CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7350 |
0.0004 |
0.1% |
0.7365 |
| High |
0.7346 |
0.7352 |
0.0006 |
0.1% |
0.7373 |
| Low |
0.7310 |
0.7330 |
0.0020 |
0.3% |
0.7319 |
| Close |
0.7339 |
0.7351 |
0.0012 |
0.2% |
0.7368 |
| Range |
0.0036 |
0.0022 |
-0.0014 |
-38.9% |
0.0054 |
| ATR |
0.0028 |
0.0027 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
86 |
77 |
-9 |
-10.5% |
57 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7402 |
0.7363 |
|
| R3 |
0.7388 |
0.7380 |
0.7357 |
|
| R2 |
0.7366 |
0.7366 |
0.7355 |
|
| R1 |
0.7358 |
0.7358 |
0.7353 |
0.7362 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7346 |
| S1 |
0.7336 |
0.7336 |
0.7348 |
0.7340 |
| S2 |
0.7322 |
0.7322 |
0.7346 |
|
| S3 |
0.7300 |
0.7314 |
0.7344 |
|
| S4 |
0.7278 |
0.7292 |
0.7338 |
|
|
| 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 |
0.7310 |
0.0066 |
0.9% |
0.0028 |
0.4% |
61% |
False |
False |
87 |
| 10 |
0.7376 |
0.7308 |
0.0069 |
0.9% |
0.0028 |
0.4% |
63% |
False |
False |
52 |
| 20 |
0.7381 |
0.7308 |
0.0074 |
1.0% |
0.0023 |
0.3% |
59% |
False |
False |
53 |
| 40 |
0.7381 |
0.7258 |
0.0124 |
1.7% |
0.0023 |
0.3% |
75% |
False |
False |
56 |
| 60 |
0.7457 |
0.7258 |
0.0199 |
2.7% |
0.0024 |
0.3% |
47% |
False |
False |
51 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
44% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7410 |
|
1.618 |
0.7388 |
|
1.000 |
0.7374 |
|
0.618 |
0.7366 |
|
HIGH |
0.7352 |
|
0.618 |
0.7344 |
|
0.500 |
0.7341 |
|
0.382 |
0.7338 |
|
LOW |
0.7330 |
|
0.618 |
0.7316 |
|
1.000 |
0.7308 |
|
1.618 |
0.7294 |
|
2.618 |
0.7272 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7346 |
| PP |
0.7344 |
0.7341 |
| S1 |
0.7341 |
0.7337 |
|