CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7401 |
0.0021 |
0.3% |
0.7359 |
| High |
0.7410 |
0.7428 |
0.0019 |
0.2% |
0.7402 |
| Low |
0.7367 |
0.7384 |
0.0017 |
0.2% |
0.7354 |
| Close |
0.7399 |
0.7394 |
-0.0006 |
-0.1% |
0.7394 |
| Range |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0049 |
| ATR |
0.0035 |
0.0035 |
0.0001 |
2.1% |
0.0000 |
| Volume |
80,565 |
95,458 |
14,893 |
18.5% |
282,785 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7509 |
0.7418 |
|
| R3 |
0.7491 |
0.7464 |
0.7406 |
|
| R2 |
0.7446 |
0.7446 |
0.7402 |
|
| R1 |
0.7420 |
0.7420 |
0.7398 |
0.7411 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7397 |
| S1 |
0.7375 |
0.7375 |
0.7389 |
0.7366 |
| S2 |
0.7357 |
0.7357 |
0.7385 |
|
| S3 |
0.7313 |
0.7331 |
0.7381 |
|
| S4 |
0.7268 |
0.7286 |
0.7369 |
|
|
| Weekly Pivots for week ending 29-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 |
0.7428 |
0.7354 |
0.0074 |
1.0% |
0.0038 |
0.5% |
53% |
True |
False |
80,057 |
| 10 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0036 |
0.5% |
45% |
False |
False |
79,005 |
| 20 |
0.7462 |
0.7354 |
0.0109 |
1.5% |
0.0035 |
0.5% |
37% |
False |
False |
76,851 |
| 40 |
0.7464 |
0.7354 |
0.0110 |
1.5% |
0.0033 |
0.5% |
36% |
False |
False |
39,058 |
| 60 |
0.7509 |
0.7354 |
0.0156 |
2.1% |
0.0035 |
0.5% |
26% |
False |
False |
26,172 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0034 |
0.5% |
16% |
False |
False |
19,660 |
| 100 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0032 |
0.4% |
41% |
False |
False |
15,740 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
44% |
False |
False |
13,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7617 |
|
2.618 |
0.7545 |
|
1.618 |
0.7500 |
|
1.000 |
0.7473 |
|
0.618 |
0.7456 |
|
HIGH |
0.7428 |
|
0.618 |
0.7411 |
|
0.500 |
0.7406 |
|
0.382 |
0.7400 |
|
LOW |
0.7384 |
|
0.618 |
0.7356 |
|
1.000 |
0.7339 |
|
1.618 |
0.7311 |
|
2.618 |
0.7267 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7398 |
| PP |
0.7402 |
0.7396 |
| S1 |
0.7398 |
0.7395 |
|