CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7278 |
0.7283 |
0.0006 |
0.1% |
0.7267 |
| High |
0.7285 |
0.7288 |
0.0003 |
0.0% |
0.7311 |
| Low |
0.7258 |
0.7266 |
0.0008 |
0.1% |
0.7252 |
| Close |
0.7279 |
0.7288 |
0.0009 |
0.1% |
0.7279 |
| Range |
0.0027 |
0.0022 |
-0.0005 |
-18.5% |
0.0060 |
| ATR |
0.0034 |
0.0034 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
65,138 |
38,424 |
-26,714 |
-41.0% |
638,401 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7339 |
0.7300 |
|
| R3 |
0.7325 |
0.7317 |
0.7294 |
|
| R2 |
0.7303 |
0.7303 |
0.7292 |
|
| R1 |
0.7295 |
0.7295 |
0.7290 |
0.7299 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7282 |
| S1 |
0.7273 |
0.7273 |
0.7285 |
0.7277 |
| S2 |
0.7259 |
0.7259 |
0.7283 |
|
| S3 |
0.7237 |
0.7251 |
0.7281 |
|
| S4 |
0.7215 |
0.7229 |
0.7275 |
|
|
| 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% |
0.0028 |
0.4% |
61% |
False |
False |
117,450 |
| 10 |
0.7344 |
0.7252 |
0.0092 |
1.3% |
0.0032 |
0.4% |
39% |
False |
False |
116,551 |
| 20 |
0.7359 |
0.7252 |
0.0107 |
1.5% |
0.0035 |
0.5% |
34% |
False |
False |
114,799 |
| 40 |
0.7363 |
0.7252 |
0.0112 |
1.5% |
0.0035 |
0.5% |
32% |
False |
False |
100,790 |
| 60 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0036 |
0.5% |
29% |
False |
False |
97,851 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
25% |
False |
False |
84,333 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0035 |
0.5% |
22% |
False |
False |
67,575 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
16% |
False |
False |
56,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7382 |
|
2.618 |
0.7346 |
|
1.618 |
0.7324 |
|
1.000 |
0.7310 |
|
0.618 |
0.7302 |
|
HIGH |
0.7288 |
|
0.618 |
0.7280 |
|
0.500 |
0.7277 |
|
0.382 |
0.7274 |
|
LOW |
0.7266 |
|
0.618 |
0.7252 |
|
1.000 |
0.7244 |
|
1.618 |
0.7230 |
|
2.618 |
0.7208 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7284 |
0.7283 |
| PP |
0.7281 |
0.7279 |
| S1 |
0.7277 |
0.7275 |
|