CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7314 |
0.7312 |
-0.0002 |
0.0% |
0.7300 |
| High |
0.7318 |
0.7322 |
0.0004 |
0.0% |
0.7342 |
| Low |
0.7293 |
0.7300 |
0.0007 |
0.1% |
0.7287 |
| Close |
0.7313 |
0.7322 |
0.0009 |
0.1% |
0.7313 |
| Range |
0.0025 |
0.0022 |
-0.0004 |
-14.0% |
0.0055 |
| ATR |
0.0028 |
0.0027 |
0.0000 |
-1.6% |
0.0000 |
| Volume |
636 |
275 |
-361 |
-56.8% |
1,396 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7379 |
0.7372 |
0.7333 |
|
| R3 |
0.7357 |
0.7350 |
0.7327 |
|
| R2 |
0.7336 |
0.7336 |
0.7325 |
|
| R1 |
0.7329 |
0.7329 |
0.7323 |
0.7332 |
| PP |
0.7314 |
0.7314 |
0.7314 |
0.7316 |
| S1 |
0.7307 |
0.7307 |
0.7320 |
0.7311 |
| S2 |
0.7293 |
0.7293 |
0.7318 |
|
| S3 |
0.7271 |
0.7286 |
0.7316 |
|
| S4 |
0.7250 |
0.7264 |
0.7310 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7451 |
0.7343 |
|
| R3 |
0.7424 |
0.7396 |
0.7328 |
|
| R2 |
0.7369 |
0.7369 |
0.7323 |
|
| R1 |
0.7341 |
0.7341 |
0.7318 |
0.7355 |
| PP |
0.7314 |
0.7314 |
0.7314 |
0.7321 |
| S1 |
0.7286 |
0.7286 |
0.7307 |
0.7300 |
| S2 |
0.7259 |
0.7259 |
0.7302 |
|
| S3 |
0.7204 |
0.7231 |
0.7297 |
|
| S4 |
0.7149 |
0.7176 |
0.7282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7342 |
0.7287 |
0.0055 |
0.8% |
0.0024 |
0.3% |
63% |
False |
False |
307 |
| 10 |
0.7364 |
0.7287 |
0.0077 |
1.0% |
0.0027 |
0.4% |
45% |
False |
False |
205 |
| 20 |
0.7379 |
0.7287 |
0.0092 |
1.3% |
0.0026 |
0.4% |
38% |
False |
False |
118 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
37% |
False |
False |
86 |
| 60 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
34% |
False |
False |
77 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0022 |
0.3% |
30% |
False |
False |
65 |
| 100 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0020 |
0.3% |
27% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7413 |
|
2.618 |
0.7378 |
|
1.618 |
0.7356 |
|
1.000 |
0.7343 |
|
0.618 |
0.7335 |
|
HIGH |
0.7322 |
|
0.618 |
0.7313 |
|
0.500 |
0.7311 |
|
0.382 |
0.7308 |
|
LOW |
0.7300 |
|
0.618 |
0.7287 |
|
1.000 |
0.7279 |
|
1.618 |
0.7265 |
|
2.618 |
0.7244 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7317 |
| PP |
0.7314 |
0.7312 |
| S1 |
0.7311 |
0.7308 |
|