CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7316 |
0.7320 |
0.0004 |
0.1% |
0.7315 |
High |
0.7340 |
0.7325 |
-0.0015 |
-0.2% |
0.7340 |
Low |
0.7309 |
0.7309 |
0.0000 |
0.0% |
0.7271 |
Close |
0.7319 |
0.7320 |
0.0001 |
0.0% |
0.7319 |
Range |
0.0031 |
0.0016 |
-0.0015 |
-49.2% |
0.0069 |
ATR |
0.0037 |
0.0036 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
94,682 |
50,705 |
-43,977 |
-46.4% |
384,399 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7364 |
0.7357 |
0.7328 |
|
R3 |
0.7349 |
0.7342 |
0.7324 |
|
R2 |
0.7333 |
0.7333 |
0.7322 |
|
R1 |
0.7326 |
0.7326 |
0.7321 |
0.7327 |
PP |
0.7318 |
0.7318 |
0.7318 |
0.7318 |
S1 |
0.7311 |
0.7311 |
0.7318 |
0.7312 |
S2 |
0.7302 |
0.7302 |
0.7317 |
|
S3 |
0.7287 |
0.7295 |
0.7315 |
|
S4 |
0.7271 |
0.7280 |
0.7311 |
|
|
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% |
0.0030 |
0.4% |
71% |
False |
False |
76,332 |
10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0037 |
0.5% |
64% |
False |
False |
87,653 |
20 |
0.7354 |
0.7229 |
0.0125 |
1.7% |
0.0036 |
0.5% |
73% |
False |
False |
86,614 |
40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0038 |
0.5% |
42% |
False |
False |
90,852 |
60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
39% |
False |
False |
68,238 |
80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
34% |
False |
False |
51,285 |
100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
24% |
False |
False |
41,066 |
120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
24% |
False |
False |
34,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7390 |
2.618 |
0.7365 |
1.618 |
0.7350 |
1.000 |
0.7340 |
0.618 |
0.7334 |
HIGH |
0.7325 |
0.618 |
0.7319 |
0.500 |
0.7317 |
0.382 |
0.7315 |
LOW |
0.7309 |
0.618 |
0.7299 |
1.000 |
0.7294 |
1.618 |
0.7284 |
2.618 |
0.7268 |
4.250 |
0.7243 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7319 |
0.7317 |
PP |
0.7318 |
0.7314 |
S1 |
0.7317 |
0.7312 |
|