CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7300 |
0.7288 |
-0.0013 |
-0.2% |
0.7376 |
| High |
0.7301 |
0.7306 |
0.0005 |
0.1% |
0.7376 |
| Low |
0.7290 |
0.7287 |
-0.0003 |
0.0% |
0.7299 |
| Close |
0.7301 |
0.7306 |
0.0005 |
0.1% |
0.7309 |
| Range |
0.0011 |
0.0019 |
0.0008 |
76.2% |
0.0077 |
| ATR |
0.0028 |
0.0027 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
132 |
111 |
-21 |
-15.9% |
510 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7349 |
0.7316 |
|
| R3 |
0.7336 |
0.7330 |
0.7311 |
|
| R2 |
0.7318 |
0.7318 |
0.7309 |
|
| R1 |
0.7312 |
0.7312 |
0.7307 |
0.7315 |
| PP |
0.7299 |
0.7299 |
0.7299 |
0.7301 |
| S1 |
0.7293 |
0.7293 |
0.7304 |
0.7296 |
| S2 |
0.7281 |
0.7281 |
0.7302 |
|
| S3 |
0.7262 |
0.7275 |
0.7300 |
|
| S4 |
0.7244 |
0.7256 |
0.7295 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7511 |
0.7351 |
|
| R3 |
0.7482 |
0.7434 |
0.7330 |
|
| R2 |
0.7405 |
0.7405 |
0.7323 |
|
| R1 |
0.7357 |
0.7357 |
0.7316 |
0.7342 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7321 |
| S1 |
0.7280 |
0.7280 |
0.7301 |
0.7265 |
| S2 |
0.7251 |
0.7251 |
0.7294 |
|
| S3 |
0.7174 |
0.7203 |
0.7287 |
|
| S4 |
0.7097 |
0.7126 |
0.7266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7352 |
0.7287 |
0.0065 |
0.9% |
0.0028 |
0.4% |
28% |
False |
True |
96 |
| 10 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0027 |
0.4% |
21% |
False |
True |
79 |
| 20 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0025 |
0.3% |
20% |
False |
True |
60 |
| 40 |
0.7381 |
0.7258 |
0.0124 |
1.7% |
0.0023 |
0.3% |
39% |
False |
False |
58 |
| 60 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0024 |
0.3% |
26% |
False |
False |
55 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
23% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7384 |
|
2.618 |
0.7354 |
|
1.618 |
0.7335 |
|
1.000 |
0.7324 |
|
0.618 |
0.7317 |
|
HIGH |
0.7306 |
|
0.618 |
0.7298 |
|
0.500 |
0.7296 |
|
0.382 |
0.7294 |
|
LOW |
0.7287 |
|
0.618 |
0.7276 |
|
1.000 |
0.7269 |
|
1.618 |
0.7257 |
|
2.618 |
0.7239 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7302 |
0.7319 |
| PP |
0.7299 |
0.7314 |
| S1 |
0.7296 |
0.7310 |
|