CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7382 |
-0.0018 |
-0.2% |
0.7427 |
| High |
0.7400 |
0.7428 |
0.0028 |
0.4% |
0.7440 |
| Low |
0.7356 |
0.7360 |
0.0004 |
0.1% |
0.7389 |
| Close |
0.7381 |
0.7421 |
0.0040 |
0.5% |
0.7396 |
| Range |
0.0044 |
0.0068 |
0.0024 |
53.4% |
0.0051 |
| ATR |
0.0032 |
0.0035 |
0.0003 |
7.8% |
0.0000 |
| Volume |
136,060 |
104,812 |
-31,248 |
-23.0% |
422,240 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7580 |
0.7458 |
|
| R3 |
0.7538 |
0.7513 |
0.7439 |
|
| R2 |
0.7470 |
0.7470 |
0.7433 |
|
| R1 |
0.7445 |
0.7445 |
0.7427 |
0.7458 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7409 |
| S1 |
0.7378 |
0.7378 |
0.7414 |
0.7390 |
| S2 |
0.7335 |
0.7335 |
0.7408 |
|
| S3 |
0.7268 |
0.7310 |
0.7402 |
|
| S4 |
0.7200 |
0.7243 |
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 |
0.7356 |
0.0084 |
1.1% |
0.0039 |
0.5% |
77% |
False |
False |
112,927 |
| 10 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0035 |
0.5% |
61% |
False |
False |
74,697 |
| 20 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0033 |
0.4% |
61% |
False |
False |
38,368 |
| 40 |
0.7492 |
0.7356 |
0.0136 |
1.8% |
0.0034 |
0.5% |
47% |
False |
False |
19,431 |
| 60 |
0.7604 |
0.7356 |
0.0248 |
3.3% |
0.0035 |
0.5% |
26% |
False |
False |
13,027 |
| 80 |
0.7604 |
0.7325 |
0.0279 |
3.8% |
0.0032 |
0.4% |
34% |
False |
False |
9,795 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
52% |
False |
False |
7,847 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
52% |
False |
False |
6,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7604 |
|
1.618 |
0.7537 |
|
1.000 |
0.7495 |
|
0.618 |
0.7469 |
|
HIGH |
0.7428 |
|
0.618 |
0.7402 |
|
0.500 |
0.7394 |
|
0.382 |
0.7386 |
|
LOW |
0.7360 |
|
0.618 |
0.7318 |
|
1.000 |
0.7293 |
|
1.618 |
0.7251 |
|
2.618 |
0.7183 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7412 |
0.7411 |
| PP |
0.7403 |
0.7401 |
| S1 |
0.7394 |
0.7392 |
|