CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7321 |
0.7327 |
0.0006 |
0.1% |
0.7282 |
| High |
0.7342 |
0.7328 |
-0.0014 |
-0.2% |
0.7341 |
| Low |
0.7318 |
0.7260 |
-0.0058 |
-0.8% |
0.7278 |
| Close |
0.7327 |
0.7273 |
-0.0054 |
-0.7% |
0.7329 |
| Range |
0.0024 |
0.0068 |
0.0044 |
181.3% |
0.0064 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
5.9% |
0.0000 |
| Volume |
69,417 |
125,048 |
55,631 |
80.1% |
429,915 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7489 |
0.7448 |
0.7310 |
|
| R3 |
0.7422 |
0.7381 |
0.7291 |
|
| R2 |
0.7354 |
0.7354 |
0.7285 |
|
| R1 |
0.7313 |
0.7313 |
0.7279 |
0.7300 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7280 |
| S1 |
0.7246 |
0.7246 |
0.7266 |
0.7233 |
| S2 |
0.7219 |
0.7219 |
0.7260 |
|
| S3 |
0.7152 |
0.7178 |
0.7254 |
|
| S4 |
0.7084 |
0.7111 |
0.7235 |
|
|
| 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 |
0.7342 |
0.7260 |
0.0082 |
1.1% |
0.0042 |
0.6% |
15% |
False |
True |
90,062 |
| 10 |
0.7342 |
0.7234 |
0.0108 |
1.5% |
0.0038 |
0.5% |
36% |
False |
False |
86,933 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0041 |
0.6% |
22% |
False |
False |
97,962 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0038 |
0.5% |
19% |
False |
False |
83,178 |
| 60 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
19% |
False |
False |
55,787 |
| 80 |
0.7540 |
0.7229 |
0.0311 |
4.3% |
0.0036 |
0.5% |
14% |
False |
False |
41,922 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
12% |
False |
False |
33,561 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.4% |
12% |
False |
False |
27,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7614 |
|
2.618 |
0.7504 |
|
1.618 |
0.7437 |
|
1.000 |
0.7395 |
|
0.618 |
0.7369 |
|
HIGH |
0.7328 |
|
0.618 |
0.7302 |
|
0.500 |
0.7294 |
|
0.382 |
0.7286 |
|
LOW |
0.7260 |
|
0.618 |
0.7218 |
|
1.000 |
0.7193 |
|
1.618 |
0.7151 |
|
2.618 |
0.7083 |
|
4.250 |
0.6973 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7294 |
0.7301 |
| PP |
0.7287 |
0.7291 |
| S1 |
0.7280 |
0.7282 |
|