CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7370 |
0.7379 |
0.0009 |
0.1% |
0.7359 |
| High |
0.7381 |
0.7402 |
0.0021 |
0.3% |
0.7402 |
| Low |
0.7358 |
0.7354 |
-0.0004 |
0.0% |
0.7354 |
| Close |
0.7375 |
0.7394 |
0.0020 |
0.3% |
0.7394 |
| Range |
0.0024 |
0.0048 |
0.0025 |
104.3% |
0.0049 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0000 |
| Volume |
68,630 |
93,860 |
25,230 |
36.8% |
282,785 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7527 |
0.7509 |
0.7420 |
|
| R3 |
0.7479 |
0.7461 |
0.7407 |
|
| R2 |
0.7431 |
0.7431 |
0.7403 |
|
| R1 |
0.7413 |
0.7413 |
0.7398 |
0.7422 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7388 |
| S1 |
0.7365 |
0.7365 |
0.7390 |
0.7374 |
| S2 |
0.7335 |
0.7335 |
0.7385 |
|
| S3 |
0.7287 |
0.7317 |
0.7381 |
|
| S4 |
0.7239 |
0.7269 |
0.7368 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7510 |
0.7421 |
|
| R3 |
0.7480 |
0.7461 |
0.7407 |
|
| R2 |
0.7432 |
0.7432 |
0.7403 |
|
| R1 |
0.7413 |
0.7413 |
0.7398 |
0.7422 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7388 |
| S1 |
0.7364 |
0.7364 |
0.7390 |
0.7374 |
| S2 |
0.7335 |
0.7335 |
0.7385 |
|
| S3 |
0.7286 |
0.7316 |
0.7381 |
|
| S4 |
0.7238 |
0.7267 |
0.7367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7354 |
0.0052 |
0.7% |
0.0034 |
0.5% |
78% |
False |
False |
74,844 |
| 10 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0037 |
0.5% |
46% |
False |
False |
92,106 |
| 20 |
0.7462 |
0.7354 |
0.0109 |
1.5% |
0.0035 |
0.5% |
37% |
False |
False |
62,067 |
| 40 |
0.7492 |
0.7354 |
0.0139 |
1.9% |
0.0034 |
0.5% |
29% |
False |
False |
31,471 |
| 60 |
0.7540 |
0.7354 |
0.0187 |
2.5% |
0.0035 |
0.5% |
22% |
False |
False |
21,073 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0033 |
0.4% |
16% |
False |
False |
15,835 |
| 100 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0031 |
0.4% |
41% |
False |
False |
12,677 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
45% |
False |
False |
10,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7528 |
|
1.618 |
0.7480 |
|
1.000 |
0.7450 |
|
0.618 |
0.7432 |
|
HIGH |
0.7402 |
|
0.618 |
0.7384 |
|
0.500 |
0.7378 |
|
0.382 |
0.7372 |
|
LOW |
0.7354 |
|
0.618 |
0.7324 |
|
1.000 |
0.7306 |
|
1.618 |
0.7276 |
|
2.618 |
0.7228 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7389 |
| PP |
0.7383 |
0.7383 |
| S1 |
0.7378 |
0.7378 |
|