CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7341 |
0.0028 |
0.4% |
0.7319 |
| High |
0.7345 |
0.7354 |
0.0009 |
0.1% |
0.7348 |
| Low |
0.7307 |
0.7318 |
0.0012 |
0.2% |
0.7283 |
| Close |
0.7339 |
0.7331 |
-0.0009 |
-0.1% |
0.7339 |
| Range |
0.0039 |
0.0036 |
-0.0003 |
-6.5% |
0.0065 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
139,487 |
112,287 |
-27,200 |
-19.5% |
472,862 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7422 |
0.7350 |
|
| R3 |
0.7406 |
0.7386 |
0.7340 |
|
| R2 |
0.7370 |
0.7370 |
0.7337 |
|
| R1 |
0.7350 |
0.7350 |
0.7334 |
0.7342 |
| PP |
0.7334 |
0.7334 |
0.7334 |
0.7330 |
| S1 |
0.7314 |
0.7314 |
0.7327 |
0.7306 |
| S2 |
0.7298 |
0.7298 |
0.7324 |
|
| S3 |
0.7262 |
0.7278 |
0.7321 |
|
| S4 |
0.7226 |
0.7242 |
0.7311 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7494 |
0.7375 |
|
| R3 |
0.7453 |
0.7429 |
0.7357 |
|
| R2 |
0.7388 |
0.7388 |
0.7351 |
|
| R1 |
0.7364 |
0.7364 |
0.7345 |
0.7376 |
| PP |
0.7323 |
0.7323 |
0.7323 |
0.7330 |
| S1 |
0.7299 |
0.7299 |
0.7333 |
0.7311 |
| S2 |
0.7258 |
0.7258 |
0.7327 |
|
| S3 |
0.7193 |
0.7234 |
0.7321 |
|
| S4 |
0.7128 |
0.7169 |
0.7303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7354 |
0.7283 |
0.0071 |
1.0% |
0.0037 |
0.5% |
67% |
True |
False |
117,029 |
| 10 |
0.7359 |
0.7279 |
0.0080 |
1.1% |
0.0038 |
0.5% |
65% |
False |
False |
113,047 |
| 20 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0034 |
0.5% |
65% |
False |
False |
96,267 |
| 40 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0037 |
0.5% |
63% |
False |
False |
96,689 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
44% |
False |
False |
92,650 |
| 80 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
43% |
False |
False |
69,833 |
| 100 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
36% |
False |
False |
55,951 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
27% |
False |
False |
46,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7448 |
|
1.618 |
0.7412 |
|
1.000 |
0.7390 |
|
0.618 |
0.7376 |
|
HIGH |
0.7354 |
|
0.618 |
0.7340 |
|
0.500 |
0.7336 |
|
0.382 |
0.7332 |
|
LOW |
0.7318 |
|
0.618 |
0.7296 |
|
1.000 |
0.7282 |
|
1.618 |
0.7260 |
|
2.618 |
0.7224 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7336 |
0.7327 |
| PP |
0.7334 |
0.7323 |
| S1 |
0.7332 |
0.7319 |
|