CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7289 |
0.0020 |
0.3% |
0.7341 |
| High |
0.7311 |
0.7293 |
-0.0019 |
-0.3% |
0.7354 |
| Low |
0.7269 |
0.7267 |
-0.0002 |
0.0% |
0.7265 |
| Close |
0.7293 |
0.7278 |
-0.0015 |
-0.2% |
0.7277 |
| Range |
0.0043 |
0.0026 |
-0.0017 |
-38.8% |
0.0089 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
174,554 |
183,017 |
8,463 |
4.8% |
600,972 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7357 |
0.7344 |
0.7292 |
|
| R3 |
0.7331 |
0.7318 |
0.7285 |
|
| R2 |
0.7305 |
0.7305 |
0.7283 |
|
| R1 |
0.7292 |
0.7292 |
0.7280 |
0.7285 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7276 |
| S1 |
0.7266 |
0.7266 |
0.7276 |
0.7259 |
| S2 |
0.7253 |
0.7253 |
0.7273 |
|
| S3 |
0.7227 |
0.7240 |
0.7271 |
|
| S4 |
0.7201 |
0.7214 |
0.7264 |
|
|
| 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% |
39% |
False |
False |
141,285 |
| 10 |
0.7354 |
0.7252 |
0.0103 |
1.4% |
0.0034 |
0.5% |
26% |
False |
False |
131,372 |
| 20 |
0.7363 |
0.7252 |
0.0111 |
1.5% |
0.0035 |
0.5% |
24% |
False |
False |
117,457 |
| 40 |
0.7363 |
0.7250 |
0.0113 |
1.6% |
0.0035 |
0.5% |
25% |
False |
False |
102,365 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
23% |
False |
False |
99,696 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
21% |
False |
False |
83,057 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
19% |
False |
False |
66,543 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
13% |
False |
False |
55,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7403 |
|
2.618 |
0.7361 |
|
1.618 |
0.7335 |
|
1.000 |
0.7319 |
|
0.618 |
0.7309 |
|
HIGH |
0.7293 |
|
0.618 |
0.7283 |
|
0.500 |
0.7280 |
|
0.382 |
0.7276 |
|
LOW |
0.7267 |
|
0.618 |
0.7250 |
|
1.000 |
0.7241 |
|
1.618 |
0.7224 |
|
2.618 |
0.7198 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7280 |
0.7281 |
| PP |
0.7279 |
0.7280 |
| S1 |
0.7279 |
0.7279 |
|