CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7334 |
0.7281 |
-0.0053 |
-0.7% |
0.7355 |
| High |
0.7335 |
0.7288 |
-0.0048 |
-0.6% |
0.7367 |
| Low |
0.7280 |
0.7273 |
-0.0008 |
-0.1% |
0.7280 |
| Close |
0.7292 |
0.7283 |
-0.0009 |
-0.1% |
0.7292 |
| Range |
0.0055 |
0.0015 |
-0.0040 |
-72.7% |
0.0087 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
17,839 |
27,122 |
9,283 |
52.0% |
60,345 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7326 |
0.7320 |
0.7291 |
|
| R3 |
0.7311 |
0.7305 |
0.7287 |
|
| R2 |
0.7296 |
0.7296 |
0.7286 |
|
| R1 |
0.7290 |
0.7290 |
0.7284 |
0.7293 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7283 |
| S1 |
0.7275 |
0.7275 |
0.7282 |
0.7278 |
| S2 |
0.7266 |
0.7266 |
0.7280 |
|
| S3 |
0.7251 |
0.7260 |
0.7279 |
|
| S4 |
0.7236 |
0.7245 |
0.7275 |
|
|
| 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 |
0.7357 |
0.7273 |
0.0084 |
1.2% |
0.0034 |
0.5% |
13% |
False |
True |
16,974 |
| 10 |
0.7367 |
0.7273 |
0.0095 |
1.3% |
0.0034 |
0.5% |
11% |
False |
True |
10,105 |
| 20 |
0.7374 |
0.7273 |
0.0102 |
1.4% |
0.0032 |
0.4% |
10% |
False |
True |
5,695 |
| 40 |
0.7374 |
0.7243 |
0.0131 |
1.8% |
0.0033 |
0.4% |
31% |
False |
False |
3,036 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
20% |
False |
False |
2,126 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
18% |
False |
False |
1,618 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.5% |
0.0026 |
0.4% |
16% |
False |
False |
1,303 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
11% |
False |
False |
1,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7351 |
|
2.618 |
0.7327 |
|
1.618 |
0.7312 |
|
1.000 |
0.7303 |
|
0.618 |
0.7297 |
|
HIGH |
0.7288 |
|
0.618 |
0.7282 |
|
0.500 |
0.7280 |
|
0.382 |
0.7278 |
|
LOW |
0.7273 |
|
0.618 |
0.7263 |
|
1.000 |
0.7258 |
|
1.618 |
0.7248 |
|
2.618 |
0.7233 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7282 |
0.7304 |
| PP |
0.7281 |
0.7297 |
| S1 |
0.7280 |
0.7290 |
|