CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7321 |
-0.0008 |
-0.1% |
0.7282 |
| High |
0.7341 |
0.7342 |
0.0001 |
0.0% |
0.7341 |
| Low |
0.7308 |
0.7318 |
0.0010 |
0.1% |
0.7278 |
| Close |
0.7329 |
0.7327 |
-0.0003 |
0.0% |
0.7329 |
| Range |
0.0034 |
0.0024 |
-0.0010 |
-28.4% |
0.0064 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
91,897 |
69,417 |
-22,480 |
-24.5% |
429,915 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7401 |
0.7388 |
0.7340 |
|
| R3 |
0.7377 |
0.7364 |
0.7333 |
|
| R2 |
0.7353 |
0.7353 |
0.7331 |
|
| R1 |
0.7340 |
0.7340 |
0.7329 |
0.7346 |
| PP |
0.7329 |
0.7329 |
0.7329 |
0.7332 |
| S1 |
0.7316 |
0.7316 |
0.7324 |
0.7322 |
| S2 |
0.7305 |
0.7305 |
0.7322 |
|
| S3 |
0.7281 |
0.7292 |
0.7320 |
|
| S4 |
0.7257 |
0.7268 |
0.7313 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7481 |
0.7364 |
|
| R3 |
0.7443 |
0.7418 |
0.7346 |
|
| R2 |
0.7379 |
0.7379 |
0.7341 |
|
| R1 |
0.7354 |
0.7354 |
0.7335 |
0.7367 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7322 |
| S1 |
0.7291 |
0.7291 |
0.7323 |
0.7303 |
| S2 |
0.7252 |
0.7252 |
0.7317 |
|
| S3 |
0.7189 |
0.7227 |
0.7312 |
|
| S4 |
0.7125 |
0.7164 |
0.7294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7342 |
0.7289 |
0.0053 |
0.7% |
0.0035 |
0.5% |
72% |
True |
False |
85,354 |
| 10 |
0.7342 |
0.7229 |
0.0113 |
1.5% |
0.0035 |
0.5% |
87% |
True |
False |
85,575 |
| 20 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0039 |
0.5% |
49% |
False |
False |
94,522 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
42% |
False |
False |
80,098 |
| 60 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
37% |
False |
False |
53,709 |
| 80 |
0.7540 |
0.7229 |
0.0311 |
4.2% |
0.0036 |
0.5% |
31% |
False |
False |
40,361 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
26% |
False |
False |
32,312 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0032 |
0.4% |
26% |
False |
False |
26,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7444 |
|
2.618 |
0.7404 |
|
1.618 |
0.7380 |
|
1.000 |
0.7366 |
|
0.618 |
0.7356 |
|
HIGH |
0.7342 |
|
0.618 |
0.7332 |
|
0.500 |
0.7330 |
|
0.382 |
0.7327 |
|
LOW |
0.7318 |
|
0.618 |
0.7303 |
|
1.000 |
0.7294 |
|
1.618 |
0.7279 |
|
2.618 |
0.7255 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7330 |
0.7323 |
| PP |
0.7329 |
0.7319 |
| S1 |
0.7328 |
0.7315 |
|