CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7350 |
0.0002 |
0.0% |
0.7320 |
| High |
0.7356 |
0.7359 |
0.0003 |
0.0% |
0.7363 |
| Low |
0.7333 |
0.7338 |
0.0005 |
0.1% |
0.7308 |
| Close |
0.7352 |
0.7345 |
-0.0007 |
-0.1% |
0.7352 |
| Range |
0.0024 |
0.0021 |
-0.0003 |
-10.6% |
0.0056 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
74,212 |
63,807 |
-10,405 |
-14.0% |
410,475 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7399 |
0.7357 |
|
| R3 |
0.7389 |
0.7378 |
0.7351 |
|
| R2 |
0.7368 |
0.7368 |
0.7349 |
|
| R1 |
0.7357 |
0.7357 |
0.7347 |
0.7352 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7345 |
| S1 |
0.7336 |
0.7336 |
0.7343 |
0.7331 |
| S2 |
0.7326 |
0.7326 |
0.7341 |
|
| S3 |
0.7305 |
0.7315 |
0.7339 |
|
| S4 |
0.7284 |
0.7294 |
0.7333 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7485 |
0.7382 |
|
| R3 |
0.7452 |
0.7429 |
0.7367 |
|
| R2 |
0.7396 |
0.7396 |
0.7362 |
|
| R1 |
0.7374 |
0.7374 |
0.7357 |
0.7385 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7346 |
| S1 |
0.7318 |
0.7318 |
0.7346 |
0.7330 |
| S2 |
0.7285 |
0.7285 |
0.7341 |
|
| S3 |
0.7230 |
0.7263 |
0.7336 |
|
| S4 |
0.7174 |
0.7207 |
0.7321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7363 |
0.7308 |
0.0056 |
0.8% |
0.0029 |
0.4% |
68% |
False |
False |
84,715 |
| 10 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0029 |
0.4% |
80% |
False |
False |
80,523 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0034 |
0.5% |
83% |
False |
False |
86,344 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0036 |
0.5% |
58% |
False |
False |
88,687 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
50% |
False |
False |
75,219 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0035 |
0.5% |
44% |
False |
False |
56,563 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
31% |
False |
False |
45,297 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
31% |
False |
False |
37,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7448 |
|
2.618 |
0.7413 |
|
1.618 |
0.7392 |
|
1.000 |
0.7380 |
|
0.618 |
0.7371 |
|
HIGH |
0.7359 |
|
0.618 |
0.7350 |
|
0.500 |
0.7348 |
|
0.382 |
0.7346 |
|
LOW |
0.7338 |
|
0.618 |
0.7325 |
|
1.000 |
0.7317 |
|
1.618 |
0.7304 |
|
2.618 |
0.7283 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7348 |
| PP |
0.7347 |
0.7347 |
| S1 |
0.7346 |
0.7346 |
|