CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7293 |
-0.0038 |
-0.5% |
0.7350 |
| High |
0.7332 |
0.7324 |
-0.0009 |
-0.1% |
0.7359 |
| Low |
0.7292 |
0.7283 |
-0.0009 |
-0.1% |
0.7279 |
| Close |
0.7296 |
0.7315 |
0.0020 |
0.3% |
0.7322 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0080 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
0.9% |
0.0000 |
| Volume |
114,830 |
103,117 |
-11,713 |
-10.2% |
545,326 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7412 |
0.7337 |
|
| R3 |
0.7388 |
0.7372 |
0.7326 |
|
| R2 |
0.7348 |
0.7348 |
0.7322 |
|
| R1 |
0.7331 |
0.7331 |
0.7319 |
0.7340 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7311 |
| S1 |
0.7291 |
0.7291 |
0.7311 |
0.7299 |
| S2 |
0.7267 |
0.7267 |
0.7308 |
|
| S3 |
0.7226 |
0.7250 |
0.7304 |
|
| S4 |
0.7186 |
0.7210 |
0.7293 |
|
|
| 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% |
52% |
False |
False |
117,767 |
| 10 |
0.7363 |
0.7279 |
0.0084 |
1.1% |
0.0035 |
0.5% |
43% |
False |
False |
103,542 |
| 20 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0034 |
0.5% |
48% |
False |
False |
93,873 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0038 |
0.5% |
43% |
False |
False |
96,715 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
37% |
False |
False |
88,570 |
| 80 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0035 |
0.5% |
37% |
False |
False |
66,706 |
| 100 |
0.7509 |
0.7229 |
0.0280 |
3.8% |
0.0036 |
0.5% |
31% |
False |
False |
53,436 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
23% |
False |
False |
44,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7430 |
|
1.618 |
0.7389 |
|
1.000 |
0.7364 |
|
0.618 |
0.7349 |
|
HIGH |
0.7324 |
|
0.618 |
0.7308 |
|
0.500 |
0.7303 |
|
0.382 |
0.7298 |
|
LOW |
0.7283 |
|
0.618 |
0.7258 |
|
1.000 |
0.7243 |
|
1.618 |
0.7217 |
|
2.618 |
0.7177 |
|
4.250 |
0.7111 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7316 |
| PP |
0.7307 |
0.7315 |
| S1 |
0.7303 |
0.7315 |
|