CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7306 |
0.7320 |
0.0014 |
0.2% |
0.7300 |
| High |
0.7325 |
0.7328 |
0.0004 |
0.0% |
0.7328 |
| Low |
0.7301 |
0.7301 |
0.0000 |
0.0% |
0.7281 |
| Close |
0.7321 |
0.7315 |
-0.0006 |
-0.1% |
0.7315 |
| Range |
0.0024 |
0.0027 |
0.0004 |
14.9% |
0.0047 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
126,737 |
92,762 |
-33,975 |
-26.8% |
397,949 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7382 |
0.7330 |
|
| R3 |
0.7369 |
0.7355 |
0.7322 |
|
| R2 |
0.7342 |
0.7342 |
0.7320 |
|
| R1 |
0.7328 |
0.7328 |
0.7317 |
0.7322 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7311 |
| S1 |
0.7301 |
0.7301 |
0.7313 |
0.7295 |
| S2 |
0.7288 |
0.7288 |
0.7310 |
|
| S3 |
0.7261 |
0.7274 |
0.7308 |
|
| S4 |
0.7234 |
0.7247 |
0.7300 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7429 |
0.7341 |
|
| R3 |
0.7402 |
0.7382 |
0.7328 |
|
| R2 |
0.7355 |
0.7355 |
0.7324 |
|
| R1 |
0.7335 |
0.7335 |
0.7319 |
0.7345 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7313 |
| S1 |
0.7288 |
0.7288 |
0.7311 |
0.7298 |
| S2 |
0.7261 |
0.7261 |
0.7306 |
|
| S3 |
0.7214 |
0.7241 |
0.7302 |
|
| S4 |
0.7167 |
0.7194 |
0.7289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7328 |
0.7273 |
0.0055 |
0.8% |
0.0025 |
0.3% |
76% |
True |
False |
112,389 |
| 10 |
0.7335 |
0.7268 |
0.0068 |
0.9% |
0.0029 |
0.4% |
70% |
False |
False |
93,374 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0033 |
0.4% |
48% |
False |
False |
49,708 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0032 |
0.4% |
45% |
False |
False |
25,180 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0033 |
0.5% |
37% |
False |
False |
16,920 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
33% |
False |
False |
12,724 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
29% |
False |
False |
10,187 |
| 120 |
0.7582 |
0.7243 |
0.0339 |
4.6% |
0.0025 |
0.3% |
21% |
False |
False |
8,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7399 |
|
1.618 |
0.7372 |
|
1.000 |
0.7355 |
|
0.618 |
0.7345 |
|
HIGH |
0.7328 |
|
0.618 |
0.7318 |
|
0.500 |
0.7315 |
|
0.382 |
0.7311 |
|
LOW |
0.7301 |
|
0.618 |
0.7284 |
|
1.000 |
0.7274 |
|
1.618 |
0.7257 |
|
2.618 |
0.7230 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7312 |
| PP |
0.7315 |
0.7309 |
| S1 |
0.7315 |
0.7306 |
|