CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7328 |
0.0001 |
0.0% |
0.7333 |
| High |
0.7340 |
0.7352 |
0.0013 |
0.2% |
0.7368 |
| Low |
0.7323 |
0.7310 |
-0.0013 |
-0.2% |
0.7310 |
| Close |
0.7333 |
0.7336 |
0.0003 |
0.0% |
0.7336 |
| Range |
0.0017 |
0.0042 |
0.0025 |
147.1% |
0.0058 |
| ATR |
0.0025 |
0.0027 |
0.0001 |
4.7% |
0.0000 |
| Volume |
196 |
358 |
162 |
82.7% |
4,145 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7439 |
0.7359 |
|
| R3 |
0.7417 |
0.7397 |
0.7347 |
|
| R2 |
0.7375 |
0.7375 |
0.7343 |
|
| R1 |
0.7355 |
0.7355 |
0.7339 |
0.7365 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7337 |
| S1 |
0.7313 |
0.7313 |
0.7332 |
0.7323 |
| S2 |
0.7291 |
0.7291 |
0.7328 |
|
| S3 |
0.7249 |
0.7271 |
0.7324 |
|
| S4 |
0.7207 |
0.7229 |
0.7312 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7482 |
0.7367 |
|
| R3 |
0.7454 |
0.7424 |
0.7351 |
|
| R2 |
0.7396 |
0.7396 |
0.7346 |
|
| R1 |
0.7366 |
0.7366 |
0.7341 |
0.7381 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7345 |
| S1 |
0.7308 |
0.7308 |
0.7330 |
0.7323 |
| S2 |
0.7280 |
0.7280 |
0.7325 |
|
| S3 |
0.7222 |
0.7250 |
0.7320 |
|
| S4 |
0.7164 |
0.7192 |
0.7304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7368 |
0.7310 |
0.0058 |
0.8% |
0.0027 |
0.4% |
44% |
False |
True |
829 |
| 10 |
0.7368 |
0.7293 |
0.0075 |
1.0% |
0.0025 |
0.3% |
57% |
False |
False |
537 |
| 20 |
0.7376 |
0.7287 |
0.0089 |
1.2% |
0.0026 |
0.4% |
54% |
False |
False |
332 |
| 40 |
0.7381 |
0.7287 |
0.0094 |
1.3% |
0.0024 |
0.3% |
52% |
False |
False |
188 |
| 60 |
0.7445 |
0.7258 |
0.0187 |
2.5% |
0.0025 |
0.3% |
42% |
False |
False |
146 |
| 80 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0024 |
0.3% |
37% |
False |
False |
118 |
| 100 |
0.7471 |
0.7258 |
0.0213 |
2.9% |
0.0021 |
0.3% |
37% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7531 |
|
2.618 |
0.7462 |
|
1.618 |
0.7420 |
|
1.000 |
0.7394 |
|
0.618 |
0.7378 |
|
HIGH |
0.7352 |
|
0.618 |
0.7336 |
|
0.500 |
0.7331 |
|
0.382 |
0.7326 |
|
LOW |
0.7310 |
|
0.618 |
0.7284 |
|
1.000 |
0.7268 |
|
1.618 |
0.7242 |
|
2.618 |
0.7200 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7334 |
0.7334 |
| PP |
0.7333 |
0.7333 |
| S1 |
0.7331 |
0.7332 |
|