CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7282 |
0.7307 |
0.0025 |
0.3% |
0.7268 |
| High |
0.7313 |
0.7330 |
0.0017 |
0.2% |
0.7293 |
| Low |
0.7278 |
0.7298 |
0.0021 |
0.3% |
0.7229 |
| Close |
0.7309 |
0.7326 |
0.0017 |
0.2% |
0.7278 |
| Range |
0.0036 |
0.0032 |
-0.0004 |
-11.3% |
0.0064 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
72,559 |
101,510 |
28,951 |
39.9% |
454,559 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7401 |
0.7343 |
|
| R3 |
0.7381 |
0.7369 |
0.7335 |
|
| R2 |
0.7349 |
0.7349 |
0.7332 |
|
| R1 |
0.7338 |
0.7338 |
0.7329 |
0.7344 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7321 |
| S1 |
0.7306 |
0.7306 |
0.7323 |
0.7312 |
| S2 |
0.7286 |
0.7286 |
0.7320 |
|
| S3 |
0.7255 |
0.7275 |
0.7317 |
|
| S4 |
0.7223 |
0.7243 |
0.7309 |
|
|
| 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 |
0.7330 |
0.7234 |
0.0096 |
1.3% |
0.0034 |
0.5% |
96% |
True |
False |
83,805 |
| 10 |
0.7385 |
0.7229 |
0.0156 |
2.1% |
0.0042 |
0.6% |
62% |
False |
False |
103,909 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0038 |
0.5% |
49% |
False |
False |
92,922 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
42% |
False |
False |
72,146 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
37% |
False |
False |
48,322 |
| 80 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
26% |
False |
False |
36,302 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
26% |
False |
False |
29,065 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
26% |
False |
False |
24,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7463 |
|
2.618 |
0.7412 |
|
1.618 |
0.7380 |
|
1.000 |
0.7361 |
|
0.618 |
0.7349 |
|
HIGH |
0.7330 |
|
0.618 |
0.7317 |
|
0.500 |
0.7314 |
|
0.382 |
0.7310 |
|
LOW |
0.7298 |
|
0.618 |
0.7279 |
|
1.000 |
0.7267 |
|
1.618 |
0.7247 |
|
2.618 |
0.7216 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7314 |
| PP |
0.7318 |
0.7302 |
| S1 |
0.7314 |
0.7290 |
|