CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7317 |
0.7338 |
0.0021 |
0.3% |
0.7300 |
| High |
0.7341 |
0.7360 |
0.0019 |
0.3% |
0.7328 |
| Low |
0.7310 |
0.7324 |
0.0014 |
0.2% |
0.7281 |
| Close |
0.7340 |
0.7338 |
-0.0003 |
0.0% |
0.7315 |
| Range |
0.0031 |
0.0036 |
0.0005 |
14.5% |
0.0047 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
1.1% |
0.0000 |
| Volume |
89,092 |
111,045 |
21,953 |
24.6% |
397,949 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7428 |
0.7357 |
|
| R3 |
0.7411 |
0.7392 |
0.7347 |
|
| R2 |
0.7376 |
0.7376 |
0.7344 |
|
| R1 |
0.7357 |
0.7357 |
0.7341 |
0.7349 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7336 |
| S1 |
0.7321 |
0.7321 |
0.7334 |
0.7313 |
| S2 |
0.7305 |
0.7305 |
0.7331 |
|
| S3 |
0.7269 |
0.7286 |
0.7328 |
|
| S4 |
0.7234 |
0.7250 |
0.7318 |
|
|
| 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 |
0.7360 |
0.7285 |
0.0075 |
1.0% |
0.0029 |
0.4% |
71% |
True |
False |
102,870 |
| 10 |
0.7360 |
0.7268 |
0.0092 |
1.3% |
0.0029 |
0.4% |
76% |
True |
False |
108,891 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0031 |
0.4% |
70% |
False |
False |
59,498 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0032 |
0.4% |
66% |
False |
False |
30,170 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0033 |
0.4% |
49% |
False |
False |
20,250 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
43% |
False |
False |
15,224 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0028 |
0.4% |
38% |
False |
False |
12,188 |
| 120 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0025 |
0.3% |
32% |
False |
False |
10,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7452 |
|
1.618 |
0.7417 |
|
1.000 |
0.7395 |
|
0.618 |
0.7381 |
|
HIGH |
0.7360 |
|
0.618 |
0.7346 |
|
0.500 |
0.7342 |
|
0.382 |
0.7338 |
|
LOW |
0.7324 |
|
0.618 |
0.7302 |
|
1.000 |
0.7289 |
|
1.618 |
0.7267 |
|
2.618 |
0.7231 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7335 |
| PP |
0.7340 |
0.7333 |
| S1 |
0.7339 |
0.7330 |
|