CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7305 |
-0.0008 |
-0.1% |
0.7319 |
| High |
0.7320 |
0.7320 |
0.0001 |
0.0% |
0.7348 |
| Low |
0.7279 |
0.7296 |
0.0017 |
0.2% |
0.7283 |
| Close |
0.7307 |
0.7319 |
0.0012 |
0.2% |
0.7339 |
| Range |
0.0041 |
0.0025 |
-0.0016 |
-39.5% |
0.0065 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
121,235 |
103,337 |
-17,898 |
-14.8% |
472,862 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7385 |
0.7377 |
0.7332 |
|
| R3 |
0.7361 |
0.7352 |
0.7326 |
|
| R2 |
0.7336 |
0.7336 |
0.7323 |
|
| R1 |
0.7328 |
0.7328 |
0.7321 |
0.7332 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7314 |
| S1 |
0.7303 |
0.7303 |
0.7317 |
0.7307 |
| S2 |
0.7287 |
0.7287 |
0.7315 |
|
| S3 |
0.7263 |
0.7279 |
0.7312 |
|
| S4 |
0.7238 |
0.7254 |
0.7306 |
|
|
| 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% |
0.0036 |
0.5% |
53% |
False |
False |
121,459 |
| 10 |
0.7354 |
0.7279 |
0.0075 |
1.0% |
0.0039 |
0.5% |
53% |
False |
False |
119,613 |
| 20 |
0.7363 |
0.7279 |
0.0084 |
1.1% |
0.0034 |
0.5% |
48% |
False |
False |
104,156 |
| 40 |
0.7363 |
0.7229 |
0.0134 |
1.8% |
0.0036 |
0.5% |
67% |
False |
False |
97,393 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
42% |
False |
False |
97,114 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
39% |
False |
False |
74,269 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
34% |
False |
False |
59,500 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
24% |
False |
False |
49,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7424 |
|
2.618 |
0.7384 |
|
1.618 |
0.7360 |
|
1.000 |
0.7345 |
|
0.618 |
0.7335 |
|
HIGH |
0.7320 |
|
0.618 |
0.7311 |
|
0.500 |
0.7308 |
|
0.382 |
0.7305 |
|
LOW |
0.7296 |
|
0.618 |
0.7280 |
|
1.000 |
0.7271 |
|
1.618 |
0.7256 |
|
2.618 |
0.7231 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7316 |
| PP |
0.7312 |
0.7314 |
| S1 |
0.7308 |
0.7311 |
|