CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7355 |
0.0026 |
0.3% |
0.7315 |
| High |
0.7363 |
0.7363 |
-0.0001 |
0.0% |
0.7340 |
| Low |
0.7324 |
0.7335 |
0.0011 |
0.1% |
0.7271 |
| Close |
0.7356 |
0.7350 |
-0.0006 |
-0.1% |
0.7319 |
| Range |
0.0039 |
0.0028 |
-0.0011 |
-28.2% |
0.0069 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
122,822 |
82,512 |
-40,310 |
-32.8% |
384,399 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7419 |
0.7365 |
|
| R3 |
0.7405 |
0.7391 |
0.7357 |
|
| R2 |
0.7377 |
0.7377 |
0.7355 |
|
| R1 |
0.7363 |
0.7363 |
0.7352 |
0.7356 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7345 |
| S1 |
0.7335 |
0.7335 |
0.7347 |
0.7328 |
| S2 |
0.7321 |
0.7321 |
0.7344 |
|
| S3 |
0.7293 |
0.7307 |
0.7342 |
|
| S4 |
0.7265 |
0.7279 |
0.7334 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7485 |
0.7356 |
|
| R3 |
0.7447 |
0.7417 |
0.7337 |
|
| R2 |
0.7378 |
0.7378 |
0.7331 |
|
| R1 |
0.7348 |
0.7348 |
0.7325 |
0.7363 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7317 |
| S1 |
0.7280 |
0.7280 |
0.7312 |
0.7295 |
| S2 |
0.7241 |
0.7241 |
0.7306 |
|
| S3 |
0.7173 |
0.7211 |
0.7300 |
|
| S4 |
0.7104 |
0.7143 |
0.7281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7363 |
0.7308 |
0.0056 |
0.8% |
0.0029 |
0.4% |
76% |
False |
False |
86,189 |
| 10 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0032 |
0.4% |
85% |
False |
False |
84,284 |
| 20 |
0.7363 |
0.7250 |
0.0113 |
1.5% |
0.0036 |
0.5% |
88% |
False |
False |
87,763 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0037 |
0.5% |
57% |
False |
False |
90,258 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
52% |
False |
False |
72,961 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
46% |
False |
False |
54,844 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
32% |
False |
False |
43,919 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
32% |
False |
False |
36,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7436 |
|
1.618 |
0.7408 |
|
1.000 |
0.7391 |
|
0.618 |
0.7380 |
|
HIGH |
0.7363 |
|
0.618 |
0.7352 |
|
0.500 |
0.7349 |
|
0.382 |
0.7345 |
|
LOW |
0.7335 |
|
0.618 |
0.7317 |
|
1.000 |
0.7307 |
|
1.618 |
0.7289 |
|
2.618 |
0.7261 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7345 |
| PP |
0.7349 |
0.7340 |
| S1 |
0.7349 |
0.7335 |
|