CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7328 |
-0.0027 |
-0.4% |
0.7332 |
| High |
0.7357 |
0.7333 |
-0.0024 |
-0.3% |
0.7361 |
| Low |
0.7317 |
0.7295 |
-0.0023 |
-0.3% |
0.7299 |
| Close |
0.7326 |
0.7322 |
-0.0004 |
-0.1% |
0.7353 |
| Range |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0062 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
1.0% |
0.0000 |
| Volume |
6,386 |
15,102 |
8,716 |
136.5% |
13,590 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7416 |
0.7343 |
|
| R3 |
0.7394 |
0.7377 |
0.7333 |
|
| R2 |
0.7355 |
0.7355 |
0.7329 |
|
| R1 |
0.7339 |
0.7339 |
0.7326 |
0.7328 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7311 |
| S1 |
0.7300 |
0.7300 |
0.7318 |
0.7289 |
| S2 |
0.7278 |
0.7278 |
0.7315 |
|
| S3 |
0.7240 |
0.7262 |
0.7311 |
|
| S4 |
0.7201 |
0.7223 |
0.7301 |
|
|
| 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 |
0.7295 |
0.0073 |
1.0% |
0.0037 |
0.5% |
38% |
False |
True |
6,256 |
| 10 |
0.7367 |
0.7294 |
0.0074 |
1.0% |
0.0037 |
0.5% |
39% |
False |
False |
4,398 |
| 20 |
0.7374 |
0.7286 |
0.0089 |
1.2% |
0.0032 |
0.4% |
41% |
False |
False |
2,591 |
| 40 |
0.7396 |
0.7243 |
0.0153 |
2.1% |
0.0034 |
0.5% |
52% |
False |
False |
1,519 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.4% |
39% |
False |
False |
1,079 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
36% |
False |
False |
829 |
| 100 |
0.7510 |
0.7243 |
0.0267 |
3.6% |
0.0026 |
0.4% |
30% |
False |
False |
669 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
22% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7497 |
|
2.618 |
0.7434 |
|
1.618 |
0.7395 |
|
1.000 |
0.7372 |
|
0.618 |
0.7357 |
|
HIGH |
0.7333 |
|
0.618 |
0.7318 |
|
0.500 |
0.7314 |
|
0.382 |
0.7309 |
|
LOW |
0.7295 |
|
0.618 |
0.7271 |
|
1.000 |
0.7256 |
|
1.618 |
0.7232 |
|
2.618 |
0.7194 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7319 |
0.7331 |
| PP |
0.7317 |
0.7328 |
| S1 |
0.7314 |
0.7325 |
|