CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7339 |
-0.0002 |
0.0% |
0.7319 |
| High |
0.7354 |
0.7344 |
-0.0011 |
-0.1% |
0.7348 |
| Low |
0.7318 |
0.7302 |
-0.0016 |
-0.2% |
0.7283 |
| Close |
0.7331 |
0.7312 |
-0.0019 |
-0.3% |
0.7339 |
| Range |
0.0036 |
0.0042 |
0.0006 |
15.3% |
0.0065 |
| ATR |
0.0036 |
0.0037 |
0.0000 |
1.0% |
0.0000 |
| Volume |
112,287 |
130,949 |
18,662 |
16.6% |
472,862 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7419 |
0.7335 |
|
| R3 |
0.7402 |
0.7378 |
0.7323 |
|
| R2 |
0.7361 |
0.7361 |
0.7320 |
|
| R1 |
0.7336 |
0.7336 |
0.7316 |
0.7328 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7315 |
| S1 |
0.7295 |
0.7295 |
0.7308 |
0.7286 |
| S2 |
0.7278 |
0.7278 |
0.7304 |
|
| S3 |
0.7236 |
0.7253 |
0.7301 |
|
| S4 |
0.7195 |
0.7212 |
0.7289 |
|
|
| 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% |
0.0039 |
0.5% |
41% |
False |
False |
120,134 |
| 10 |
0.7354 |
0.7279 |
0.0075 |
1.0% |
0.0040 |
0.5% |
44% |
False |
False |
119,761 |
| 20 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0034 |
0.5% |
45% |
False |
False |
100,142 |
| 40 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0037 |
0.5% |
52% |
False |
False |
98,315 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
39% |
False |
False |
94,625 |
| 80 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
35% |
False |
False |
71,465 |
| 100 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
30% |
False |
False |
57,260 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
22% |
False |
False |
47,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7520 |
|
2.618 |
0.7452 |
|
1.618 |
0.7411 |
|
1.000 |
0.7385 |
|
0.618 |
0.7369 |
|
HIGH |
0.7344 |
|
0.618 |
0.7328 |
|
0.500 |
0.7323 |
|
0.382 |
0.7318 |
|
LOW |
0.7302 |
|
0.618 |
0.7276 |
|
1.000 |
0.7261 |
|
1.618 |
0.7235 |
|
2.618 |
0.7193 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7323 |
0.7328 |
| PP |
0.7319 |
0.7323 |
| S1 |
0.7316 |
0.7317 |
|