CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7354 |
-0.0001 |
0.0% |
0.7332 |
| High |
0.7367 |
0.7357 |
-0.0011 |
-0.1% |
0.7361 |
| Low |
0.7334 |
0.7317 |
-0.0017 |
-0.2% |
0.7299 |
| Close |
0.7345 |
0.7326 |
-0.0019 |
-0.3% |
0.7353 |
| Range |
0.0034 |
0.0040 |
0.0006 |
17.9% |
0.0062 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
1.3% |
0.0000 |
| Volume |
2,597 |
6,386 |
3,789 |
145.9% |
13,590 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7428 |
0.7348 |
|
| R3 |
0.7412 |
0.7389 |
0.7337 |
|
| R2 |
0.7373 |
0.7373 |
0.7333 |
|
| R1 |
0.7349 |
0.7349 |
0.7330 |
0.7341 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7329 |
| S1 |
0.7310 |
0.7310 |
0.7322 |
0.7302 |
| S2 |
0.7294 |
0.7294 |
0.7319 |
|
| S3 |
0.7254 |
0.7270 |
0.7315 |
|
| S4 |
0.7215 |
0.7231 |
0.7304 |
|
|
| 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% |
0.0036 |
0.5% |
40% |
False |
False |
3,905 |
| 10 |
0.7367 |
0.7294 |
0.0074 |
1.0% |
0.0036 |
0.5% |
44% |
False |
False |
3,087 |
| 20 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0032 |
0.4% |
46% |
False |
False |
1,853 |
| 40 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0034 |
0.5% |
54% |
False |
False |
1,147 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0032 |
0.4% |
41% |
False |
False |
838 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
38% |
False |
False |
640 |
| 100 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0026 |
0.4% |
31% |
False |
False |
518 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0024 |
0.3% |
23% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7460 |
|
1.618 |
0.7420 |
|
1.000 |
0.7396 |
|
0.618 |
0.7381 |
|
HIGH |
0.7357 |
|
0.618 |
0.7341 |
|
0.500 |
0.7337 |
|
0.382 |
0.7332 |
|
LOW |
0.7317 |
|
0.618 |
0.7293 |
|
1.000 |
0.7278 |
|
1.618 |
0.7253 |
|
2.618 |
0.7214 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7337 |
0.7342 |
| PP |
0.7333 |
0.7337 |
| S1 |
0.7330 |
0.7331 |
|