CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7427 |
-0.0016 |
-0.2% |
0.7389 |
| High |
0.7462 |
0.7435 |
-0.0028 |
-0.4% |
0.7462 |
| Low |
0.7419 |
0.7413 |
-0.0007 |
-0.1% |
0.7362 |
| Close |
0.7427 |
0.7426 |
-0.0001 |
0.0% |
0.7427 |
| Range |
0.0043 |
0.0022 |
-0.0021 |
-48.8% |
0.0101 |
| ATR |
0.0034 |
0.0034 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
12,458 |
25,463 |
13,005 |
104.4% |
24,132 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7490 |
0.7480 |
0.7438 |
|
| R3 |
0.7468 |
0.7458 |
0.7432 |
|
| R2 |
0.7446 |
0.7446 |
0.7430 |
|
| R1 |
0.7436 |
0.7436 |
0.7428 |
0.7430 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7421 |
| S1 |
0.7414 |
0.7414 |
0.7424 |
0.7408 |
| S2 |
0.7402 |
0.7402 |
0.7422 |
|
| S3 |
0.7380 |
0.7392 |
0.7420 |
|
| S4 |
0.7358 |
0.7370 |
0.7414 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7673 |
0.7482 |
|
| R3 |
0.7618 |
0.7573 |
0.7455 |
|
| R2 |
0.7517 |
0.7517 |
0.7445 |
|
| R1 |
0.7472 |
0.7472 |
0.7436 |
0.7495 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7428 |
| S1 |
0.7372 |
0.7372 |
0.7418 |
0.7394 |
| S2 |
0.7316 |
0.7316 |
0.7409 |
|
| S3 |
0.7216 |
0.7271 |
0.7399 |
|
| S4 |
0.7115 |
0.7171 |
0.7372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0037 |
0.5% |
64% |
False |
False |
9,555 |
| 10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0034 |
0.5% |
64% |
False |
False |
5,681 |
| 20 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0033 |
0.4% |
64% |
False |
False |
3,249 |
| 40 |
0.7508 |
0.7362 |
0.0146 |
2.0% |
0.0034 |
0.5% |
44% |
False |
False |
1,846 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0035 |
0.5% |
27% |
False |
False |
1,274 |
| 80 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0031 |
0.4% |
44% |
False |
False |
973 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
53% |
False |
False |
789 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
53% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7528 |
|
2.618 |
0.7492 |
|
1.618 |
0.7470 |
|
1.000 |
0.7457 |
|
0.618 |
0.7448 |
|
HIGH |
0.7435 |
|
0.618 |
0.7426 |
|
0.500 |
0.7424 |
|
0.382 |
0.7421 |
|
LOW |
0.7413 |
|
0.618 |
0.7399 |
|
1.000 |
0.7391 |
|
1.618 |
0.7377 |
|
2.618 |
0.7355 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7425 |
0.7433 |
| PP |
0.7424 |
0.7431 |
| S1 |
0.7424 |
0.7428 |
|