CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7287 |
-0.0021 |
-0.3% |
0.7350 |
| High |
0.7326 |
0.7331 |
0.0005 |
0.1% |
0.7359 |
| Low |
0.7279 |
0.7282 |
0.0003 |
0.0% |
0.7279 |
| Close |
0.7280 |
0.7322 |
0.0043 |
0.6% |
0.7322 |
| Range |
0.0047 |
0.0049 |
0.0003 |
5.4% |
0.0080 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
3.3% |
0.0000 |
| Volume |
155,763 |
99,697 |
-56,066 |
-36.0% |
545,326 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7458 |
0.7439 |
0.7349 |
|
| R3 |
0.7409 |
0.7390 |
0.7335 |
|
| R2 |
0.7360 |
0.7360 |
0.7331 |
|
| R1 |
0.7341 |
0.7341 |
0.7326 |
0.7351 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7316 |
| S1 |
0.7292 |
0.7292 |
0.7318 |
0.7302 |
| S2 |
0.7262 |
0.7262 |
0.7313 |
|
| S3 |
0.7213 |
0.7243 |
0.7309 |
|
| S4 |
0.7164 |
0.7194 |
0.7295 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7520 |
0.7366 |
|
| R3 |
0.7479 |
0.7440 |
0.7344 |
|
| R2 |
0.7399 |
0.7399 |
0.7337 |
|
| R1 |
0.7361 |
0.7361 |
0.7329 |
0.7340 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7310 |
| S1 |
0.7281 |
0.7281 |
0.7315 |
0.7261 |
| S2 |
0.7240 |
0.7240 |
0.7307 |
|
| S3 |
0.7161 |
0.7202 |
0.7300 |
|
| S4 |
0.7081 |
0.7122 |
0.7278 |
|
|
| 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% |
0.0038 |
0.5% |
54% |
False |
False |
109,065 |
| 10 |
0.7363 |
0.7279 |
0.0084 |
1.1% |
0.0033 |
0.4% |
51% |
False |
False |
95,580 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0035 |
0.5% |
60% |
False |
False |
92,552 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0037 |
0.5% |
47% |
False |
False |
93,655 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
40% |
False |
False |
83,126 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
35% |
False |
False |
62,563 |
| 100 |
0.7540 |
0.7229 |
0.0311 |
4.2% |
0.0036 |
0.5% |
30% |
False |
False |
50,106 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
25% |
False |
False |
41,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7459 |
|
1.618 |
0.7410 |
|
1.000 |
0.7380 |
|
0.618 |
0.7361 |
|
HIGH |
0.7331 |
|
0.618 |
0.7312 |
|
0.500 |
0.7306 |
|
0.382 |
0.7300 |
|
LOW |
0.7282 |
|
0.618 |
0.7251 |
|
1.000 |
0.7233 |
|
1.618 |
0.7202 |
|
2.618 |
0.7153 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7317 |
0.7318 |
| PP |
0.7311 |
0.7315 |
| S1 |
0.7306 |
0.7311 |
|