CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7315 |
-0.0005 |
-0.1% |
0.7321 |
| High |
0.7354 |
0.7333 |
-0.0021 |
-0.3% |
0.7354 |
| Low |
0.7309 |
0.7306 |
-0.0003 |
0.0% |
0.7260 |
| Close |
0.7314 |
0.7326 |
0.0012 |
0.2% |
0.7314 |
| Range |
0.0045 |
0.0027 |
-0.0019 |
-41.1% |
0.0094 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
122,184 |
53,444 |
-68,740 |
-56.3% |
510,848 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7401 |
0.7390 |
0.7341 |
|
| R3 |
0.7375 |
0.7364 |
0.7333 |
|
| R2 |
0.7348 |
0.7348 |
0.7331 |
|
| R1 |
0.7337 |
0.7337 |
0.7328 |
0.7343 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7324 |
| S1 |
0.7311 |
0.7311 |
0.7324 |
0.7316 |
| S2 |
0.7295 |
0.7295 |
0.7321 |
|
| S3 |
0.7269 |
0.7284 |
0.7319 |
|
| S4 |
0.7242 |
0.7258 |
0.7311 |
|
|
| 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% |
0.0044 |
0.6% |
71% |
False |
False |
98,975 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0039 |
0.5% |
71% |
False |
False |
92,164 |
| 20 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0040 |
0.5% |
60% |
False |
False |
96,487 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0038 |
0.5% |
46% |
False |
False |
91,866 |
| 60 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
41% |
False |
False |
61,906 |
| 80 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
35% |
False |
False |
46,540 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
26% |
False |
False |
37,257 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.5% |
26% |
False |
False |
31,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7445 |
|
2.618 |
0.7402 |
|
1.618 |
0.7375 |
|
1.000 |
0.7359 |
|
0.618 |
0.7349 |
|
HIGH |
0.7333 |
|
0.618 |
0.7322 |
|
0.500 |
0.7319 |
|
0.382 |
0.7316 |
|
LOW |
0.7306 |
|
0.618 |
0.7290 |
|
1.000 |
0.7280 |
|
1.618 |
0.7263 |
|
2.618 |
0.7237 |
|
4.250 |
0.7193 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7324 |
0.7324 |
| PP |
0.7322 |
0.7321 |
| S1 |
0.7319 |
0.7319 |
|