CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7312 |
-0.0024 |
-0.3% |
0.7300 |
| High |
0.7340 |
0.7327 |
-0.0014 |
-0.2% |
0.7328 |
| Low |
0.7309 |
0.7307 |
-0.0003 |
0.0% |
0.7281 |
| Close |
0.7312 |
0.7317 |
0.0006 |
0.1% |
0.7315 |
| Range |
0.0031 |
0.0020 |
-0.0011 |
-35.5% |
0.0047 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
105,429 |
86,745 |
-18,684 |
-17.7% |
397,949 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7377 |
0.7367 |
0.7328 |
|
| R3 |
0.7357 |
0.7347 |
0.7323 |
|
| R2 |
0.7337 |
0.7337 |
0.7321 |
|
| R1 |
0.7327 |
0.7327 |
0.7319 |
0.7332 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7319 |
| S1 |
0.7307 |
0.7307 |
0.7315 |
0.7312 |
| S2 |
0.7297 |
0.7297 |
0.7313 |
|
| S3 |
0.7277 |
0.7287 |
0.7312 |
|
| S4 |
0.7257 |
0.7267 |
0.7306 |
|
|
| 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 |
0.7301 |
0.0059 |
0.8% |
0.0029 |
0.4% |
27% |
False |
False |
97,014 |
| 10 |
0.7360 |
0.7273 |
0.0087 |
1.2% |
0.0027 |
0.4% |
51% |
False |
False |
110,977 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0031 |
0.4% |
50% |
False |
False |
68,787 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0031 |
0.4% |
46% |
False |
False |
34,956 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0033 |
0.5% |
38% |
False |
False |
23,448 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
33% |
False |
False |
17,625 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
33% |
False |
False |
14,109 |
| 120 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0026 |
0.4% |
25% |
False |
False |
11,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7412 |
|
2.618 |
0.7379 |
|
1.618 |
0.7359 |
|
1.000 |
0.7347 |
|
0.618 |
0.7339 |
|
HIGH |
0.7327 |
|
0.618 |
0.7319 |
|
0.500 |
0.7317 |
|
0.382 |
0.7314 |
|
LOW |
0.7307 |
|
0.618 |
0.7294 |
|
1.000 |
0.7287 |
|
1.618 |
0.7274 |
|
2.618 |
0.7254 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7317 |
0.7333 |
| PP |
0.7317 |
0.7328 |
| S1 |
0.7317 |
0.7322 |
|