CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7289 |
0.7278 |
-0.0012 |
-0.2% |
0.7267 |
| High |
0.7293 |
0.7285 |
-0.0008 |
-0.1% |
0.7311 |
| Low |
0.7267 |
0.7258 |
-0.0009 |
-0.1% |
0.7252 |
| Close |
0.7278 |
0.7279 |
0.0001 |
0.0% |
0.7279 |
| Range |
0.0026 |
0.0027 |
0.0001 |
3.8% |
0.0060 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
183,017 |
65,138 |
-117,879 |
-64.4% |
638,401 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7344 |
0.7293 |
|
| R3 |
0.7328 |
0.7317 |
0.7286 |
|
| R2 |
0.7301 |
0.7301 |
0.7283 |
|
| R1 |
0.7290 |
0.7290 |
0.7281 |
0.7295 |
| PP |
0.7274 |
0.7274 |
0.7274 |
0.7277 |
| S1 |
0.7263 |
0.7263 |
0.7276 |
0.7268 |
| S2 |
0.7247 |
0.7247 |
0.7274 |
|
| S3 |
0.7220 |
0.7236 |
0.7271 |
|
| S4 |
0.7193 |
0.7209 |
0.7264 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7428 |
0.7311 |
|
| R3 |
0.7399 |
0.7369 |
0.7295 |
|
| R2 |
0.7340 |
0.7340 |
0.7289 |
|
| R1 |
0.7309 |
0.7309 |
0.7284 |
0.7325 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7288 |
| S1 |
0.7250 |
0.7250 |
0.7273 |
0.7265 |
| S2 |
0.7221 |
0.7221 |
0.7268 |
|
| S3 |
0.7161 |
0.7190 |
0.7262 |
|
| S4 |
0.7102 |
0.7131 |
0.7246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7311 |
0.7252 |
0.0060 |
0.8% |
0.0027 |
0.4% |
45% |
False |
False |
127,680 |
| 10 |
0.7354 |
0.7252 |
0.0103 |
1.4% |
0.0033 |
0.5% |
26% |
False |
False |
123,937 |
| 20 |
0.7359 |
0.7252 |
0.0107 |
1.5% |
0.0035 |
0.5% |
25% |
False |
False |
116,588 |
| 40 |
0.7363 |
0.7250 |
0.0113 |
1.6% |
0.0035 |
0.5% |
25% |
False |
False |
102,176 |
| 60 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0036 |
0.5% |
23% |
False |
False |
99,034 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
21% |
False |
False |
83,868 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
19% |
False |
False |
67,193 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
13% |
False |
False |
56,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7356 |
|
1.618 |
0.7329 |
|
1.000 |
0.7312 |
|
0.618 |
0.7302 |
|
HIGH |
0.7285 |
|
0.618 |
0.7275 |
|
0.500 |
0.7272 |
|
0.382 |
0.7268 |
|
LOW |
0.7258 |
|
0.618 |
0.7241 |
|
1.000 |
0.7231 |
|
1.618 |
0.7214 |
|
2.618 |
0.7187 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7276 |
0.7285 |
| PP |
0.7274 |
0.7283 |
| S1 |
0.7272 |
0.7281 |
|