CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7285 |
0.7320 |
0.0036 |
0.5% |
0.7321 |
| High |
0.7322 |
0.7354 |
0.0032 |
0.4% |
0.7354 |
| Low |
0.7285 |
0.7309 |
0.0024 |
0.3% |
0.7260 |
| Close |
0.7321 |
0.7314 |
-0.0007 |
-0.1% |
0.7314 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0094 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
1.0% |
0.0000 |
| Volume |
81,718 |
122,184 |
40,466 |
49.5% |
510,848 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7460 |
0.7432 |
0.7339 |
|
| R3 |
0.7415 |
0.7387 |
0.7326 |
|
| R2 |
0.7370 |
0.7370 |
0.7322 |
|
| R1 |
0.7342 |
0.7342 |
0.7318 |
0.7334 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7321 |
| S1 |
0.7297 |
0.7297 |
0.7310 |
0.7289 |
| S2 |
0.7280 |
0.7280 |
0.7306 |
|
| S3 |
0.7235 |
0.7252 |
0.7302 |
|
| S4 |
0.7190 |
0.7207 |
0.7289 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7545 |
0.7365 |
|
| R3 |
0.7496 |
0.7452 |
0.7340 |
|
| R2 |
0.7403 |
0.7403 |
0.7331 |
|
| R1 |
0.7358 |
0.7358 |
0.7323 |
0.7334 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7297 |
| S1 |
0.7265 |
0.7265 |
0.7305 |
0.7240 |
| S2 |
0.7216 |
0.7216 |
0.7297 |
|
| S3 |
0.7122 |
0.7171 |
0.7288 |
|
| S4 |
0.7029 |
0.7078 |
0.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0043 |
0.6% |
58% |
True |
False |
102,169 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0040 |
0.5% |
58% |
True |
False |
94,076 |
| 20 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0040 |
0.5% |
53% |
False |
False |
97,112 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0038 |
0.5% |
36% |
False |
False |
90,842 |
| 60 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
36% |
False |
False |
61,021 |
| 80 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
31% |
False |
False |
45,872 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
23% |
False |
False |
36,723 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.5% |
23% |
False |
False |
30,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7471 |
|
1.618 |
0.7426 |
|
1.000 |
0.7399 |
|
0.618 |
0.7381 |
|
HIGH |
0.7354 |
|
0.618 |
0.7336 |
|
0.500 |
0.7331 |
|
0.382 |
0.7326 |
|
LOW |
0.7309 |
|
0.618 |
0.7281 |
|
1.000 |
0.7264 |
|
1.618 |
0.7236 |
|
2.618 |
0.7191 |
|
4.250 |
0.7117 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7331 |
0.7312 |
| PP |
0.7325 |
0.7310 |
| S1 |
0.7320 |
0.7307 |
|