CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7287 |
0.7319 |
0.0032 |
0.4% |
0.7350 |
| High |
0.7331 |
0.7348 |
0.0018 |
0.2% |
0.7359 |
| Low |
0.7282 |
0.7318 |
0.0037 |
0.5% |
0.7279 |
| Close |
0.7322 |
0.7330 |
0.0008 |
0.1% |
0.7322 |
| Range |
0.0049 |
0.0030 |
-0.0019 |
-38.8% |
0.0080 |
| ATR |
0.0036 |
0.0035 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
99,697 |
115,428 |
15,731 |
15.8% |
545,326 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7406 |
0.7347 |
|
| R3 |
0.7392 |
0.7376 |
0.7338 |
|
| R2 |
0.7362 |
0.7362 |
0.7336 |
|
| R1 |
0.7346 |
0.7346 |
0.7333 |
0.7354 |
| PP |
0.7332 |
0.7332 |
0.7332 |
0.7336 |
| S1 |
0.7316 |
0.7316 |
0.7327 |
0.7324 |
| S2 |
0.7302 |
0.7302 |
0.7325 |
|
| S3 |
0.7272 |
0.7286 |
0.7322 |
|
| S4 |
0.7242 |
0.7256 |
0.7314 |
|
|
| 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 |
0.7348 |
0.7279 |
0.0069 |
0.9% |
0.0040 |
0.5% |
74% |
True |
False |
119,389 |
| 10 |
0.7363 |
0.7279 |
0.0084 |
1.1% |
0.0034 |
0.5% |
61% |
False |
False |
102,052 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0035 |
0.5% |
68% |
False |
False |
94,852 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0037 |
0.5% |
51% |
False |
False |
94,687 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
43% |
False |
False |
85,016 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
38% |
False |
False |
63,995 |
| 100 |
0.7540 |
0.7229 |
0.0311 |
4.2% |
0.0036 |
0.5% |
32% |
False |
False |
51,259 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
27% |
False |
False |
42,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7476 |
|
2.618 |
0.7427 |
|
1.618 |
0.7397 |
|
1.000 |
0.7378 |
|
0.618 |
0.7367 |
|
HIGH |
0.7348 |
|
0.618 |
0.7337 |
|
0.500 |
0.7333 |
|
0.382 |
0.7329 |
|
LOW |
0.7318 |
|
0.618 |
0.7299 |
|
1.000 |
0.7288 |
|
1.618 |
0.7269 |
|
2.618 |
0.7239 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7325 |
| PP |
0.7332 |
0.7319 |
| S1 |
0.7331 |
0.7314 |
|