CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7305 |
0.7318 |
0.0013 |
0.2% |
0.7341 |
| High |
0.7320 |
0.7320 |
0.0000 |
0.0% |
0.7354 |
| Low |
0.7296 |
0.7265 |
-0.0031 |
-0.4% |
0.7265 |
| Close |
0.7319 |
0.7277 |
-0.0043 |
-0.6% |
0.7277 |
| Range |
0.0025 |
0.0055 |
0.0031 |
124.5% |
0.0089 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
3.8% |
0.0000 |
| Volume |
103,337 |
133,164 |
29,827 |
28.9% |
600,972 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7419 |
0.7307 |
|
| R3 |
0.7397 |
0.7364 |
0.7292 |
|
| R2 |
0.7342 |
0.7342 |
0.7287 |
|
| R1 |
0.7309 |
0.7309 |
0.7282 |
0.7298 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7282 |
| S1 |
0.7254 |
0.7254 |
0.7271 |
0.7243 |
| S2 |
0.7232 |
0.7232 |
0.7266 |
|
| S3 |
0.7177 |
0.7199 |
0.7261 |
|
| S4 |
0.7122 |
0.7144 |
0.7246 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7566 |
0.7510 |
0.7325 |
|
| R3 |
0.7477 |
0.7421 |
0.7301 |
|
| R2 |
0.7388 |
0.7388 |
0.7293 |
|
| R1 |
0.7332 |
0.7332 |
0.7285 |
0.7315 |
| PP |
0.7299 |
0.7299 |
0.7299 |
0.7290 |
| S1 |
0.7243 |
0.7243 |
0.7268 |
0.7226 |
| S2 |
0.7210 |
0.7210 |
0.7260 |
|
| S3 |
0.7121 |
0.7154 |
0.7252 |
|
| S4 |
0.7032 |
0.7065 |
0.7228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7354 |
0.7265 |
0.0089 |
1.2% |
0.0040 |
0.5% |
13% |
False |
True |
120,194 |
| 10 |
0.7354 |
0.7265 |
0.0089 |
1.2% |
0.0040 |
0.5% |
13% |
False |
True |
117,353 |
| 20 |
0.7363 |
0.7265 |
0.0098 |
1.3% |
0.0035 |
0.5% |
12% |
False |
True |
106,215 |
| 40 |
0.7363 |
0.7229 |
0.0134 |
1.8% |
0.0037 |
0.5% |
35% |
False |
False |
97,690 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
22% |
False |
False |
97,805 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
20% |
False |
False |
75,926 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
18% |
False |
False |
60,823 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
13% |
False |
False |
50,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7464 |
|
1.618 |
0.7409 |
|
1.000 |
0.7375 |
|
0.618 |
0.7354 |
|
HIGH |
0.7320 |
|
0.618 |
0.7299 |
|
0.500 |
0.7293 |
|
0.382 |
0.7286 |
|
LOW |
0.7265 |
|
0.618 |
0.7231 |
|
1.000 |
0.7210 |
|
1.618 |
0.7176 |
|
2.618 |
0.7121 |
|
4.250 |
0.7031 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7293 |
0.7293 |
| PP |
0.7287 |
0.7287 |
| S1 |
0.7282 |
0.7282 |
|