CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 13-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
0.7310 |
0.7323 |
0.0013 |
0.2% |
0.7376 |
High |
0.7342 |
0.7323 |
-0.0020 |
-0.3% |
0.7376 |
Low |
0.7309 |
0.7300 |
-0.0009 |
-0.1% |
0.7299 |
Close |
0.7326 |
0.7311 |
-0.0015 |
-0.2% |
0.7309 |
Range |
0.0034 |
0.0023 |
-0.0011 |
-31.3% |
0.0077 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-0.5% |
0.0000 |
Volume |
27 |
490 |
463 |
1,714.8% |
510 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7380 |
0.7369 |
0.7324 |
|
R3 |
0.7357 |
0.7346 |
0.7317 |
|
R2 |
0.7334 |
0.7334 |
0.7315 |
|
R1 |
0.7323 |
0.7323 |
0.7313 |
0.7317 |
PP |
0.7311 |
0.7311 |
0.7311 |
0.7308 |
S1 |
0.7300 |
0.7300 |
0.7309 |
0.7294 |
S2 |
0.7288 |
0.7288 |
0.7307 |
|
S3 |
0.7265 |
0.7277 |
0.7305 |
|
S4 |
0.7242 |
0.7254 |
0.7298 |
|
|
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 |
0.7351 |
0.7287 |
0.0064 |
0.9% |
0.0027 |
0.4% |
38% |
False |
False |
167 |
10 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0028 |
0.4% |
27% |
False |
False |
127 |
20 |
0.7380 |
0.7287 |
0.0093 |
1.3% |
0.0025 |
0.3% |
26% |
False |
False |
77 |
40 |
0.7381 |
0.7277 |
0.0104 |
1.4% |
0.0024 |
0.3% |
33% |
False |
False |
64 |
60 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
29% |
False |
False |
62 |
80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
25% |
False |
False |
54 |
100 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0020 |
0.3% |
22% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7420 |
2.618 |
0.7383 |
1.618 |
0.7360 |
1.000 |
0.7346 |
0.618 |
0.7337 |
HIGH |
0.7323 |
0.618 |
0.7314 |
0.500 |
0.7311 |
0.382 |
0.7308 |
LOW |
0.7300 |
0.618 |
0.7285 |
1.000 |
0.7277 |
1.618 |
0.7262 |
2.618 |
0.7239 |
4.250 |
0.7202 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7311 |
0.7315 |
PP |
0.7311 |
0.7313 |
S1 |
0.7311 |
0.7312 |
|