CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7451 |
0.7426 |
-0.0025 |
-0.3% |
0.7389 |
High |
0.7464 |
0.7438 |
-0.0027 |
-0.4% |
0.7464 |
Low |
0.7430 |
0.7426 |
-0.0004 |
-0.1% |
0.7373 |
Close |
0.7436 |
0.7435 |
-0.0001 |
0.0% |
0.7436 |
Range |
0.0034 |
0.0012 |
-0.0023 |
-66.2% |
0.0092 |
ATR |
0.0024 |
0.0023 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
51 |
632 |
581 |
1,139.2% |
156 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7467 |
0.7463 |
0.7441 |
|
R3 |
0.7456 |
0.7451 |
0.7438 |
|
R2 |
0.7444 |
0.7444 |
0.7437 |
|
R1 |
0.7440 |
0.7440 |
0.7436 |
0.7442 |
PP |
0.7433 |
0.7433 |
0.7433 |
0.7434 |
S1 |
0.7428 |
0.7428 |
0.7434 |
0.7431 |
S2 |
0.7421 |
0.7421 |
0.7433 |
|
S3 |
0.7410 |
0.7417 |
0.7432 |
|
S4 |
0.7398 |
0.7405 |
0.7429 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7699 |
0.7659 |
0.7486 |
|
R3 |
0.7607 |
0.7567 |
0.7461 |
|
R2 |
0.7516 |
0.7516 |
0.7452 |
|
R1 |
0.7476 |
0.7476 |
0.7444 |
0.7496 |
PP |
0.7424 |
0.7424 |
0.7424 |
0.7434 |
S1 |
0.7384 |
0.7384 |
0.7427 |
0.7404 |
S2 |
0.7333 |
0.7333 |
0.7419 |
|
S3 |
0.7241 |
0.7293 |
0.7410 |
|
S4 |
0.7150 |
0.7201 |
0.7385 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0016 |
0.2% |
68% |
False |
False |
151 |
10 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0016 |
0.2% |
68% |
False |
False |
99 |
20 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0014 |
0.2% |
68% |
False |
False |
78 |
40 |
0.7510 |
0.7373 |
0.0137 |
1.8% |
0.0015 |
0.2% |
46% |
False |
False |
53 |
60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0017 |
0.2% |
27% |
False |
False |
44 |
80 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0015 |
0.2% |
45% |
False |
False |
34 |
100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
54% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7486 |
2.618 |
0.7468 |
1.618 |
0.7456 |
1.000 |
0.7449 |
0.618 |
0.7445 |
HIGH |
0.7438 |
0.618 |
0.7433 |
0.500 |
0.7432 |
0.382 |
0.7430 |
LOW |
0.7426 |
0.618 |
0.7419 |
1.000 |
0.7415 |
1.618 |
0.7407 |
2.618 |
0.7396 |
4.250 |
0.7377 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7434 |
0.7445 |
PP |
0.7433 |
0.7442 |
S1 |
0.7432 |
0.7438 |
|