CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7288 |
0.0005 |
0.1% |
0.7267 |
| High |
0.7288 |
0.7294 |
0.0006 |
0.1% |
0.7311 |
| Low |
0.7266 |
0.7270 |
0.0004 |
0.0% |
0.7252 |
| Close |
0.7288 |
0.7290 |
0.0002 |
0.0% |
0.7279 |
| Range |
0.0022 |
0.0024 |
0.0002 |
9.1% |
0.0060 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
38,424 |
521 |
-37,903 |
-98.6% |
638,401 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7356 |
0.7347 |
0.7303 |
|
| R3 |
0.7332 |
0.7323 |
0.7296 |
|
| R2 |
0.7308 |
0.7308 |
0.7294 |
|
| R1 |
0.7299 |
0.7299 |
0.7292 |
0.7304 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7287 |
| S1 |
0.7275 |
0.7275 |
0.7287 |
0.7280 |
| S2 |
0.7260 |
0.7260 |
0.7285 |
|
| S3 |
0.7236 |
0.7251 |
0.7283 |
|
| S4 |
0.7212 |
0.7227 |
0.7276 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7428 |
0.7311 |
|
| R3 |
0.7399 |
0.7369 |
0.7295 |
|
| R2 |
0.7340 |
0.7340 |
0.7289 |
|
| R1 |
0.7309 |
0.7309 |
0.7284 |
0.7325 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7288 |
| S1 |
0.7250 |
0.7250 |
0.7273 |
0.7265 |
| S2 |
0.7221 |
0.7221 |
0.7268 |
|
| S3 |
0.7161 |
0.7190 |
0.7262 |
|
| S4 |
0.7102 |
0.7131 |
0.7246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7311 |
0.7258 |
0.0053 |
0.7% |
0.0028 |
0.4% |
59% |
False |
False |
92,330 |
| 10 |
0.7320 |
0.7252 |
0.0069 |
0.9% |
0.0030 |
0.4% |
55% |
False |
False |
103,508 |
| 20 |
0.7354 |
0.7252 |
0.0103 |
1.4% |
0.0035 |
0.5% |
37% |
False |
False |
111,634 |
| 40 |
0.7363 |
0.7252 |
0.0112 |
1.5% |
0.0034 |
0.5% |
34% |
False |
False |
98,989 |
| 60 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0036 |
0.5% |
30% |
False |
False |
96,336 |
| 80 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0035 |
0.5% |
26% |
False |
False |
84,323 |
| 100 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0035 |
0.5% |
23% |
False |
False |
67,577 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0035 |
0.5% |
16% |
False |
False |
56,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7356 |
|
1.618 |
0.7332 |
|
1.000 |
0.7318 |
|
0.618 |
0.7308 |
|
HIGH |
0.7294 |
|
0.618 |
0.7284 |
|
0.500 |
0.7282 |
|
0.382 |
0.7279 |
|
LOW |
0.7270 |
|
0.618 |
0.7255 |
|
1.000 |
0.7246 |
|
1.618 |
0.7231 |
|
2.618 |
0.7207 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7287 |
0.7285 |
| PP |
0.7284 |
0.7280 |
| S1 |
0.7282 |
0.7276 |
|