CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7376 |
0.0010 |
0.1% |
0.7365 |
| High |
0.7368 |
0.7376 |
0.0008 |
0.1% |
0.7373 |
| Low |
0.7336 |
0.7360 |
0.0024 |
0.3% |
0.7319 |
| Close |
0.7368 |
0.7360 |
-0.0009 |
-0.1% |
0.7368 |
| Range |
0.0032 |
0.0017 |
-0.0016 |
-48.4% |
0.0054 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
6 |
124 |
118 |
1,966.7% |
57 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7404 |
0.7369 |
|
| R3 |
0.7398 |
0.7387 |
0.7364 |
|
| R2 |
0.7382 |
0.7382 |
0.7363 |
|
| R1 |
0.7371 |
0.7371 |
0.7361 |
0.7368 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7364 |
| S1 |
0.7354 |
0.7354 |
0.7358 |
0.7351 |
| S2 |
0.7349 |
0.7349 |
0.7356 |
|
| S3 |
0.7332 |
0.7338 |
0.7355 |
|
| S4 |
0.7316 |
0.7321 |
0.7350 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7496 |
0.7398 |
|
| R3 |
0.7461 |
0.7442 |
0.7383 |
|
| R2 |
0.7407 |
0.7407 |
0.7378 |
|
| R1 |
0.7388 |
0.7388 |
0.7373 |
0.7398 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7358 |
| S1 |
0.7334 |
0.7334 |
0.7363 |
0.7344 |
| S2 |
0.7299 |
0.7299 |
0.7358 |
|
| S3 |
0.7245 |
0.7280 |
0.7353 |
|
| S4 |
0.7191 |
0.7226 |
0.7338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7376 |
0.7319 |
0.0057 |
0.8% |
0.0024 |
0.3% |
71% |
True |
False |
36 |
| 10 |
0.7379 |
0.7308 |
0.0072 |
1.0% |
0.0024 |
0.3% |
73% |
False |
False |
32 |
| 20 |
0.7381 |
0.7299 |
0.0083 |
1.1% |
0.0021 |
0.3% |
74% |
False |
False |
45 |
| 40 |
0.7402 |
0.7258 |
0.0145 |
2.0% |
0.0023 |
0.3% |
71% |
False |
False |
52 |
| 60 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
48% |
False |
False |
48 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
48% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7419 |
|
1.618 |
0.7403 |
|
1.000 |
0.7393 |
|
0.618 |
0.7386 |
|
HIGH |
0.7376 |
|
0.618 |
0.7370 |
|
0.500 |
0.7368 |
|
0.382 |
0.7366 |
|
LOW |
0.7360 |
|
0.618 |
0.7349 |
|
1.000 |
0.7343 |
|
1.618 |
0.7333 |
|
2.618 |
0.7316 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7356 |
| PP |
0.7365 |
0.7352 |
| S1 |
0.7362 |
0.7348 |
|