CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7282 |
0.0012 |
0.2% |
0.7268 |
| High |
0.7293 |
0.7313 |
0.0020 |
0.3% |
0.7293 |
| Low |
0.7250 |
0.7278 |
0.0028 |
0.4% |
0.7229 |
| Close |
0.7278 |
0.7309 |
0.0032 |
0.4% |
0.7278 |
| Range |
0.0043 |
0.0036 |
-0.0008 |
-17.4% |
0.0064 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
93,854 |
72,559 |
-21,295 |
-22.7% |
454,559 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7393 |
0.7329 |
|
| R3 |
0.7371 |
0.7358 |
0.7319 |
|
| R2 |
0.7335 |
0.7335 |
0.7316 |
|
| R1 |
0.7322 |
0.7322 |
0.7312 |
0.7329 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7303 |
| S1 |
0.7287 |
0.7287 |
0.7306 |
0.7293 |
| S2 |
0.7264 |
0.7264 |
0.7302 |
|
| S3 |
0.7229 |
0.7251 |
0.7299 |
|
| S4 |
0.7193 |
0.7216 |
0.7289 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7432 |
0.7313 |
|
| R3 |
0.7395 |
0.7368 |
0.7295 |
|
| R2 |
0.7331 |
0.7331 |
0.7289 |
|
| R1 |
0.7304 |
0.7304 |
0.7283 |
0.7317 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7273 |
| S1 |
0.7240 |
0.7240 |
0.7272 |
0.7253 |
| S2 |
0.7203 |
0.7203 |
0.7266 |
|
| S3 |
0.7139 |
0.7176 |
0.7260 |
|
| S4 |
0.7075 |
0.7112 |
0.7242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7313 |
0.7229 |
0.0084 |
1.1% |
0.0036 |
0.5% |
95% |
True |
False |
85,796 |
| 10 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0041 |
0.6% |
50% |
False |
False |
100,811 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0038 |
0.5% |
40% |
False |
False |
91,030 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
34% |
False |
False |
69,656 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
30% |
False |
False |
46,636 |
| 80 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
21% |
False |
False |
35,035 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
21% |
False |
False |
28,050 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
22% |
False |
False |
23,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7406 |
|
1.618 |
0.7370 |
|
1.000 |
0.7349 |
|
0.618 |
0.7335 |
|
HIGH |
0.7313 |
|
0.618 |
0.7299 |
|
0.500 |
0.7295 |
|
0.382 |
0.7291 |
|
LOW |
0.7278 |
|
0.618 |
0.7256 |
|
1.000 |
0.7242 |
|
1.618 |
0.7220 |
|
2.618 |
0.7185 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7304 |
0.7300 |
| PP |
0.7300 |
0.7291 |
| S1 |
0.7295 |
0.7282 |
|