CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7350 |
0.7343 |
-0.0007 |
-0.1% |
0.7320 |
| High |
0.7359 |
0.7348 |
-0.0011 |
-0.1% |
0.7363 |
| Low |
0.7338 |
0.7315 |
-0.0023 |
-0.3% |
0.7308 |
| Close |
0.7345 |
0.7328 |
-0.0018 |
-0.2% |
0.7352 |
| Range |
0.0021 |
0.0033 |
0.0012 |
57.1% |
0.0056 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
63,807 |
120,903 |
57,096 |
89.5% |
410,475 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7411 |
0.7346 |
|
| R3 |
0.7396 |
0.7378 |
0.7337 |
|
| R2 |
0.7363 |
0.7363 |
0.7334 |
|
| R1 |
0.7345 |
0.7345 |
0.7331 |
0.7338 |
| PP |
0.7330 |
0.7330 |
0.7330 |
0.7326 |
| S1 |
0.7312 |
0.7312 |
0.7324 |
0.7305 |
| S2 |
0.7297 |
0.7297 |
0.7321 |
|
| S3 |
0.7264 |
0.7279 |
0.7318 |
|
| S4 |
0.7231 |
0.7246 |
0.7309 |
|
|
| 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 |
0.7315 |
0.0048 |
0.7% |
0.0029 |
0.4% |
26% |
False |
True |
92,851 |
| 10 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0028 |
0.4% |
61% |
False |
False |
84,971 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0034 |
0.5% |
66% |
False |
False |
87,313 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0036 |
0.5% |
49% |
False |
False |
90,118 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
42% |
False |
False |
77,202 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0035 |
0.5% |
37% |
False |
False |
58,070 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
26% |
False |
False |
46,505 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
26% |
False |
False |
38,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7434 |
|
1.618 |
0.7401 |
|
1.000 |
0.7381 |
|
0.618 |
0.7368 |
|
HIGH |
0.7348 |
|
0.618 |
0.7335 |
|
0.500 |
0.7332 |
|
0.382 |
0.7328 |
|
LOW |
0.7315 |
|
0.618 |
0.7295 |
|
1.000 |
0.7282 |
|
1.618 |
0.7262 |
|
2.618 |
0.7229 |
|
4.250 |
0.7175 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7332 |
0.7337 |
| PP |
0.7330 |
0.7334 |
| S1 |
0.7329 |
0.7331 |
|