CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7323 |
0.7290 |
-0.0033 |
-0.5% |
0.7321 |
| High |
0.7325 |
0.7295 |
-0.0030 |
-0.4% |
0.7354 |
| Low |
0.7282 |
0.7271 |
-0.0011 |
-0.2% |
0.7260 |
| Close |
0.7287 |
0.7287 |
0.0001 |
0.0% |
0.7314 |
| Range |
0.0043 |
0.0024 |
-0.0019 |
-44.2% |
0.0094 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
76,422 |
67,874 |
-8,548 |
-11.2% |
510,848 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7356 |
0.7346 |
0.7300 |
|
| R3 |
0.7332 |
0.7322 |
0.7294 |
|
| R2 |
0.7308 |
0.7308 |
0.7291 |
|
| R1 |
0.7298 |
0.7298 |
0.7289 |
0.7291 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7281 |
| S1 |
0.7274 |
0.7274 |
0.7285 |
0.7267 |
| S2 |
0.7260 |
0.7260 |
0.7283 |
|
| S3 |
0.7236 |
0.7250 |
0.7280 |
|
| S4 |
0.7212 |
0.7226 |
0.7274 |
|
|
| 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 |
0.7271 |
0.0083 |
1.1% |
0.0035 |
0.5% |
19% |
False |
True |
80,328 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0039 |
0.5% |
29% |
False |
False |
88,836 |
| 20 |
0.7354 |
0.7229 |
0.0125 |
1.7% |
0.0038 |
0.5% |
47% |
False |
False |
90,629 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0038 |
0.5% |
27% |
False |
False |
93,593 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
25% |
False |
False |
64,307 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
22% |
False |
False |
48,336 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
15% |
False |
False |
38,698 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
15% |
False |
False |
32,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7397 |
|
2.618 |
0.7358 |
|
1.618 |
0.7334 |
|
1.000 |
0.7319 |
|
0.618 |
0.7310 |
|
HIGH |
0.7295 |
|
0.618 |
0.7286 |
|
0.500 |
0.7283 |
|
0.382 |
0.7280 |
|
LOW |
0.7271 |
|
0.618 |
0.7256 |
|
1.000 |
0.7247 |
|
1.618 |
0.7232 |
|
2.618 |
0.7208 |
|
4.250 |
0.7169 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7302 |
| PP |
0.7284 |
0.7297 |
| S1 |
0.7283 |
0.7292 |
|