CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7269 |
0.7270 |
0.0001 |
0.0% |
0.7268 |
| High |
0.7284 |
0.7293 |
0.0010 |
0.1% |
0.7293 |
| Low |
0.7263 |
0.7250 |
-0.0013 |
-0.2% |
0.7229 |
| Close |
0.7266 |
0.7278 |
0.0012 |
0.2% |
0.7278 |
| Range |
0.0021 |
0.0043 |
0.0022 |
104.8% |
0.0064 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.9% |
0.0000 |
| Volume |
72,716 |
93,854 |
21,138 |
29.1% |
454,559 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7383 |
0.7301 |
|
| R3 |
0.7360 |
0.7340 |
0.7289 |
|
| R2 |
0.7317 |
0.7317 |
0.7285 |
|
| R1 |
0.7297 |
0.7297 |
0.7281 |
0.7307 |
| PP |
0.7274 |
0.7274 |
0.7274 |
0.7278 |
| S1 |
0.7254 |
0.7254 |
0.7274 |
0.7264 |
| S2 |
0.7231 |
0.7231 |
0.7270 |
|
| S3 |
0.7188 |
0.7211 |
0.7266 |
|
| S4 |
0.7145 |
0.7168 |
0.7254 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7432 |
0.7313 |
|
| R3 |
0.7395 |
0.7368 |
0.7295 |
|
| R2 |
0.7331 |
0.7331 |
0.7289 |
|
| R1 |
0.7304 |
0.7304 |
0.7283 |
0.7317 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7273 |
| S1 |
0.7240 |
0.7240 |
0.7272 |
0.7253 |
| S2 |
0.7203 |
0.7203 |
0.7266 |
|
| S3 |
0.7139 |
0.7176 |
0.7260 |
|
| S4 |
0.7075 |
0.7112 |
0.7242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7293 |
0.7229 |
0.0064 |
0.9% |
0.0036 |
0.5% |
76% |
True |
False |
90,911 |
| 10 |
0.7390 |
0.7229 |
0.0161 |
2.2% |
0.0040 |
0.6% |
30% |
False |
False |
100,148 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0039 |
0.5% |
24% |
False |
False |
91,974 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
21% |
False |
False |
67,876 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
18% |
False |
False |
45,431 |
| 80 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
13% |
False |
False |
34,129 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.5% |
13% |
False |
False |
27,325 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.2% |
0.0032 |
0.4% |
14% |
False |
False |
22,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7476 |
|
2.618 |
0.7406 |
|
1.618 |
0.7363 |
|
1.000 |
0.7336 |
|
0.618 |
0.7320 |
|
HIGH |
0.7293 |
|
0.618 |
0.7277 |
|
0.500 |
0.7272 |
|
0.382 |
0.7266 |
|
LOW |
0.7250 |
|
0.618 |
0.7223 |
|
1.000 |
0.7207 |
|
1.618 |
0.7180 |
|
2.618 |
0.7137 |
|
4.250 |
0.7067 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7276 |
0.7273 |
| PP |
0.7274 |
0.7268 |
| S1 |
0.7272 |
0.7263 |
|