CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7304 |
0.7328 |
0.0025 |
0.3% |
0.7282 |
| High |
0.7332 |
0.7341 |
0.0009 |
0.1% |
0.7341 |
| Low |
0.7289 |
0.7308 |
0.0019 |
0.3% |
0.7278 |
| Close |
0.7326 |
0.7329 |
0.0004 |
0.0% |
0.7329 |
| Range |
0.0044 |
0.0034 |
-0.0010 |
-23.0% |
0.0064 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
87,883 |
91,897 |
4,014 |
4.6% |
429,915 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7426 |
0.7411 |
0.7347 |
|
| R3 |
0.7393 |
0.7378 |
0.7338 |
|
| R2 |
0.7359 |
0.7359 |
0.7335 |
|
| R1 |
0.7344 |
0.7344 |
0.7332 |
0.7352 |
| PP |
0.7326 |
0.7326 |
0.7326 |
0.7330 |
| S1 |
0.7311 |
0.7311 |
0.7326 |
0.7318 |
| S2 |
0.7292 |
0.7292 |
0.7323 |
|
| S3 |
0.7259 |
0.7277 |
0.7320 |
|
| S4 |
0.7225 |
0.7244 |
0.7311 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7481 |
0.7364 |
|
| R3 |
0.7443 |
0.7418 |
0.7346 |
|
| R2 |
0.7379 |
0.7379 |
0.7341 |
|
| R1 |
0.7354 |
0.7354 |
0.7335 |
0.7367 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7322 |
| S1 |
0.7291 |
0.7291 |
0.7323 |
0.7303 |
| S2 |
0.7252 |
0.7252 |
0.7317 |
|
| S3 |
0.7189 |
0.7227 |
0.7312 |
|
| S4 |
0.7125 |
0.7164 |
0.7294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7278 |
0.0064 |
0.9% |
0.0037 |
0.5% |
81% |
True |
False |
85,983 |
| 10 |
0.7341 |
0.7229 |
0.0112 |
1.5% |
0.0036 |
0.5% |
89% |
True |
False |
88,447 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0039 |
0.5% |
50% |
False |
False |
94,759 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
43% |
False |
False |
78,413 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
38% |
False |
False |
52,567 |
| 80 |
0.7540 |
0.7229 |
0.0311 |
4.2% |
0.0036 |
0.5% |
32% |
False |
False |
39,495 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
27% |
False |
False |
31,620 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0032 |
0.4% |
27% |
False |
False |
26,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7483 |
|
2.618 |
0.7429 |
|
1.618 |
0.7395 |
|
1.000 |
0.7375 |
|
0.618 |
0.7362 |
|
HIGH |
0.7341 |
|
0.618 |
0.7328 |
|
0.500 |
0.7324 |
|
0.382 |
0.7320 |
|
LOW |
0.7308 |
|
0.618 |
0.7287 |
|
1.000 |
0.7274 |
|
1.618 |
0.7253 |
|
2.618 |
0.7220 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7324 |
| PP |
0.7326 |
0.7320 |
| S1 |
0.7324 |
0.7315 |
|