CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7290 |
0.7292 |
0.0002 |
0.0% |
0.7321 |
| High |
0.7295 |
0.7318 |
0.0023 |
0.3% |
0.7354 |
| Low |
0.7271 |
0.7284 |
0.0013 |
0.2% |
0.7260 |
| Close |
0.7287 |
0.7317 |
0.0030 |
0.4% |
0.7314 |
| Range |
0.0024 |
0.0035 |
0.0011 |
43.8% |
0.0094 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
67,874 |
91,977 |
24,103 |
35.5% |
510,848 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7398 |
0.7335 |
|
| R3 |
0.7375 |
0.7363 |
0.7326 |
|
| R2 |
0.7341 |
0.7341 |
0.7323 |
|
| R1 |
0.7329 |
0.7329 |
0.7320 |
0.7335 |
| PP |
0.7306 |
0.7306 |
0.7306 |
0.7309 |
| S1 |
0.7294 |
0.7294 |
0.7313 |
0.7300 |
| S2 |
0.7272 |
0.7272 |
0.7310 |
|
| S3 |
0.7237 |
0.7260 |
0.7307 |
|
| S4 |
0.7203 |
0.7225 |
0.7298 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7545 |
0.7365 |
|
| R3 |
0.7496 |
0.7452 |
0.7340 |
|
| R2 |
0.7403 |
0.7403 |
0.7331 |
|
| R1 |
0.7358 |
0.7358 |
0.7323 |
0.7334 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7297 |
| S1 |
0.7265 |
0.7265 |
0.7305 |
0.7240 |
| S2 |
0.7216 |
0.7216 |
0.7297 |
|
| S3 |
0.7122 |
0.7171 |
0.7288 |
|
| S4 |
0.7029 |
0.7078 |
0.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7354 |
0.7271 |
0.0083 |
1.1% |
0.0035 |
0.5% |
55% |
False |
False |
82,380 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0038 |
0.5% |
60% |
False |
False |
89,246 |
| 20 |
0.7354 |
0.7229 |
0.0125 |
1.7% |
0.0038 |
0.5% |
70% |
False |
False |
89,164 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0039 |
0.5% |
41% |
False |
False |
93,600 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
38% |
False |
False |
65,829 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
33% |
False |
False |
49,475 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
23% |
False |
False |
39,614 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
23% |
False |
False |
33,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7465 |
|
2.618 |
0.7408 |
|
1.618 |
0.7374 |
|
1.000 |
0.7353 |
|
0.618 |
0.7339 |
|
HIGH |
0.7318 |
|
0.618 |
0.7305 |
|
0.500 |
0.7301 |
|
0.382 |
0.7297 |
|
LOW |
0.7284 |
|
0.618 |
0.7262 |
|
1.000 |
0.7249 |
|
1.618 |
0.7228 |
|
2.618 |
0.7193 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7310 |
| PP |
0.7306 |
0.7304 |
| S1 |
0.7301 |
0.7298 |
|