CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7270 |
0.0000 |
0.0% |
0.7341 |
| High |
0.7275 |
0.7311 |
0.0036 |
0.5% |
0.7354 |
| Low |
0.7252 |
0.7269 |
0.0017 |
0.2% |
0.7265 |
| Close |
0.7273 |
0.7293 |
0.0020 |
0.3% |
0.7277 |
| Range |
0.0024 |
0.0043 |
0.0019 |
80.9% |
0.0089 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
1.5% |
0.0000 |
| Volume |
126,119 |
174,554 |
48,435 |
38.4% |
600,972 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7398 |
0.7316 |
|
| R3 |
0.7376 |
0.7355 |
0.7304 |
|
| R2 |
0.7333 |
0.7333 |
0.7300 |
|
| R1 |
0.7313 |
0.7313 |
0.7296 |
0.7323 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7296 |
| S1 |
0.7270 |
0.7270 |
0.7289 |
0.7281 |
| S2 |
0.7248 |
0.7248 |
0.7285 |
|
| S3 |
0.7206 |
0.7228 |
0.7281 |
|
| S4 |
0.7163 |
0.7185 |
0.7269 |
|
|
| 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 |
0.7320 |
0.7252 |
0.0069 |
0.9% |
0.0032 |
0.4% |
60% |
False |
False |
125,349 |
| 10 |
0.7354 |
0.7252 |
0.0103 |
1.4% |
0.0036 |
0.5% |
40% |
False |
False |
123,382 |
| 20 |
0.7363 |
0.7252 |
0.0112 |
1.5% |
0.0035 |
0.5% |
37% |
False |
False |
114,447 |
| 40 |
0.7363 |
0.7234 |
0.0130 |
1.8% |
0.0036 |
0.5% |
46% |
False |
False |
99,750 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
30% |
False |
False |
98,913 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
27% |
False |
False |
80,790 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
24% |
False |
False |
64,718 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
17% |
False |
False |
53,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7422 |
|
1.618 |
0.7380 |
|
1.000 |
0.7354 |
|
0.618 |
0.7337 |
|
HIGH |
0.7311 |
|
0.618 |
0.7295 |
|
0.500 |
0.7290 |
|
0.382 |
0.7285 |
|
LOW |
0.7269 |
|
0.618 |
0.7242 |
|
1.000 |
0.7226 |
|
1.618 |
0.7200 |
|
2.618 |
0.7157 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7292 |
0.7289 |
| PP |
0.7291 |
0.7285 |
| S1 |
0.7290 |
0.7281 |
|