CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7239 |
0.7269 |
0.0031 |
0.4% |
0.7365 |
| High |
0.7275 |
0.7284 |
0.0009 |
0.1% |
0.7390 |
| Low |
0.7234 |
0.7263 |
0.0029 |
0.4% |
0.7260 |
| Close |
0.7268 |
0.7266 |
-0.0002 |
0.0% |
0.7262 |
| Range |
0.0041 |
0.0021 |
-0.0020 |
-48.8% |
0.0131 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
78,388 |
72,716 |
-5,672 |
-7.2% |
546,927 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7334 |
0.7321 |
0.7278 |
|
| R3 |
0.7313 |
0.7300 |
0.7272 |
|
| R2 |
0.7292 |
0.7292 |
0.7270 |
|
| R1 |
0.7279 |
0.7279 |
0.7268 |
0.7275 |
| PP |
0.7271 |
0.7271 |
0.7271 |
0.7269 |
| S1 |
0.7258 |
0.7258 |
0.7264 |
0.7254 |
| S2 |
0.7250 |
0.7250 |
0.7262 |
|
| S3 |
0.7229 |
0.7237 |
0.7260 |
|
| S4 |
0.7208 |
0.7216 |
0.7254 |
|
|
| 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 |
0.7316 |
0.7229 |
0.0087 |
1.2% |
0.0038 |
0.5% |
43% |
False |
False |
91,792 |
| 10 |
0.7394 |
0.7229 |
0.0165 |
2.3% |
0.0042 |
0.6% |
22% |
False |
False |
106,498 |
| 20 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0039 |
0.5% |
17% |
False |
False |
92,752 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
16% |
False |
False |
65,560 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
14% |
False |
False |
43,871 |
| 80 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0036 |
0.5% |
10% |
False |
False |
32,958 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.2% |
0.0034 |
0.5% |
10% |
False |
False |
26,387 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
11% |
False |
False |
21,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7373 |
|
2.618 |
0.7338 |
|
1.618 |
0.7317 |
|
1.000 |
0.7305 |
|
0.618 |
0.7296 |
|
HIGH |
0.7284 |
|
0.618 |
0.7275 |
|
0.500 |
0.7273 |
|
0.382 |
0.7271 |
|
LOW |
0.7263 |
|
0.618 |
0.7250 |
|
1.000 |
0.7242 |
|
1.618 |
0.7229 |
|
2.618 |
0.7208 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7273 |
0.7263 |
| PP |
0.7271 |
0.7260 |
| S1 |
0.7268 |
0.7256 |
|