CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7304 |
-0.0023 |
-0.3% |
0.7268 |
| High |
0.7331 |
0.7332 |
0.0002 |
0.0% |
0.7293 |
| Low |
0.7290 |
0.7289 |
-0.0001 |
0.0% |
0.7229 |
| Close |
0.7303 |
0.7326 |
0.0023 |
0.3% |
0.7278 |
| Range |
0.0041 |
0.0044 |
0.0003 |
6.1% |
0.0064 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
1.0% |
0.0000 |
| Volume |
76,066 |
87,883 |
11,817 |
15.5% |
454,559 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7429 |
0.7349 |
|
| R3 |
0.7402 |
0.7386 |
0.7337 |
|
| R2 |
0.7359 |
0.7359 |
0.7333 |
|
| R1 |
0.7342 |
0.7342 |
0.7329 |
0.7351 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7320 |
| S1 |
0.7299 |
0.7299 |
0.7322 |
0.7307 |
| S2 |
0.7272 |
0.7272 |
0.7318 |
|
| S3 |
0.7228 |
0.7255 |
0.7314 |
|
| S4 |
0.7185 |
0.7212 |
0.7302 |
|
|
| 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 |
0.7332 |
0.7250 |
0.0082 |
1.1% |
0.0039 |
0.5% |
92% |
True |
False |
86,374 |
| 10 |
0.7332 |
0.7229 |
0.0103 |
1.4% |
0.0039 |
0.5% |
94% |
True |
False |
89,083 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0040 |
0.5% |
48% |
False |
False |
94,857 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
41% |
False |
False |
76,135 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
37% |
False |
False |
51,042 |
| 80 |
0.7572 |
0.7229 |
0.0343 |
4.7% |
0.0036 |
0.5% |
28% |
False |
False |
38,350 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
26% |
False |
False |
30,704 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0032 |
0.4% |
26% |
False |
False |
25,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7517 |
|
2.618 |
0.7446 |
|
1.618 |
0.7402 |
|
1.000 |
0.7376 |
|
0.618 |
0.7359 |
|
HIGH |
0.7332 |
|
0.618 |
0.7315 |
|
0.500 |
0.7310 |
|
0.382 |
0.7305 |
|
LOW |
0.7289 |
|
0.618 |
0.7262 |
|
1.000 |
0.7245 |
|
1.618 |
0.7218 |
|
2.618 |
0.7175 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7320 |
| PP |
0.7315 |
0.7315 |
| S1 |
0.7310 |
0.7310 |
|