CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7401 |
-0.0021 |
-0.3% |
0.7394 |
| High |
0.7442 |
0.7406 |
-0.0037 |
-0.5% |
0.7442 |
| Low |
0.7394 |
0.7354 |
-0.0040 |
-0.5% |
0.7354 |
| Close |
0.7399 |
0.7356 |
-0.0043 |
-0.6% |
0.7356 |
| Range |
0.0048 |
0.0052 |
0.0004 |
7.3% |
0.0088 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
3.1% |
0.0000 |
| Volume |
109,404 |
91,438 |
-17,966 |
-16.4% |
510,167 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7526 |
0.7493 |
0.7384 |
|
| R3 |
0.7475 |
0.7441 |
0.7370 |
|
| R2 |
0.7423 |
0.7423 |
0.7365 |
|
| R1 |
0.7390 |
0.7390 |
0.7361 |
0.7381 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7367 |
| S1 |
0.7338 |
0.7338 |
0.7351 |
0.7329 |
| S2 |
0.7320 |
0.7320 |
0.7347 |
|
| S3 |
0.7269 |
0.7287 |
0.7342 |
|
| S4 |
0.7217 |
0.7235 |
0.7328 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7590 |
0.7404 |
|
| R3 |
0.7560 |
0.7502 |
0.7380 |
|
| R2 |
0.7472 |
0.7472 |
0.7372 |
|
| R1 |
0.7414 |
0.7414 |
0.7364 |
0.7399 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7377 |
| S1 |
0.7326 |
0.7326 |
0.7348 |
0.7311 |
| S2 |
0.7296 |
0.7296 |
0.7340 |
|
| S3 |
0.7208 |
0.7238 |
0.7332 |
|
| S4 |
0.7120 |
0.7150 |
0.7308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7442 |
0.7354 |
0.0088 |
1.2% |
0.0045 |
0.6% |
2% |
False |
True |
102,033 |
| 10 |
0.7442 |
0.7354 |
0.0088 |
1.2% |
0.0037 |
0.5% |
2% |
False |
True |
93,240 |
| 20 |
0.7462 |
0.7354 |
0.0108 |
1.5% |
0.0035 |
0.5% |
2% |
False |
True |
48,282 |
| 40 |
0.7492 |
0.7354 |
0.0138 |
1.9% |
0.0035 |
0.5% |
1% |
False |
True |
24,438 |
| 60 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0035 |
0.5% |
1% |
False |
True |
16,370 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0033 |
0.4% |
1% |
False |
True |
12,305 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0031 |
0.4% |
34% |
False |
False |
9,852 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
34% |
False |
False |
8,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7540 |
|
1.618 |
0.7489 |
|
1.000 |
0.7457 |
|
0.618 |
0.7437 |
|
HIGH |
0.7406 |
|
0.618 |
0.7386 |
|
0.500 |
0.7380 |
|
0.382 |
0.7374 |
|
LOW |
0.7354 |
|
0.618 |
0.7322 |
|
1.000 |
0.7303 |
|
1.618 |
0.7271 |
|
2.618 |
0.7219 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7380 |
0.7398 |
| PP |
0.7372 |
0.7384 |
| S1 |
0.7364 |
0.7370 |
|