CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7302 |
0.7306 |
0.0004 |
0.1% |
0.7281 |
| High |
0.7310 |
0.7325 |
0.0015 |
0.2% |
0.7327 |
| Low |
0.7285 |
0.7301 |
0.0017 |
0.2% |
0.7268 |
| Close |
0.7307 |
0.7321 |
0.0015 |
0.2% |
0.7294 |
| Range |
0.0026 |
0.0024 |
-0.0002 |
-7.8% |
0.0059 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
94,717 |
126,737 |
32,020 |
33.8% |
517,955 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7386 |
0.7377 |
0.7334 |
|
| R3 |
0.7363 |
0.7354 |
0.7327 |
|
| R2 |
0.7339 |
0.7339 |
0.7325 |
|
| R1 |
0.7330 |
0.7330 |
0.7323 |
0.7335 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7318 |
| S1 |
0.7307 |
0.7307 |
0.7319 |
0.7311 |
| S2 |
0.7292 |
0.7292 |
0.7317 |
|
| S3 |
0.7269 |
0.7283 |
0.7315 |
|
| S4 |
0.7245 |
0.7260 |
0.7308 |
|
|
| 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 |
0.7325 |
0.7273 |
0.0052 |
0.7% |
0.0025 |
0.3% |
93% |
True |
False |
124,939 |
| 10 |
0.7335 |
0.7268 |
0.0068 |
0.9% |
0.0029 |
0.4% |
79% |
False |
False |
85,940 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0033 |
0.4% |
54% |
False |
False |
45,169 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0032 |
0.4% |
50% |
False |
False |
22,865 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0033 |
0.4% |
40% |
False |
False |
15,375 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
35% |
False |
False |
11,564 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
31% |
False |
False |
9,260 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
22% |
False |
False |
7,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7424 |
|
2.618 |
0.7386 |
|
1.618 |
0.7363 |
|
1.000 |
0.7348 |
|
0.618 |
0.7339 |
|
HIGH |
0.7325 |
|
0.618 |
0.7316 |
|
0.500 |
0.7313 |
|
0.382 |
0.7310 |
|
LOW |
0.7301 |
|
0.618 |
0.7286 |
|
1.000 |
0.7278 |
|
1.618 |
0.7263 |
|
2.618 |
0.7239 |
|
4.250 |
0.7201 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7315 |
| PP |
0.7316 |
0.7309 |
| S1 |
0.7313 |
0.7303 |
|