CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 27-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
0.7353 |
0.7327 |
-0.0026 |
-0.4% |
0.7312 |
High |
0.7353 |
0.7340 |
-0.0014 |
-0.2% |
0.7344 |
Low |
0.7327 |
0.7323 |
-0.0005 |
-0.1% |
0.7300 |
Close |
0.7328 |
0.7333 |
0.0005 |
0.1% |
0.7332 |
Range |
0.0026 |
0.0017 |
-0.0009 |
-34.6% |
0.0044 |
ATR |
0.0026 |
0.0025 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
213 |
196 |
-17 |
-8.0% |
596 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7383 |
0.7375 |
0.7342 |
|
R3 |
0.7366 |
0.7358 |
0.7337 |
|
R2 |
0.7349 |
0.7349 |
0.7336 |
|
R1 |
0.7341 |
0.7341 |
0.7334 |
0.7345 |
PP |
0.7332 |
0.7332 |
0.7332 |
0.7334 |
S1 |
0.7324 |
0.7324 |
0.7331 |
0.7328 |
S2 |
0.7315 |
0.7315 |
0.7329 |
|
S3 |
0.7298 |
0.7307 |
0.7328 |
|
S4 |
0.7281 |
0.7290 |
0.7323 |
|
|
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 |
0.7319 |
0.0050 |
0.7% |
0.0024 |
0.3% |
28% |
False |
False |
779 |
10 |
0.7368 |
0.7293 |
0.0075 |
1.0% |
0.0023 |
0.3% |
53% |
False |
False |
550 |
20 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0026 |
0.3% |
51% |
False |
False |
315 |
40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
48% |
False |
False |
180 |
60 |
0.7445 |
0.7258 |
0.0187 |
2.6% |
0.0025 |
0.3% |
40% |
False |
False |
141 |
80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0023 |
0.3% |
35% |
False |
False |
114 |
100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
35% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7412 |
2.618 |
0.7384 |
1.618 |
0.7367 |
1.000 |
0.7357 |
0.618 |
0.7350 |
HIGH |
0.7340 |
0.618 |
0.7333 |
0.500 |
0.7331 |
0.382 |
0.7329 |
LOW |
0.7323 |
0.618 |
0.7312 |
1.000 |
0.7306 |
1.618 |
0.7295 |
2.618 |
0.7278 |
4.250 |
0.7250 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7332 |
0.7345 |
PP |
0.7332 |
0.7341 |
S1 |
0.7331 |
0.7337 |
|