CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7359 |
0.7370 |
0.0011 |
0.1% |
0.7394 |
| High |
0.7378 |
0.7388 |
0.0010 |
0.1% |
0.7442 |
| Low |
0.7354 |
0.7368 |
0.0014 |
0.2% |
0.7354 |
| Close |
0.7371 |
0.7374 |
0.0003 |
0.0% |
0.7356 |
| Range |
0.0025 |
0.0021 |
-0.0004 |
-16.3% |
0.0088 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
63,672 |
56,623 |
-7,049 |
-11.1% |
510,167 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7426 |
0.7385 |
|
| R3 |
0.7417 |
0.7406 |
0.7379 |
|
| R2 |
0.7397 |
0.7397 |
0.7377 |
|
| R1 |
0.7385 |
0.7385 |
0.7375 |
0.7391 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7379 |
| S1 |
0.7365 |
0.7365 |
0.7372 |
0.7371 |
| S2 |
0.7356 |
0.7356 |
0.7370 |
|
| S3 |
0.7335 |
0.7344 |
0.7368 |
|
| S4 |
0.7315 |
0.7324 |
0.7362 |
|
|
| 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 |
0.0089 |
1.2% |
0.0042 |
0.6% |
23% |
False |
False |
85,189 |
| 10 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0036 |
0.5% |
23% |
False |
False |
97,749 |
| 20 |
0.7462 |
0.7354 |
0.0109 |
1.5% |
0.0035 |
0.5% |
18% |
False |
False |
54,105 |
| 40 |
0.7492 |
0.7354 |
0.0139 |
1.9% |
0.0034 |
0.5% |
14% |
False |
False |
27,431 |
| 60 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0035 |
0.5% |
8% |
False |
False |
18,372 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0033 |
0.4% |
8% |
False |
False |
13,808 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0031 |
0.4% |
39% |
False |
False |
11,054 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
39% |
False |
False |
9,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7442 |
|
1.618 |
0.7421 |
|
1.000 |
0.7409 |
|
0.618 |
0.7401 |
|
HIGH |
0.7388 |
|
0.618 |
0.7380 |
|
0.500 |
0.7378 |
|
0.382 |
0.7375 |
|
LOW |
0.7368 |
|
0.618 |
0.7355 |
|
1.000 |
0.7347 |
|
1.618 |
0.7334 |
|
2.618 |
0.7314 |
|
4.250 |
0.7280 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7380 |
| PP |
0.7376 |
0.7378 |
| S1 |
0.7375 |
0.7376 |
|