CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7427 |
0.7428 |
0.0001 |
0.0% |
0.7389 |
High |
0.7435 |
0.7437 |
0.0002 |
0.0% |
0.7462 |
Low |
0.7413 |
0.7404 |
-0.0009 |
-0.1% |
0.7362 |
Close |
0.7426 |
0.7420 |
-0.0006 |
-0.1% |
0.7427 |
Range |
0.0022 |
0.0033 |
0.0011 |
47.7% |
0.0101 |
ATR |
0.0034 |
0.0033 |
0.0000 |
-0.2% |
0.0000 |
Volume |
25,463 |
49,747 |
24,284 |
95.4% |
24,132 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7518 |
0.7501 |
0.7438 |
|
R3 |
0.7485 |
0.7469 |
0.7429 |
|
R2 |
0.7453 |
0.7453 |
0.7426 |
|
R1 |
0.7436 |
0.7436 |
0.7423 |
0.7428 |
PP |
0.7420 |
0.7420 |
0.7420 |
0.7416 |
S1 |
0.7404 |
0.7404 |
0.7417 |
0.7396 |
S2 |
0.7388 |
0.7388 |
0.7414 |
|
S3 |
0.7355 |
0.7371 |
0.7411 |
|
S4 |
0.7323 |
0.7339 |
0.7402 |
|
|
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 |
0.7365 |
0.0098 |
1.3% |
0.0038 |
0.5% |
57% |
False |
False |
18,927 |
10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0034 |
0.5% |
58% |
False |
False |
10,462 |
20 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0033 |
0.5% |
58% |
False |
False |
5,733 |
40 |
0.7492 |
0.7362 |
0.0131 |
1.8% |
0.0034 |
0.5% |
45% |
False |
False |
3,079 |
60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
24% |
False |
False |
2,102 |
80 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0031 |
0.4% |
42% |
False |
False |
1,593 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
51% |
False |
False |
1,286 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
51% |
False |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7575 |
2.618 |
0.7522 |
1.618 |
0.7489 |
1.000 |
0.7469 |
0.618 |
0.7457 |
HIGH |
0.7437 |
0.618 |
0.7424 |
0.500 |
0.7420 |
0.382 |
0.7416 |
LOW |
0.7404 |
0.618 |
0.7384 |
1.000 |
0.7372 |
1.618 |
0.7351 |
2.618 |
0.7319 |
4.250 |
0.7266 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7420 |
0.7433 |
PP |
0.7420 |
0.7429 |
S1 |
0.7420 |
0.7424 |
|