CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7334 |
0.0015 |
0.2% |
0.7355 |
| High |
0.7335 |
0.7335 |
0.0000 |
0.0% |
0.7367 |
| Low |
0.7311 |
0.7280 |
-0.0031 |
-0.4% |
0.7280 |
| Close |
0.7334 |
0.7292 |
-0.0043 |
-0.6% |
0.7292 |
| Range |
0.0024 |
0.0055 |
0.0031 |
129.2% |
0.0087 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
4.6% |
0.0000 |
| Volume |
18,421 |
17,839 |
-582 |
-3.2% |
60,345 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7434 |
0.7322 |
|
| R3 |
0.7412 |
0.7379 |
0.7307 |
|
| R2 |
0.7357 |
0.7357 |
0.7302 |
|
| R1 |
0.7324 |
0.7324 |
0.7297 |
0.7313 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7297 |
| S1 |
0.7269 |
0.7269 |
0.7286 |
0.7258 |
| S2 |
0.7247 |
0.7247 |
0.7281 |
|
| S3 |
0.7192 |
0.7214 |
0.7276 |
|
| S4 |
0.7137 |
0.7159 |
0.7261 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7520 |
0.7339 |
|
| R3 |
0.7487 |
0.7433 |
0.7315 |
|
| R2 |
0.7400 |
0.7400 |
0.7307 |
|
| R1 |
0.7346 |
0.7346 |
0.7299 |
0.7329 |
| PP |
0.7313 |
0.7313 |
0.7313 |
0.7305 |
| S1 |
0.7259 |
0.7259 |
0.7284 |
0.7242 |
| S2 |
0.7226 |
0.7226 |
0.7276 |
|
| S3 |
0.7139 |
0.7172 |
0.7268 |
|
| S4 |
0.7052 |
0.7085 |
0.7244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7367 |
0.7280 |
0.0087 |
1.2% |
0.0038 |
0.5% |
13% |
False |
True |
12,069 |
| 10 |
0.7367 |
0.7280 |
0.0087 |
1.2% |
0.0038 |
0.5% |
13% |
False |
True |
7,518 |
| 20 |
0.7374 |
0.7280 |
0.0094 |
1.3% |
0.0033 |
0.4% |
12% |
False |
True |
4,380 |
| 40 |
0.7374 |
0.7243 |
0.0131 |
1.8% |
0.0034 |
0.5% |
37% |
False |
False |
2,385 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
24% |
False |
False |
1,676 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
22% |
False |
False |
1,282 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.4% |
19% |
False |
False |
1,031 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
14% |
False |
False |
861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7479 |
|
1.618 |
0.7424 |
|
1.000 |
0.7390 |
|
0.618 |
0.7369 |
|
HIGH |
0.7335 |
|
0.618 |
0.7314 |
|
0.500 |
0.7308 |
|
0.382 |
0.7301 |
|
LOW |
0.7280 |
|
0.618 |
0.7246 |
|
1.000 |
0.7225 |
|
1.618 |
0.7191 |
|
2.618 |
0.7136 |
|
4.250 |
0.7046 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7308 |
0.7308 |
| PP |
0.7302 |
0.7302 |
| S1 |
0.7297 |
0.7297 |
|