CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7313 |
-0.0026 |
-0.3% |
0.7319 |
| High |
0.7344 |
0.7320 |
-0.0024 |
-0.3% |
0.7348 |
| Low |
0.7302 |
0.7279 |
-0.0023 |
-0.3% |
0.7283 |
| Close |
0.7312 |
0.7307 |
-0.0005 |
-0.1% |
0.7339 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0065 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
0.7% |
0.0000 |
| Volume |
130,949 |
121,235 |
-9,714 |
-7.4% |
472,862 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7406 |
0.7329 |
|
| R3 |
0.7383 |
0.7365 |
0.7318 |
|
| R2 |
0.7342 |
0.7342 |
0.7314 |
|
| R1 |
0.7325 |
0.7325 |
0.7311 |
0.7313 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7296 |
| S1 |
0.7284 |
0.7284 |
0.7303 |
0.7273 |
| S2 |
0.7261 |
0.7261 |
0.7300 |
|
| S3 |
0.7221 |
0.7244 |
0.7296 |
|
| S4 |
0.7180 |
0.7203 |
0.7285 |
|
|
| 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 |
0.7279 |
0.0075 |
1.0% |
0.0039 |
0.5% |
37% |
False |
True |
121,415 |
| 10 |
0.7354 |
0.7279 |
0.0075 |
1.0% |
0.0040 |
0.6% |
37% |
False |
True |
119,794 |
| 20 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0034 |
0.5% |
39% |
False |
False |
102,383 |
| 40 |
0.7385 |
0.7229 |
0.0156 |
2.1% |
0.0038 |
0.5% |
50% |
False |
False |
99,582 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
37% |
False |
False |
96,221 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
33% |
False |
False |
72,978 |
| 100 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
28% |
False |
False |
58,471 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
21% |
False |
False |
48,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7426 |
|
1.618 |
0.7385 |
|
1.000 |
0.7360 |
|
0.618 |
0.7345 |
|
HIGH |
0.7320 |
|
0.618 |
0.7304 |
|
0.500 |
0.7299 |
|
0.382 |
0.7294 |
|
LOW |
0.7279 |
|
0.618 |
0.7254 |
|
1.000 |
0.7239 |
|
1.618 |
0.7213 |
|
2.618 |
0.7173 |
|
4.250 |
0.7107 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7304 |
0.7317 |
| PP |
0.7302 |
0.7313 |
| S1 |
0.7299 |
0.7310 |
|