CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7356 |
0.0023 |
0.3% |
0.7312 |
| High |
0.7357 |
0.7368 |
0.0012 |
0.2% |
0.7344 |
| Low |
0.7333 |
0.7342 |
0.0009 |
0.1% |
0.7300 |
| Close |
0.7357 |
0.7353 |
-0.0004 |
0.0% |
0.7332 |
| Range |
0.0024 |
0.0026 |
0.0003 |
10.6% |
0.0044 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
0.0% |
0.0000 |
| Volume |
188 |
3,190 |
3,002 |
1,596.8% |
596 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7419 |
0.7367 |
|
| R3 |
0.7406 |
0.7393 |
0.7360 |
|
| R2 |
0.7380 |
0.7380 |
0.7358 |
|
| R1 |
0.7367 |
0.7367 |
0.7355 |
0.7361 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7351 |
| S1 |
0.7341 |
0.7341 |
0.7351 |
0.7335 |
| S2 |
0.7328 |
0.7328 |
0.7348 |
|
| S3 |
0.7302 |
0.7315 |
0.7346 |
|
| S4 |
0.7276 |
0.7289 |
0.7339 |
|
|
| 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 |
0.7368 |
0.7305 |
0.0063 |
0.9% |
0.0023 |
0.3% |
76% |
True |
False |
739 |
| 10 |
0.7368 |
0.7287 |
0.0081 |
1.1% |
0.0024 |
0.3% |
81% |
True |
False |
523 |
| 20 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0025 |
0.3% |
74% |
False |
False |
296 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
70% |
False |
False |
172 |
| 60 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0024 |
0.3% |
51% |
False |
False |
135 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
45% |
False |
False |
109 |
| 100 |
0.7497 |
0.7258 |
0.0239 |
3.3% |
0.0021 |
0.3% |
40% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7436 |
|
1.618 |
0.7410 |
|
1.000 |
0.7394 |
|
0.618 |
0.7384 |
|
HIGH |
0.7368 |
|
0.618 |
0.7358 |
|
0.500 |
0.7355 |
|
0.382 |
0.7352 |
|
LOW |
0.7342 |
|
0.618 |
0.7326 |
|
1.000 |
0.7316 |
|
1.618 |
0.7300 |
|
2.618 |
0.7274 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7350 |
| PP |
0.7354 |
0.7347 |
| S1 |
0.7354 |
0.7343 |
|