CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7305 |
0.7293 |
-0.0012 |
-0.2% |
0.7281 |
| High |
0.7308 |
0.7301 |
-0.0007 |
-0.1% |
0.7327 |
| Low |
0.7282 |
0.7273 |
-0.0009 |
-0.1% |
0.7268 |
| Close |
0.7293 |
0.7294 |
0.0001 |
0.0% |
0.7294 |
| Range |
0.0026 |
0.0028 |
0.0002 |
5.8% |
0.0059 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
155,516 |
163,736 |
8,220 |
5.3% |
517,695 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7372 |
0.7360 |
0.7309 |
|
| R3 |
0.7344 |
0.7333 |
0.7302 |
|
| R2 |
0.7317 |
0.7317 |
0.7299 |
|
| R1 |
0.7305 |
0.7305 |
0.7297 |
0.7311 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7292 |
| S1 |
0.7278 |
0.7278 |
0.7291 |
0.7284 |
| S2 |
0.7262 |
0.7262 |
0.7289 |
|
| S3 |
0.7234 |
0.7250 |
0.7286 |
|
| S4 |
0.7207 |
0.7223 |
0.7279 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7443 |
0.7326 |
|
| R3 |
0.7414 |
0.7384 |
0.7310 |
|
| R2 |
0.7355 |
0.7355 |
0.7305 |
|
| R1 |
0.7325 |
0.7325 |
0.7299 |
0.7340 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7304 |
| S1 |
0.7266 |
0.7266 |
0.7289 |
0.7281 |
| S2 |
0.7237 |
0.7237 |
0.7283 |
|
| S3 |
0.7178 |
0.7207 |
0.7278 |
|
| S4 |
0.7119 |
0.7148 |
0.7262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7268 |
0.0059 |
0.8% |
0.0027 |
0.4% |
45% |
False |
False |
103,539 |
| 10 |
0.7367 |
0.7268 |
0.0100 |
1.4% |
0.0033 |
0.4% |
27% |
False |
False |
57,804 |
| 20 |
0.7371 |
0.7268 |
0.0103 |
1.4% |
0.0033 |
0.5% |
26% |
False |
False |
30,059 |
| 40 |
0.7374 |
0.7263 |
0.0112 |
1.5% |
0.0033 |
0.4% |
28% |
False |
False |
15,258 |
| 60 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
25% |
False |
False |
10,292 |
| 80 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
23% |
False |
False |
7,748 |
| 100 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0027 |
0.4% |
20% |
False |
False |
6,206 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0025 |
0.3% |
14% |
False |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7417 |
|
2.618 |
0.7372 |
|
1.618 |
0.7345 |
|
1.000 |
0.7328 |
|
0.618 |
0.7317 |
|
HIGH |
0.7301 |
|
0.618 |
0.7290 |
|
0.500 |
0.7287 |
|
0.382 |
0.7284 |
|
LOW |
0.7273 |
|
0.618 |
0.7256 |
|
1.000 |
0.7246 |
|
1.618 |
0.7229 |
|
2.618 |
0.7201 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7292 |
0.7300 |
| PP |
0.7289 |
0.7298 |
| S1 |
0.7287 |
0.7296 |
|