CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7314 |
0.0002 |
0.0% |
0.7317 |
| High |
0.7327 |
0.7337 |
0.0011 |
0.1% |
0.7360 |
| Low |
0.7307 |
0.7294 |
-0.0013 |
-0.2% |
0.7294 |
| Close |
0.7317 |
0.7320 |
0.0003 |
0.0% |
0.7320 |
| Range |
0.0020 |
0.0043 |
0.0023 |
115.0% |
0.0066 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
3.0% |
0.0000 |
| Volume |
86,745 |
137,793 |
51,048 |
58.8% |
530,104 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7426 |
0.7344 |
|
| R3 |
0.7403 |
0.7383 |
0.7332 |
|
| R2 |
0.7360 |
0.7360 |
0.7328 |
|
| R1 |
0.7340 |
0.7340 |
0.7324 |
0.7350 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7322 |
| S1 |
0.7297 |
0.7297 |
0.7316 |
0.7307 |
| S2 |
0.7274 |
0.7274 |
0.7312 |
|
| S3 |
0.7231 |
0.7254 |
0.7308 |
|
| S4 |
0.7188 |
0.7211 |
0.7296 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7486 |
0.7356 |
|
| R3 |
0.7456 |
0.7421 |
0.7338 |
|
| R2 |
0.7390 |
0.7390 |
0.7332 |
|
| R1 |
0.7355 |
0.7355 |
0.7326 |
0.7373 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7333 |
| S1 |
0.7290 |
0.7290 |
0.7314 |
0.7307 |
| S2 |
0.7259 |
0.7259 |
0.7308 |
|
| S3 |
0.7194 |
0.7224 |
0.7302 |
|
| S4 |
0.7128 |
0.7159 |
0.7284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7360 |
0.7294 |
0.0066 |
0.9% |
0.0032 |
0.4% |
40% |
False |
True |
106,020 |
| 10 |
0.7360 |
0.7273 |
0.0087 |
1.2% |
0.0029 |
0.4% |
54% |
False |
False |
109,204 |
| 20 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0031 |
0.4% |
53% |
False |
False |
75,582 |
| 40 |
0.7374 |
0.7268 |
0.0107 |
1.5% |
0.0031 |
0.4% |
49% |
False |
False |
38,390 |
| 60 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0033 |
0.5% |
40% |
False |
False |
25,743 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0031 |
0.4% |
35% |
False |
False |
19,346 |
| 100 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
35% |
False |
False |
15,487 |
| 120 |
0.7512 |
0.7243 |
0.0269 |
3.7% |
0.0026 |
0.4% |
29% |
False |
False |
12,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7520 |
|
2.618 |
0.7450 |
|
1.618 |
0.7407 |
|
1.000 |
0.7380 |
|
0.618 |
0.7364 |
|
HIGH |
0.7337 |
|
0.618 |
0.7321 |
|
0.500 |
0.7316 |
|
0.382 |
0.7310 |
|
LOW |
0.7294 |
|
0.618 |
0.7267 |
|
1.000 |
0.7251 |
|
1.618 |
0.7224 |
|
2.618 |
0.7181 |
|
4.250 |
0.7111 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7319 |
0.7319 |
| PP |
0.7317 |
0.7318 |
| S1 |
0.7316 |
0.7317 |
|