CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7319 |
-0.0009 |
-0.1% |
0.7332 |
| High |
0.7333 |
0.7335 |
0.0002 |
0.0% |
0.7361 |
| Low |
0.7295 |
0.7311 |
0.0017 |
0.2% |
0.7299 |
| Close |
0.7322 |
0.7334 |
0.0012 |
0.2% |
0.7353 |
| Range |
0.0039 |
0.0024 |
-0.0015 |
-37.7% |
0.0062 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
15,102 |
18,421 |
3,319 |
22.0% |
13,590 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7390 |
0.7347 |
|
| R3 |
0.7375 |
0.7366 |
0.7341 |
|
| R2 |
0.7351 |
0.7351 |
0.7338 |
|
| R1 |
0.7342 |
0.7342 |
0.7336 |
0.7347 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7329 |
| S1 |
0.7318 |
0.7318 |
0.7332 |
0.7323 |
| S2 |
0.7303 |
0.7303 |
0.7330 |
|
| S3 |
0.7279 |
0.7294 |
0.7327 |
|
| S4 |
0.7255 |
0.7270 |
0.7321 |
|
|
| 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% |
0.0035 |
0.5% |
54% |
False |
False |
9,562 |
| 10 |
0.7367 |
0.7294 |
0.0074 |
1.0% |
0.0036 |
0.5% |
55% |
False |
False |
6,043 |
| 20 |
0.7374 |
0.7294 |
0.0081 |
1.1% |
0.0032 |
0.4% |
50% |
False |
False |
3,500 |
| 40 |
0.7374 |
0.7243 |
0.0131 |
1.8% |
0.0033 |
0.5% |
69% |
False |
False |
1,954 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.4% |
45% |
False |
False |
1,383 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
41% |
False |
False |
1,059 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.3% |
36% |
False |
False |
853 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
25% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7437 |
|
2.618 |
0.7398 |
|
1.618 |
0.7374 |
|
1.000 |
0.7359 |
|
0.618 |
0.7350 |
|
HIGH |
0.7335 |
|
0.618 |
0.7326 |
|
0.500 |
0.7323 |
|
0.382 |
0.7320 |
|
LOW |
0.7311 |
|
0.618 |
0.7296 |
|
1.000 |
0.7287 |
|
1.618 |
0.7272 |
|
2.618 |
0.7248 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7330 |
0.7331 |
| PP |
0.7327 |
0.7328 |
| S1 |
0.7323 |
0.7326 |
|