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 |
|