CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7264 |
-0.0063 |
-0.9% |
0.7282 |
| High |
0.7328 |
0.7304 |
-0.0024 |
-0.3% |
0.7341 |
| Low |
0.7260 |
0.7261 |
0.0001 |
0.0% |
0.7278 |
| Close |
0.7273 |
0.7299 |
0.0027 |
0.4% |
0.7329 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-37.0% |
0.0064 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.6% |
0.0000 |
| Volume |
125,048 |
112,481 |
-12,567 |
-10.0% |
429,915 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7400 |
0.7322 |
|
| R3 |
0.7373 |
0.7357 |
0.7311 |
|
| R2 |
0.7330 |
0.7330 |
0.7307 |
|
| R1 |
0.7315 |
0.7315 |
0.7303 |
0.7323 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7292 |
| S1 |
0.7272 |
0.7272 |
0.7295 |
0.7280 |
| S2 |
0.7245 |
0.7245 |
0.7291 |
|
| S3 |
0.7203 |
0.7230 |
0.7287 |
|
| S4 |
0.7160 |
0.7187 |
0.7276 |
|
|
| 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% |
48% |
False |
False |
97,345 |
| 10 |
0.7342 |
0.7250 |
0.0092 |
1.3% |
0.0038 |
0.5% |
54% |
False |
False |
90,343 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0041 |
0.6% |
35% |
False |
False |
99,558 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0039 |
0.5% |
30% |
False |
False |
85,918 |
| 60 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
30% |
False |
False |
57,650 |
| 80 |
0.7509 |
0.7229 |
0.0280 |
3.8% |
0.0036 |
0.5% |
25% |
False |
False |
43,326 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
19% |
False |
False |
34,686 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.4% |
19% |
False |
False |
28,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7484 |
|
2.618 |
0.7415 |
|
1.618 |
0.7372 |
|
1.000 |
0.7346 |
|
0.618 |
0.7330 |
|
HIGH |
0.7304 |
|
0.618 |
0.7287 |
|
0.500 |
0.7282 |
|
0.382 |
0.7277 |
|
LOW |
0.7261 |
|
0.618 |
0.7235 |
|
1.000 |
0.7219 |
|
1.618 |
0.7192 |
|
2.618 |
0.7150 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7293 |
0.7301 |
| PP |
0.7288 |
0.7300 |
| S1 |
0.7282 |
0.7300 |
|