CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7308 |
-0.0025 |
-0.3% |
0.7320 |
| High |
0.7344 |
0.7326 |
-0.0018 |
-0.2% |
0.7363 |
| Low |
0.7304 |
0.7279 |
-0.0025 |
-0.3% |
0.7308 |
| Close |
0.7305 |
0.7280 |
-0.0026 |
-0.3% |
0.7352 |
| Range |
0.0040 |
0.0047 |
0.0007 |
16.3% |
0.0056 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
2.7% |
0.0000 |
| Volume |
105,156 |
155,763 |
50,607 |
48.1% |
410,475 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7403 |
0.7305 |
|
| R3 |
0.7388 |
0.7357 |
0.7292 |
|
| R2 |
0.7341 |
0.7341 |
0.7288 |
|
| R1 |
0.7310 |
0.7310 |
0.7284 |
0.7303 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7291 |
| S1 |
0.7264 |
0.7264 |
0.7275 |
0.7256 |
| S2 |
0.7248 |
0.7248 |
0.7271 |
|
| S3 |
0.7202 |
0.7217 |
0.7267 |
|
| S4 |
0.7155 |
0.7171 |
0.7254 |
|
|
| 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 |
0.7359 |
0.7279 |
0.0080 |
1.1% |
0.0033 |
0.5% |
1% |
False |
True |
103,968 |
| 10 |
0.7363 |
0.7279 |
0.0084 |
1.2% |
0.0031 |
0.4% |
1% |
False |
True |
95,078 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0034 |
0.5% |
19% |
False |
False |
92,162 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0037 |
0.5% |
25% |
False |
False |
93,509 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
22% |
False |
False |
81,477 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
19% |
False |
False |
61,322 |
| 100 |
0.7572 |
0.7229 |
0.0343 |
4.7% |
0.0036 |
0.5% |
15% |
False |
False |
49,112 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
13% |
False |
False |
40,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7523 |
|
2.618 |
0.7447 |
|
1.618 |
0.7401 |
|
1.000 |
0.7372 |
|
0.618 |
0.7354 |
|
HIGH |
0.7326 |
|
0.618 |
0.7308 |
|
0.500 |
0.7302 |
|
0.382 |
0.7297 |
|
LOW |
0.7279 |
|
0.618 |
0.7250 |
|
1.000 |
0.7233 |
|
1.618 |
0.7204 |
|
2.618 |
0.7157 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7302 |
0.7314 |
| PP |
0.7295 |
0.7302 |
| S1 |
0.7287 |
0.7291 |
|