CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7315 |
0.7323 |
0.0008 |
0.1% |
0.7321 |
| High |
0.7333 |
0.7325 |
-0.0008 |
-0.1% |
0.7354 |
| Low |
0.7306 |
0.7282 |
-0.0024 |
-0.3% |
0.7260 |
| Close |
0.7326 |
0.7287 |
-0.0040 |
-0.5% |
0.7314 |
| Range |
0.0027 |
0.0043 |
0.0017 |
62.3% |
0.0094 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
1.0% |
0.0000 |
| Volume |
53,444 |
76,422 |
22,978 |
43.0% |
510,848 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7400 |
0.7310 |
|
| R3 |
0.7384 |
0.7357 |
0.7298 |
|
| R2 |
0.7341 |
0.7341 |
0.7294 |
|
| R1 |
0.7314 |
0.7314 |
0.7290 |
0.7306 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7294 |
| S1 |
0.7271 |
0.7271 |
0.7283 |
0.7263 |
| S2 |
0.7255 |
0.7255 |
0.7279 |
|
| S3 |
0.7212 |
0.7228 |
0.7275 |
|
| S4 |
0.7169 |
0.7185 |
0.7263 |
|
|
| 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 |
0.7261 |
0.0093 |
1.3% |
0.0039 |
0.5% |
28% |
False |
False |
89,249 |
| 10 |
0.7354 |
0.7260 |
0.0094 |
1.3% |
0.0040 |
0.6% |
28% |
False |
False |
89,656 |
| 20 |
0.7385 |
0.7229 |
0.0156 |
2.1% |
0.0041 |
0.6% |
37% |
False |
False |
96,782 |
| 40 |
0.7442 |
0.7229 |
0.0213 |
2.9% |
0.0038 |
0.5% |
27% |
False |
False |
93,140 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0037 |
0.5% |
25% |
False |
False |
63,176 |
| 80 |
0.7508 |
0.7229 |
0.0279 |
3.8% |
0.0036 |
0.5% |
21% |
False |
False |
47,493 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
15% |
False |
False |
38,021 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
15% |
False |
False |
31,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7438 |
|
1.618 |
0.7395 |
|
1.000 |
0.7368 |
|
0.618 |
0.7352 |
|
HIGH |
0.7325 |
|
0.618 |
0.7309 |
|
0.500 |
0.7304 |
|
0.382 |
0.7298 |
|
LOW |
0.7282 |
|
0.618 |
0.7255 |
|
1.000 |
0.7239 |
|
1.618 |
0.7212 |
|
2.618 |
0.7169 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7304 |
0.7318 |
| PP |
0.7298 |
0.7307 |
| S1 |
0.7292 |
0.7297 |
|