CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7439 |
0.7433 |
-0.0007 |
-0.1% |
0.7389 |
High |
0.7439 |
0.7445 |
0.0006 |
0.1% |
0.7464 |
Low |
0.7427 |
0.7433 |
0.0006 |
0.1% |
0.7373 |
Close |
0.7430 |
0.7445 |
0.0015 |
0.2% |
0.7436 |
Range |
0.0013 |
0.0012 |
-0.0001 |
-4.0% |
0.0092 |
ATR |
0.0023 |
0.0022 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
164 |
315 |
151 |
92.1% |
156 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7477 |
0.7473 |
0.7451 |
|
R3 |
0.7465 |
0.7461 |
0.7448 |
|
R2 |
0.7453 |
0.7453 |
0.7447 |
|
R1 |
0.7449 |
0.7449 |
0.7446 |
0.7451 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7442 |
S1 |
0.7437 |
0.7437 |
0.7443 |
0.7439 |
S2 |
0.7429 |
0.7429 |
0.7442 |
|
S3 |
0.7417 |
0.7425 |
0.7441 |
|
S4 |
0.7405 |
0.7413 |
0.7438 |
|
|
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 |
0.7426 |
0.0038 |
0.5% |
0.0015 |
0.2% |
49% |
False |
False |
232 |
10 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0016 |
0.2% |
79% |
False |
False |
141 |
20 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0014 |
0.2% |
79% |
False |
False |
101 |
40 |
0.7495 |
0.7373 |
0.0122 |
1.6% |
0.0014 |
0.2% |
59% |
False |
False |
65 |
60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
31% |
False |
False |
47 |
80 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0016 |
0.2% |
49% |
False |
False |
40 |
100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
57% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7496 |
2.618 |
0.7476 |
1.618 |
0.7464 |
1.000 |
0.7457 |
0.618 |
0.7452 |
HIGH |
0.7445 |
0.618 |
0.7440 |
0.500 |
0.7439 |
0.382 |
0.7437 |
LOW |
0.7433 |
0.618 |
0.7425 |
1.000 |
0.7421 |
1.618 |
0.7413 |
2.618 |
0.7401 |
4.250 |
0.7382 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7443 |
0.7441 |
PP |
0.7441 |
0.7438 |
S1 |
0.7439 |
0.7435 |
|