CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7260 |
0.7239 |
-0.0021 |
-0.3% |
0.7365 |
| High |
0.7267 |
0.7275 |
0.0008 |
0.1% |
0.7390 |
| Low |
0.7229 |
0.7234 |
0.0005 |
0.1% |
0.7260 |
| Close |
0.7248 |
0.7268 |
0.0020 |
0.3% |
0.7262 |
| Range |
0.0038 |
0.0041 |
0.0004 |
9.3% |
0.0131 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
| Volume |
111,464 |
78,388 |
-33,076 |
-29.7% |
546,927 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7366 |
0.7291 |
|
| R3 |
0.7341 |
0.7325 |
0.7279 |
|
| R2 |
0.7300 |
0.7300 |
0.7276 |
|
| R1 |
0.7284 |
0.7284 |
0.7272 |
0.7292 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7263 |
| S1 |
0.7243 |
0.7243 |
0.7264 |
0.7251 |
| S2 |
0.7218 |
0.7218 |
0.7260 |
|
| S3 |
0.7177 |
0.7202 |
0.7257 |
|
| S4 |
0.7136 |
0.7161 |
0.7245 |
|
|
| 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 |
0.7327 |
0.7229 |
0.0098 |
1.3% |
0.0041 |
0.6% |
40% |
False |
False |
101,504 |
| 10 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0044 |
0.6% |
20% |
False |
False |
108,773 |
| 20 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0041 |
0.6% |
18% |
False |
False |
94,356 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
17% |
False |
False |
63,749 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
15% |
False |
False |
42,662 |
| 80 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0036 |
0.5% |
10% |
False |
False |
32,050 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0034 |
0.5% |
10% |
False |
False |
25,660 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
11% |
False |
False |
21,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7449 |
|
2.618 |
0.7382 |
|
1.618 |
0.7341 |
|
1.000 |
0.7316 |
|
0.618 |
0.7300 |
|
HIGH |
0.7275 |
|
0.618 |
0.7259 |
|
0.500 |
0.7254 |
|
0.382 |
0.7249 |
|
LOW |
0.7234 |
|
0.618 |
0.7208 |
|
1.000 |
0.7193 |
|
1.618 |
0.7167 |
|
2.618 |
0.7126 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7266 |
| PP |
0.7259 |
0.7263 |
| S1 |
0.7254 |
0.7261 |
|