CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7422 |
0.0040 |
0.5% |
0.7427 |
| High |
0.7428 |
0.7442 |
0.0015 |
0.2% |
0.7440 |
| Low |
0.7360 |
0.7394 |
0.0034 |
0.5% |
0.7389 |
| Close |
0.7421 |
0.7399 |
-0.0022 |
-0.3% |
0.7396 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-28.9% |
0.0051 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
2.7% |
0.0000 |
| Volume |
104,812 |
109,404 |
4,592 |
4.4% |
422,240 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7525 |
0.7425 |
|
| R3 |
0.7508 |
0.7477 |
0.7412 |
|
| R2 |
0.7460 |
0.7460 |
0.7407 |
|
| R1 |
0.7429 |
0.7429 |
0.7403 |
0.7420 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7407 |
| S1 |
0.7381 |
0.7381 |
0.7394 |
0.7372 |
| S2 |
0.7364 |
0.7364 |
0.7390 |
|
| S3 |
0.7316 |
0.7333 |
0.7385 |
|
| S4 |
0.7268 |
0.7285 |
0.7372 |
|
|
| 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 |
0.7442 |
0.7356 |
0.0086 |
1.2% |
0.0040 |
0.5% |
49% |
True |
False |
109,369 |
| 10 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0036 |
0.5% |
40% |
False |
False |
85,342 |
| 20 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0034 |
0.5% |
40% |
False |
False |
43,777 |
| 40 |
0.7492 |
0.7356 |
0.0136 |
1.8% |
0.0034 |
0.5% |
31% |
False |
False |
22,159 |
| 60 |
0.7604 |
0.7356 |
0.0248 |
3.3% |
0.0035 |
0.5% |
17% |
False |
False |
14,848 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0032 |
0.4% |
18% |
False |
False |
11,162 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0031 |
0.4% |
46% |
False |
False |
8,941 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
46% |
False |
False |
7,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7568 |
|
1.618 |
0.7520 |
|
1.000 |
0.7490 |
|
0.618 |
0.7472 |
|
HIGH |
0.7442 |
|
0.618 |
0.7424 |
|
0.500 |
0.7418 |
|
0.382 |
0.7412 |
|
LOW |
0.7394 |
|
0.618 |
0.7364 |
|
1.000 |
0.7346 |
|
1.618 |
0.7316 |
|
2.618 |
0.7268 |
|
4.250 |
0.7190 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7399 |
| PP |
0.7412 |
0.7399 |
| S1 |
0.7405 |
0.7399 |
|