CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7435 |
0.0012 |
0.2% |
0.7389 |
| High |
0.7440 |
0.7440 |
0.0000 |
0.0% |
0.7462 |
| Low |
0.7419 |
0.7395 |
-0.0024 |
-0.3% |
0.7362 |
| Close |
0.7436 |
0.7399 |
-0.0037 |
-0.5% |
0.7427 |
| Range |
0.0021 |
0.0045 |
0.0024 |
114.3% |
0.0101 |
| ATR |
0.0033 |
0.0033 |
0.0001 |
2.7% |
0.0000 |
| Volume |
91,720 |
127,193 |
35,473 |
38.7% |
24,132 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7518 |
0.7424 |
|
| R3 |
0.7501 |
0.7473 |
0.7411 |
|
| R2 |
0.7456 |
0.7456 |
0.7407 |
|
| R1 |
0.7428 |
0.7428 |
0.7403 |
0.7419 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7407 |
| S1 |
0.7383 |
0.7383 |
0.7395 |
0.7374 |
| S2 |
0.7366 |
0.7366 |
0.7391 |
|
| S3 |
0.7321 |
0.7338 |
0.7387 |
|
| S4 |
0.7276 |
0.7293 |
0.7374 |
|
|
| 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 |
0.7395 |
0.0068 |
0.9% |
0.0033 |
0.4% |
7% |
False |
True |
61,316 |
| 10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0033 |
0.5% |
37% |
False |
False |
32,027 |
| 20 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0032 |
0.4% |
37% |
False |
False |
16,626 |
| 40 |
0.7492 |
0.7362 |
0.0131 |
1.8% |
0.0033 |
0.5% |
29% |
False |
False |
8,522 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
15% |
False |
False |
5,741 |
| 80 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0031 |
0.4% |
36% |
False |
False |
4,328 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
46% |
False |
False |
3,475 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
46% |
False |
False |
2,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7557 |
|
1.618 |
0.7512 |
|
1.000 |
0.7485 |
|
0.618 |
0.7467 |
|
HIGH |
0.7440 |
|
0.618 |
0.7422 |
|
0.500 |
0.7417 |
|
0.382 |
0.7412 |
|
LOW |
0.7395 |
|
0.618 |
0.7367 |
|
1.000 |
0.7350 |
|
1.618 |
0.7322 |
|
2.618 |
0.7277 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7417 |
| PP |
0.7411 |
0.7411 |
| S1 |
0.7405 |
0.7405 |
|