CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7267 |
-0.0051 |
-0.7% |
0.7341 |
| High |
0.7320 |
0.7272 |
-0.0048 |
-0.7% |
0.7354 |
| Low |
0.7265 |
0.7257 |
-0.0008 |
-0.1% |
0.7265 |
| Close |
0.7277 |
0.7268 |
-0.0009 |
-0.1% |
0.7277 |
| Range |
0.0055 |
0.0015 |
-0.0040 |
-72.7% |
0.0089 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
133,164 |
89,573 |
-43,591 |
-32.7% |
600,972 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7311 |
0.7304 |
0.7276 |
|
| R3 |
0.7296 |
0.7289 |
0.7272 |
|
| R2 |
0.7281 |
0.7281 |
0.7271 |
|
| R1 |
0.7274 |
0.7274 |
0.7269 |
0.7278 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7267 |
| S1 |
0.7259 |
0.7259 |
0.7267 |
0.7263 |
| S2 |
0.7251 |
0.7251 |
0.7265 |
|
| S3 |
0.7236 |
0.7244 |
0.7264 |
|
| S4 |
0.7221 |
0.7229 |
0.7260 |
|
|
| 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 |
0.7344 |
0.7257 |
0.0087 |
1.2% |
0.0035 |
0.5% |
13% |
False |
True |
115,651 |
| 10 |
0.7354 |
0.7257 |
0.0097 |
1.3% |
0.0036 |
0.5% |
11% |
False |
True |
116,340 |
| 20 |
0.7363 |
0.7257 |
0.0106 |
1.5% |
0.0034 |
0.5% |
10% |
False |
True |
105,960 |
| 40 |
0.7363 |
0.7229 |
0.0134 |
1.8% |
0.0036 |
0.5% |
29% |
False |
False |
97,473 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
18% |
False |
False |
97,178 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
17% |
False |
False |
77,040 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
15% |
False |
False |
61,716 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0036 |
0.5% |
10% |
False |
False |
51,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7336 |
|
2.618 |
0.7311 |
|
1.618 |
0.7296 |
|
1.000 |
0.7287 |
|
0.618 |
0.7281 |
|
HIGH |
0.7272 |
|
0.618 |
0.7266 |
|
0.500 |
0.7265 |
|
0.382 |
0.7263 |
|
LOW |
0.7257 |
|
0.618 |
0.7248 |
|
1.000 |
0.7242 |
|
1.618 |
0.7233 |
|
2.618 |
0.7218 |
|
4.250 |
0.7193 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7267 |
0.7289 |
| PP |
0.7266 |
0.7282 |
| S1 |
0.7265 |
0.7275 |
|