CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7404 |
-0.0023 |
-0.3% |
0.7426 |
| High |
0.7426 |
0.7418 |
-0.0008 |
-0.1% |
0.7445 |
| Low |
0.7409 |
0.7400 |
-0.0009 |
-0.1% |
0.7400 |
| Close |
0.7409 |
0.7405 |
-0.0004 |
-0.1% |
0.7405 |
| Range |
0.0018 |
0.0019 |
0.0001 |
5.7% |
0.0045 |
| ATR |
0.0023 |
0.0023 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
102 |
225 |
123 |
120.6% |
1,438 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7452 |
0.7415 |
|
| R3 |
0.7444 |
0.7434 |
0.7410 |
|
| R2 |
0.7426 |
0.7426 |
0.7408 |
|
| R1 |
0.7415 |
0.7415 |
0.7406 |
0.7421 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7410 |
| S1 |
0.7397 |
0.7397 |
0.7403 |
0.7402 |
| S2 |
0.7389 |
0.7389 |
0.7401 |
|
| S3 |
0.7370 |
0.7378 |
0.7399 |
|
| S4 |
0.7352 |
0.7360 |
0.7394 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7523 |
0.7429 |
|
| R3 |
0.7506 |
0.7478 |
0.7417 |
|
| R2 |
0.7461 |
0.7461 |
0.7413 |
|
| R1 |
0.7433 |
0.7433 |
0.7409 |
0.7425 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7412 |
| S1 |
0.7388 |
0.7388 |
0.7400 |
0.7380 |
| S2 |
0.7371 |
0.7371 |
0.7396 |
|
| S3 |
0.7326 |
0.7343 |
0.7392 |
|
| S4 |
0.7281 |
0.7298 |
0.7380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7445 |
0.7400 |
0.0045 |
0.6% |
0.0014 |
0.2% |
11% |
False |
True |
287 |
| 10 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0015 |
0.2% |
35% |
False |
False |
159 |
| 20 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0014 |
0.2% |
35% |
False |
False |
104 |
| 40 |
0.7495 |
0.7373 |
0.0122 |
1.6% |
0.0015 |
0.2% |
26% |
False |
False |
72 |
| 60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
14% |
False |
False |
52 |
| 80 |
0.7602 |
0.7311 |
0.0292 |
3.9% |
0.0016 |
0.2% |
32% |
False |
False |
44 |
| 100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
46% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7497 |
|
2.618 |
0.7466 |
|
1.618 |
0.7448 |
|
1.000 |
0.7437 |
|
0.618 |
0.7429 |
|
HIGH |
0.7418 |
|
0.618 |
0.7411 |
|
0.500 |
0.7409 |
|
0.382 |
0.7407 |
|
LOW |
0.7400 |
|
0.618 |
0.7388 |
|
1.000 |
0.7381 |
|
1.618 |
0.7370 |
|
2.618 |
0.7351 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7409 |
0.7422 |
| PP |
0.7407 |
0.7416 |
| S1 |
0.7406 |
0.7410 |
|