CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7423 |
-0.0005 |
-0.1% |
0.7389 |
| High |
0.7437 |
0.7440 |
0.0003 |
0.0% |
0.7462 |
| Low |
0.7404 |
0.7419 |
0.0015 |
0.2% |
0.7362 |
| Close |
0.7420 |
0.7436 |
0.0016 |
0.2% |
0.7427 |
| Range |
0.0033 |
0.0021 |
-0.0012 |
-35.4% |
0.0101 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
49,747 |
91,720 |
41,973 |
84.4% |
24,132 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7494 |
0.7486 |
0.7447 |
|
| R3 |
0.7473 |
0.7465 |
0.7441 |
|
| R2 |
0.7452 |
0.7452 |
0.7439 |
|
| R1 |
0.7444 |
0.7444 |
0.7437 |
0.7448 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7433 |
| S1 |
0.7423 |
0.7423 |
0.7434 |
0.7427 |
| S2 |
0.7410 |
0.7410 |
0.7432 |
|
| S3 |
0.7389 |
0.7402 |
0.7430 |
|
| S4 |
0.7368 |
0.7381 |
0.7424 |
|
|
| 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 |
0.7404 |
0.0058 |
0.8% |
0.0031 |
0.4% |
54% |
False |
False |
36,468 |
| 10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0032 |
0.4% |
74% |
False |
False |
19,386 |
| 20 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0031 |
0.4% |
74% |
False |
False |
10,288 |
| 40 |
0.7492 |
0.7362 |
0.0131 |
1.8% |
0.0033 |
0.4% |
57% |
False |
False |
5,349 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
31% |
False |
False |
3,624 |
| 80 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0031 |
0.4% |
47% |
False |
False |
2,739 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
55% |
False |
False |
2,204 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
55% |
False |
False |
1,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7529 |
|
2.618 |
0.7494 |
|
1.618 |
0.7473 |
|
1.000 |
0.7461 |
|
0.618 |
0.7452 |
|
HIGH |
0.7440 |
|
0.618 |
0.7431 |
|
0.500 |
0.7429 |
|
0.382 |
0.7427 |
|
LOW |
0.7419 |
|
0.618 |
0.7406 |
|
1.000 |
0.7398 |
|
1.618 |
0.7385 |
|
2.618 |
0.7364 |
|
4.250 |
0.7329 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7431 |
| PP |
0.7431 |
0.7426 |
| S1 |
0.7429 |
0.7422 |
|