CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7285 |
0.0021 |
0.3% |
0.7282 |
| High |
0.7304 |
0.7322 |
0.0018 |
0.2% |
0.7341 |
| Low |
0.7261 |
0.7285 |
0.0024 |
0.3% |
0.7278 |
| Close |
0.7299 |
0.7321 |
0.0022 |
0.3% |
0.7329 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-12.9% |
0.0064 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
112,481 |
81,718 |
-30,763 |
-27.3% |
429,915 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7408 |
0.7341 |
|
| R3 |
0.7383 |
0.7371 |
0.7331 |
|
| R2 |
0.7346 |
0.7346 |
0.7328 |
|
| R1 |
0.7334 |
0.7334 |
0.7324 |
0.7340 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7312 |
| S1 |
0.7297 |
0.7297 |
0.7318 |
0.7303 |
| S2 |
0.7272 |
0.7272 |
0.7314 |
|
| S3 |
0.7235 |
0.7260 |
0.7311 |
|
| S4 |
0.7198 |
0.7223 |
0.7301 |
|
|
| 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 |
0.7260 |
0.0082 |
1.1% |
0.0041 |
0.6% |
75% |
False |
False |
96,112 |
| 10 |
0.7342 |
0.7250 |
0.0092 |
1.2% |
0.0040 |
0.5% |
78% |
False |
False |
91,243 |
| 20 |
0.7394 |
0.7229 |
0.0165 |
2.3% |
0.0041 |
0.6% |
56% |
False |
False |
98,871 |
| 40 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0038 |
0.5% |
39% |
False |
False |
87,861 |
| 60 |
0.7464 |
0.7229 |
0.0235 |
3.2% |
0.0036 |
0.5% |
39% |
False |
False |
58,995 |
| 80 |
0.7509 |
0.7229 |
0.0280 |
3.8% |
0.0036 |
0.5% |
33% |
False |
False |
44,347 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
25% |
False |
False |
35,502 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0033 |
0.5% |
25% |
False |
False |
29,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7418 |
|
1.618 |
0.7381 |
|
1.000 |
0.7359 |
|
0.618 |
0.7344 |
|
HIGH |
0.7322 |
|
0.618 |
0.7307 |
|
0.500 |
0.7303 |
|
0.382 |
0.7299 |
|
LOW |
0.7285 |
|
0.618 |
0.7262 |
|
1.000 |
0.7248 |
|
1.618 |
0.7225 |
|
2.618 |
0.7188 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7312 |
| PP |
0.7309 |
0.7303 |
| S1 |
0.7303 |
0.7294 |
|