CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7435 |
0.7400 |
-0.0035 |
-0.5% |
0.7427 |
| High |
0.7440 |
0.7412 |
-0.0028 |
-0.4% |
0.7440 |
| Low |
0.7395 |
0.7389 |
-0.0006 |
-0.1% |
0.7389 |
| Close |
0.7399 |
0.7396 |
-0.0004 |
0.0% |
0.7396 |
| Range |
0.0045 |
0.0023 |
-0.0023 |
-50.0% |
0.0051 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
127,193 |
128,117 |
924 |
0.7% |
422,240 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7453 |
0.7408 |
|
| R3 |
0.7444 |
0.7431 |
0.7402 |
|
| R2 |
0.7421 |
0.7421 |
0.7400 |
|
| R1 |
0.7408 |
0.7408 |
0.7398 |
0.7404 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7396 |
| S1 |
0.7386 |
0.7386 |
0.7393 |
0.7381 |
| S2 |
0.7376 |
0.7376 |
0.7391 |
|
| S3 |
0.7354 |
0.7363 |
0.7389 |
|
| S4 |
0.7331 |
0.7341 |
0.7383 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7528 |
0.7423 |
|
| R3 |
0.7509 |
0.7478 |
0.7409 |
|
| R2 |
0.7459 |
0.7459 |
0.7405 |
|
| R1 |
0.7427 |
0.7427 |
0.7400 |
0.7418 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7403 |
| S1 |
0.7377 |
0.7377 |
0.7391 |
0.7367 |
| S2 |
0.7358 |
0.7358 |
0.7386 |
|
| S3 |
0.7307 |
0.7326 |
0.7382 |
|
| S4 |
0.7257 |
0.7276 |
0.7368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7440 |
0.7389 |
0.0051 |
0.7% |
0.0029 |
0.4% |
13% |
False |
True |
84,448 |
| 10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0033 |
0.4% |
34% |
False |
False |
44,637 |
| 20 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0031 |
0.4% |
34% |
False |
False |
23,009 |
| 40 |
0.7492 |
0.7362 |
0.0131 |
1.8% |
0.0033 |
0.5% |
26% |
False |
False |
11,718 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
14% |
False |
False |
7,876 |
| 80 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0031 |
0.4% |
32% |
False |
False |
5,930 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
45% |
False |
False |
4,756 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
45% |
False |
False |
3,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7470 |
|
1.618 |
0.7448 |
|
1.000 |
0.7434 |
|
0.618 |
0.7425 |
|
HIGH |
0.7412 |
|
0.618 |
0.7403 |
|
0.500 |
0.7400 |
|
0.382 |
0.7398 |
|
LOW |
0.7389 |
|
0.618 |
0.7375 |
|
1.000 |
0.7367 |
|
1.618 |
0.7353 |
|
2.618 |
0.7330 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7400 |
0.7414 |
| PP |
0.7399 |
0.7408 |
| S1 |
0.7397 |
0.7402 |
|