CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7324 |
0.7355 |
0.0032 |
0.4% |
0.7332 |
| High |
0.7359 |
0.7367 |
0.0009 |
0.1% |
0.7361 |
| Low |
0.7321 |
0.7334 |
0.0013 |
0.2% |
0.7299 |
| Close |
0.7353 |
0.7345 |
-0.0009 |
-0.1% |
0.7353 |
| Range |
0.0038 |
0.0034 |
-0.0004 |
-10.7% |
0.0062 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5,304 |
2,597 |
-2,707 |
-51.0% |
13,590 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7430 |
0.7363 |
|
| R3 |
0.7415 |
0.7397 |
0.7354 |
|
| R2 |
0.7382 |
0.7382 |
0.7351 |
|
| R1 |
0.7363 |
0.7363 |
0.7348 |
0.7356 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7345 |
| S1 |
0.7330 |
0.7330 |
0.7341 |
0.7322 |
| S2 |
0.7315 |
0.7315 |
0.7338 |
|
| S3 |
0.7281 |
0.7296 |
0.7335 |
|
| S4 |
0.7248 |
0.7263 |
0.7326 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7500 |
0.7387 |
|
| R3 |
0.7462 |
0.7438 |
0.7370 |
|
| R2 |
0.7400 |
0.7400 |
0.7364 |
|
| R1 |
0.7376 |
0.7376 |
0.7359 |
0.7388 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7344 |
| S1 |
0.7314 |
0.7314 |
0.7347 |
0.7326 |
| S2 |
0.7276 |
0.7276 |
0.7342 |
|
| S3 |
0.7214 |
0.7252 |
0.7336 |
|
| S4 |
0.7152 |
0.7190 |
0.7319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7367 |
0.7299 |
0.0068 |
0.9% |
0.0034 |
0.5% |
67% |
True |
False |
3,237 |
| 10 |
0.7371 |
0.7294 |
0.0077 |
1.0% |
0.0034 |
0.5% |
66% |
False |
False |
2,492 |
| 20 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0031 |
0.4% |
67% |
False |
False |
1,545 |
| 40 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0034 |
0.5% |
66% |
False |
False |
995 |
| 60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0032 |
0.4% |
46% |
False |
False |
732 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
46% |
False |
False |
561 |
| 100 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0025 |
0.3% |
38% |
False |
False |
454 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
28% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7455 |
|
1.618 |
0.7421 |
|
1.000 |
0.7401 |
|
0.618 |
0.7388 |
|
HIGH |
0.7367 |
|
0.618 |
0.7354 |
|
0.500 |
0.7350 |
|
0.382 |
0.7346 |
|
LOW |
0.7334 |
|
0.618 |
0.7313 |
|
1.000 |
0.7300 |
|
1.618 |
0.7279 |
|
2.618 |
0.7246 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7350 |
0.7341 |
| PP |
0.7348 |
0.7337 |
| S1 |
0.7346 |
0.7333 |
|