
-0.4% |
0.7390 |
Low |
0.7257 |
0.7229 |
-0.0028 |
-0.4% |
0.7260 |
Close |
0.7258 |
0.7248 |
-0.0010 |
-0.1% |
0.7262 |
Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0131 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.4% |
0.0000 |
Volume |
98,137 |
111,464 |
13,327 |
13.6% |
546,927 |
|
Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7360 |
0.7342 |
0.7269 |
|
R3 |
0.7323 |
0.7304 |
0.7258 |
|
R2 |
0.7285 |
0.7285 |
0.7255 |
|
R1 |
0.7267 |
0.7267 |
0.7251 |
0.7257 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7243 |
S1 |
0.7229 |
0.7229 |
0.7245 |
0.7220 |
S2 |
0.7210 |
0.7210 |
0.7241 |
|
S3 |
0.7173 |
0.7192 |
0.7238 |
|
S4 |
0.7135 |
0.7154 |
0.7227 |
|
|
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 |
0.7385 |
0.7229 |
0.0156 |
2.2% |
0.0049 |
0.7% |
12% |
False |
True |
124,013 |
10 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0044 |
0.6% |
10% |
False |
True |
108,990 |
20 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0041 |
0.6% |
9% |
False |
True |
97,240 |
40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
8% |
False |
True |
61,830 |
60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
7% |
False |
True |
41,364 |
80 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0036 |
0.5% |
5% |
False |
True |
31,072 |
100 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0033 |
0.5% |
5% |
False |
True |
24,876 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
6% |
False |
False |
20,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7426 |
2.618 |
0.7365 |
1.618 |
0.7327 |
1.000 |
0.7304 |
0.618 |
0.7290 |
HIGH |
0.7267 |
0.618 |
0.7252 |
0.500 |
0.7248 |
0.382 |
0.7243 |
LOW |
0.7229 |
0.618 |
0.7206 |
1.000 |
0.7192 |
1.618 |
0.7168 |
2.618 |
0.7131 |
4.250 |
0.7070 |
|
|
Fisher Pivots for day following 16-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7248 |
0.7272 |
PP |
0.7248 |
0.7264 |
S1 |
0.7248 |
0.7256 |
|