CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7331 |
0.0013 |
0.2% |
0.7350 |
| High |
0.7348 |
0.7332 |
-0.0016 |
-0.2% |
0.7359 |
| Low |
0.7318 |
0.7292 |
-0.0027 |
-0.4% |
0.7279 |
| Close |
0.7330 |
0.7296 |
-0.0035 |
-0.5% |
0.7322 |
| Range |
0.0030 |
0.0041 |
0.0011 |
35.0% |
0.0080 |
| ATR |
0.0035 |
0.0036 |
0.0000 |
1.0% |
0.0000 |
| Volume |
115,428 |
114,830 |
-598 |
-0.5% |
545,326 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7428 |
0.7402 |
0.7318 |
|
| R3 |
0.7387 |
0.7362 |
0.7307 |
|
| R2 |
0.7347 |
0.7347 |
0.7303 |
|
| R1 |
0.7321 |
0.7321 |
0.7299 |
0.7314 |
| PP |
0.7306 |
0.7306 |
0.7306 |
0.7303 |
| S1 |
0.7281 |
0.7281 |
0.7292 |
0.7273 |
| S2 |
0.7266 |
0.7266 |
0.7288 |
|
| S3 |
0.7225 |
0.7240 |
0.7284 |
|
| S4 |
0.7185 |
0.7200 |
0.7273 |
|
|
| 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% |
0.0041 |
0.6% |
24% |
False |
False |
118,174 |
| 10 |
0.7363 |
0.7279 |
0.0084 |
1.2% |
0.0035 |
0.5% |
20% |
False |
False |
105,513 |
| 20 |
0.7363 |
0.7261 |
0.0102 |
1.4% |
0.0034 |
0.5% |
34% |
False |
False |
94,342 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0038 |
0.5% |
33% |
False |
False |
96,152 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
29% |
False |
False |
86,899 |
| 80 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0035 |
0.5% |
28% |
False |
False |
65,426 |
| 100 |
0.7540 |
0.7229 |
0.0311 |
4.3% |
0.0036 |
0.5% |
21% |
False |
False |
52,406 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
18% |
False |
False |
43,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7438 |
|
1.618 |
0.7398 |
|
1.000 |
0.7373 |
|
0.618 |
0.7357 |
|
HIGH |
0.7332 |
|
0.618 |
0.7317 |
|
0.500 |
0.7312 |
|
0.382 |
0.7307 |
|
LOW |
0.7292 |
|
0.618 |
0.7266 |
|
1.000 |
0.7251 |
|
1.618 |
0.7226 |
|
2.618 |
0.7185 |
|
4.250 |
0.7119 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7312 |
0.7315 |
| PP |
0.7306 |
0.7308 |
| S1 |
0.7301 |
0.7302 |
|