CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7292 |
0.7316 |
0.0024 |
0.3% |
0.7315 |
| High |
0.7318 |
0.7340 |
0.0022 |
0.3% |
0.7340 |
| Low |
0.7284 |
0.7309 |
0.0026 |
0.4% |
0.7271 |
| Close |
0.7317 |
0.7319 |
0.0002 |
0.0% |
0.7319 |
| Range |
0.0035 |
0.0031 |
-0.0004 |
-11.6% |
0.0069 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
91,977 |
94,682 |
2,705 |
2.9% |
384,399 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7397 |
0.7335 |
|
| R3 |
0.7383 |
0.7366 |
0.7327 |
|
| R2 |
0.7353 |
0.7353 |
0.7324 |
|
| R1 |
0.7336 |
0.7336 |
0.7321 |
0.7344 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7327 |
| S1 |
0.7305 |
0.7305 |
0.7316 |
0.7314 |
| S2 |
0.7292 |
0.7292 |
0.7313 |
|
| S3 |
0.7261 |
0.7275 |
0.7310 |
|
| S4 |
0.7231 |
0.7244 |
0.7302 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7485 |
0.7356 |
|
| R3 |
0.7447 |
0.7417 |
0.7337 |
|
| R2 |
0.7378 |
0.7378 |
0.7331 |
|
| R1 |
0.7348 |
0.7348 |
0.7325 |
0.7363 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7317 |
| S1 |
0.7280 |
0.7280 |
0.7312 |
0.7295 |
| S2 |
0.7241 |
0.7241 |
0.7306 |
|
| S3 |
0.7173 |
0.7211 |
0.7300 |
|
| S4 |
0.7104 |
0.7143 |
0.7281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7340 |
0.7271 |
0.0069 |
0.9% |
0.0032 |
0.4% |
69% |
True |
False |
76,879 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0037 |
0.5% |
63% |
False |
False |
89,524 |
| 20 |
0.7354 |
0.7229 |
0.0125 |
1.7% |
0.0037 |
0.5% |
72% |
False |
False |
88,986 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0038 |
0.5% |
42% |
False |
False |
92,787 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
38% |
False |
False |
67,400 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
34% |
False |
False |
50,655 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
24% |
False |
False |
40,559 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
24% |
False |
False |
33,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7419 |
|
1.618 |
0.7389 |
|
1.000 |
0.7370 |
|
0.618 |
0.7358 |
|
HIGH |
0.7340 |
|
0.618 |
0.7328 |
|
0.500 |
0.7324 |
|
0.382 |
0.7321 |
|
LOW |
0.7309 |
|
0.618 |
0.7290 |
|
1.000 |
0.7279 |
|
1.618 |
0.7260 |
|
2.618 |
0.7229 |
|
4.250 |
0.7179 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7324 |
0.7314 |
| PP |
0.7322 |
0.7310 |
| S1 |
0.7320 |
0.7305 |
|