CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7311 |
-0.0005 |
-0.1% |
0.7365 |
| High |
0.7327 |
0.7316 |
-0.0011 |
-0.2% |
0.7390 |
| Low |
0.7293 |
0.7260 |
-0.0033 |
-0.5% |
0.7260 |
| Close |
0.7315 |
0.7262 |
-0.0053 |
-0.7% |
0.7262 |
| Range |
0.0034 |
0.0056 |
0.0022 |
64.7% |
0.0131 |
| ATR |
0.0038 |
0.0040 |
0.0001 |
3.3% |
0.0000 |
| Volume |
121,277 |
98,258 |
-23,019 |
-19.0% |
546,927 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7410 |
0.7292 |
|
| R3 |
0.7391 |
0.7354 |
0.7277 |
|
| R2 |
0.7335 |
0.7335 |
0.7272 |
|
| R1 |
0.7298 |
0.7298 |
0.7267 |
0.7289 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7274 |
| S1 |
0.7242 |
0.7242 |
0.7256 |
0.7233 |
| S2 |
0.7223 |
0.7223 |
0.7251 |
|
| S3 |
0.7167 |
0.7186 |
0.7246 |
|
| S4 |
0.7111 |
0.7130 |
0.7231 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7695 |
0.7609 |
0.7333 |
|
| R3 |
0.7565 |
0.7478 |
0.7297 |
|
| R2 |
0.7434 |
0.7434 |
0.7285 |
|
| R1 |
0.7348 |
0.7348 |
0.7273 |
0.7326 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7293 |
| S1 |
0.7217 |
0.7217 |
0.7250 |
0.7195 |
| S2 |
0.7173 |
0.7173 |
0.7238 |
|
| S3 |
0.7043 |
0.7087 |
0.7226 |
|
| S4 |
0.6912 |
0.6956 |
0.7190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7390 |
0.7260 |
0.0131 |
1.8% |
0.0045 |
0.6% |
2% |
False |
True |
109,385 |
| 10 |
0.7428 |
0.7260 |
0.0169 |
2.3% |
0.0043 |
0.6% |
1% |
False |
True |
101,071 |
| 20 |
0.7442 |
0.7260 |
0.0183 |
2.5% |
0.0040 |
0.5% |
1% |
False |
True |
96,589 |
| 40 |
0.7462 |
0.7260 |
0.0203 |
2.8% |
0.0036 |
0.5% |
1% |
False |
True |
56,607 |
| 60 |
0.7492 |
0.7260 |
0.0233 |
3.2% |
0.0035 |
0.5% |
1% |
False |
True |
37,878 |
| 80 |
0.7604 |
0.7260 |
0.0344 |
4.7% |
0.0035 |
0.5% |
1% |
False |
True |
28,453 |
| 100 |
0.7604 |
0.7260 |
0.0344 |
4.7% |
0.0033 |
0.5% |
1% |
False |
True |
22,780 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0031 |
0.4% |
9% |
False |
False |
18,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7462 |
|
1.618 |
0.7406 |
|
1.000 |
0.7372 |
|
0.618 |
0.7350 |
|
HIGH |
0.7316 |
|
0.618 |
0.7294 |
|
0.500 |
0.7288 |
|
0.382 |
0.7281 |
|
LOW |
0.7260 |
|
0.618 |
0.7225 |
|
1.000 |
0.7204 |
|
1.618 |
0.7169 |
|
2.618 |
0.7113 |
|
4.250 |
0.7022 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7322 |
| PP |
0.7279 |
0.7302 |
| S1 |
0.7270 |
0.7282 |
|