CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7293 |
0.7300 |
0.0007 |
0.1% |
0.7281 |
| High |
0.7301 |
0.7304 |
0.0004 |
0.0% |
0.7327 |
| Low |
0.7273 |
0.7281 |
0.0008 |
0.1% |
0.7268 |
| Close |
0.7294 |
0.7304 |
0.0010 |
0.1% |
0.7294 |
| Range |
0.0028 |
0.0023 |
-0.0005 |
-16.4% |
0.0059 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
163,996 |
83,733 |
-80,263 |
-48.9% |
517,955 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7365 |
0.7357 |
0.7316 |
|
| R3 |
0.7342 |
0.7334 |
0.7310 |
|
| R2 |
0.7319 |
0.7319 |
0.7308 |
|
| R1 |
0.7311 |
0.7311 |
0.7306 |
0.7315 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7298 |
| S1 |
0.7288 |
0.7288 |
0.7301 |
0.7292 |
| S2 |
0.7273 |
0.7273 |
0.7299 |
|
| S3 |
0.7250 |
0.7265 |
0.7297 |
|
| S4 |
0.7227 |
0.7242 |
0.7291 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7443 |
0.7326 |
|
| R3 |
0.7414 |
0.7384 |
0.7310 |
|
| R2 |
0.7355 |
0.7355 |
0.7305 |
|
| R1 |
0.7325 |
0.7325 |
0.7299 |
0.7340 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7304 |
| S1 |
0.7266 |
0.7266 |
0.7289 |
0.7281 |
| S2 |
0.7237 |
0.7237 |
0.7283 |
|
| S3 |
0.7178 |
0.7207 |
0.7278 |
|
| S4 |
0.7119 |
0.7148 |
0.7262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7268 |
0.0059 |
0.8% |
0.0029 |
0.4% |
61% |
False |
False |
114,913 |
| 10 |
0.7357 |
0.7268 |
0.0089 |
1.2% |
0.0031 |
0.4% |
40% |
False |
False |
65,943 |
| 20 |
0.7371 |
0.7268 |
0.0103 |
1.4% |
0.0033 |
0.5% |
35% |
False |
False |
34,217 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0032 |
0.4% |
34% |
False |
False |
17,351 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0033 |
0.5% |
31% |
False |
False |
11,687 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
27% |
False |
False |
8,797 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
24% |
False |
False |
7,046 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
17% |
False |
False |
5,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7402 |
|
2.618 |
0.7364 |
|
1.618 |
0.7341 |
|
1.000 |
0.7327 |
|
0.618 |
0.7318 |
|
HIGH |
0.7304 |
|
0.618 |
0.7295 |
|
0.500 |
0.7293 |
|
0.382 |
0.7290 |
|
LOW |
0.7281 |
|
0.618 |
0.7267 |
|
1.000 |
0.7258 |
|
1.618 |
0.7244 |
|
2.618 |
0.7221 |
|
4.250 |
0.7183 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7299 |
| PP |
0.7296 |
0.7295 |
| S1 |
0.7293 |
0.7290 |
|