CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7333 |
-0.0007 |
-0.1% |
0.7312 |
| High |
0.7344 |
0.7357 |
0.0013 |
0.2% |
0.7344 |
| Low |
0.7319 |
0.7333 |
0.0015 |
0.2% |
0.7300 |
| Close |
0.7332 |
0.7357 |
0.0025 |
0.3% |
0.7332 |
| Range |
0.0026 |
0.0024 |
-0.0002 |
-7.8% |
0.0044 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
112 |
188 |
76 |
67.9% |
596 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7411 |
0.7369 |
|
| R3 |
0.7396 |
0.7388 |
0.7363 |
|
| R2 |
0.7372 |
0.7372 |
0.7361 |
|
| R1 |
0.7364 |
0.7364 |
0.7359 |
0.7368 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7351 |
| S1 |
0.7341 |
0.7341 |
0.7354 |
0.7345 |
| S2 |
0.7325 |
0.7325 |
0.7352 |
|
| S3 |
0.7302 |
0.7317 |
0.7350 |
|
| S4 |
0.7278 |
0.7294 |
0.7344 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7438 |
0.7356 |
|
| R3 |
0.7413 |
0.7394 |
0.7344 |
|
| R2 |
0.7369 |
0.7369 |
0.7340 |
|
| R1 |
0.7350 |
0.7350 |
0.7336 |
0.7360 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7330 |
| S1 |
0.7306 |
0.7306 |
0.7327 |
0.7316 |
| S2 |
0.7281 |
0.7281 |
0.7323 |
|
| S3 |
0.7237 |
0.7262 |
0.7319 |
|
| S4 |
0.7193 |
0.7218 |
0.7307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7357 |
0.7300 |
0.0057 |
0.8% |
0.0022 |
0.3% |
100% |
True |
False |
156 |
| 10 |
0.7357 |
0.7287 |
0.0070 |
0.9% |
0.0022 |
0.3% |
100% |
True |
False |
218 |
| 20 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0026 |
0.3% |
78% |
False |
False |
138 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
74% |
False |
False |
93 |
| 60 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0024 |
0.3% |
53% |
False |
False |
83 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
46% |
False |
False |
70 |
| 100 |
0.7497 |
0.7258 |
0.0239 |
3.2% |
0.0021 |
0.3% |
41% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7456 |
|
2.618 |
0.7418 |
|
1.618 |
0.7395 |
|
1.000 |
0.7380 |
|
0.618 |
0.7371 |
|
HIGH |
0.7357 |
|
0.618 |
0.7348 |
|
0.500 |
0.7345 |
|
0.382 |
0.7342 |
|
LOW |
0.7333 |
|
0.618 |
0.7318 |
|
1.000 |
0.7310 |
|
1.618 |
0.7295 |
|
2.618 |
0.7271 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7350 |
| PP |
0.7349 |
0.7344 |
| S1 |
0.7345 |
0.7338 |
|