CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7377 |
0.0002 |
0.0% |
0.7395 |
| High |
0.7390 |
0.7385 |
-0.0005 |
-0.1% |
0.7428 |
| Low |
0.7362 |
0.7305 |
-0.0057 |
-0.8% |
0.7335 |
| Close |
0.7371 |
0.7311 |
-0.0060 |
-0.8% |
0.7367 |
| Range |
0.0029 |
0.0080 |
0.0052 |
180.7% |
0.0093 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
8.9% |
0.0000 |
| Volume |
70,528 |
190,929 |
120,401 |
170.7% |
463,784 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7522 |
0.7355 |
|
| R3 |
0.7494 |
0.7442 |
0.7333 |
|
| R2 |
0.7414 |
0.7414 |
0.7325 |
|
| R1 |
0.7362 |
0.7362 |
0.7318 |
0.7348 |
| PP |
0.7334 |
0.7334 |
0.7334 |
0.7326 |
| S1 |
0.7282 |
0.7282 |
0.7303 |
0.7268 |
| S2 |
0.7254 |
0.7254 |
0.7296 |
|
| S3 |
0.7174 |
0.7202 |
0.7289 |
|
| S4 |
0.7094 |
0.7122 |
0.7267 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7604 |
0.7418 |
|
| R3 |
0.7563 |
0.7511 |
0.7392 |
|
| R2 |
0.7470 |
0.7470 |
0.7384 |
|
| R1 |
0.7418 |
0.7418 |
0.7375 |
0.7397 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7366 |
| S1 |
0.7325 |
0.7325 |
0.7358 |
0.7304 |
| S2 |
0.7284 |
0.7284 |
0.7349 |
|
| S3 |
0.7191 |
0.7232 |
0.7341 |
|
| S4 |
0.7098 |
0.7139 |
0.7315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7428 |
0.7305 |
0.0123 |
1.7% |
0.0048 |
0.7% |
4% |
False |
True |
116,041 |
| 10 |
0.7428 |
0.7305 |
0.0123 |
1.7% |
0.0041 |
0.6% |
4% |
False |
True |
95,366 |
| 20 |
0.7442 |
0.7305 |
0.0137 |
1.9% |
0.0038 |
0.5% |
4% |
False |
True |
96,557 |
| 40 |
0.7462 |
0.7305 |
0.0157 |
2.1% |
0.0036 |
0.5% |
4% |
False |
True |
51,145 |
| 60 |
0.7492 |
0.7305 |
0.0187 |
2.6% |
0.0035 |
0.5% |
3% |
False |
True |
34,238 |
| 80 |
0.7604 |
0.7305 |
0.0299 |
4.1% |
0.0035 |
0.5% |
2% |
False |
True |
25,716 |
| 100 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0033 |
0.4% |
8% |
False |
False |
20,586 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0031 |
0.4% |
22% |
False |
False |
17,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7594 |
|
1.618 |
0.7514 |
|
1.000 |
0.7465 |
|
0.618 |
0.7434 |
|
HIGH |
0.7385 |
|
0.618 |
0.7354 |
|
0.500 |
0.7345 |
|
0.382 |
0.7336 |
|
LOW |
0.7305 |
|
0.618 |
0.7256 |
|
1.000 |
0.7225 |
|
1.618 |
0.7176 |
|
2.618 |
0.7096 |
|
4.250 |
0.6965 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7345 |
0.7348 |
| PP |
0.7334 |
0.7335 |
| S1 |
0.7322 |
0.7323 |
|