CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7286 |
0.7285 |
-0.0001 |
0.0% |
0.7355 |
| High |
0.7291 |
0.7327 |
0.0036 |
0.5% |
0.7367 |
| Low |
0.7268 |
0.7284 |
0.0016 |
0.2% |
0.7280 |
| Close |
0.7288 |
0.7308 |
0.0021 |
0.3% |
0.7292 |
| Range |
0.0023 |
0.0043 |
0.0020 |
87.0% |
0.0087 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
2.2% |
0.0000 |
| Volume |
80,335 |
90,986 |
10,651 |
13.3% |
60,345 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7435 |
0.7415 |
0.7332 |
|
| R3 |
0.7392 |
0.7372 |
0.7320 |
|
| R2 |
0.7349 |
0.7349 |
0.7316 |
|
| R1 |
0.7329 |
0.7329 |
0.7312 |
0.7339 |
| PP |
0.7306 |
0.7306 |
0.7306 |
0.7311 |
| S1 |
0.7286 |
0.7286 |
0.7304 |
0.7296 |
| S2 |
0.7263 |
0.7263 |
0.7300 |
|
| S3 |
0.7220 |
0.7243 |
0.7296 |
|
| S4 |
0.7177 |
0.7200 |
0.7284 |
|
|
| 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 |
0.7335 |
0.7268 |
0.0068 |
0.9% |
0.0032 |
0.4% |
60% |
False |
False |
46,940 |
| 10 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0035 |
0.5% |
41% |
False |
False |
26,598 |
| 20 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0033 |
0.5% |
38% |
False |
False |
14,193 |
| 40 |
0.7374 |
0.7251 |
0.0124 |
1.7% |
0.0033 |
0.4% |
47% |
False |
False |
7,292 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0034 |
0.5% |
32% |
False |
False |
4,977 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
29% |
False |
False |
3,759 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0026 |
0.4% |
26% |
False |
False |
3,015 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
18% |
False |
False |
2,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7439 |
|
1.618 |
0.7396 |
|
1.000 |
0.7370 |
|
0.618 |
0.7353 |
|
HIGH |
0.7327 |
|
0.618 |
0.7310 |
|
0.500 |
0.7305 |
|
0.382 |
0.7300 |
|
LOW |
0.7284 |
|
0.618 |
0.7257 |
|
1.000 |
0.7241 |
|
1.618 |
0.7214 |
|
2.618 |
0.7171 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7307 |
0.7304 |
| PP |
0.7306 |
0.7301 |
| S1 |
0.7305 |
0.7297 |
|