CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7404 |
0.7407 |
0.0003 |
0.0% |
0.7426 |
High |
0.7418 |
0.7409 |
-0.0009 |
-0.1% |
0.7445 |
Low |
0.7400 |
0.7402 |
0.0003 |
0.0% |
0.7400 |
Close |
0.7405 |
0.7409 |
0.0005 |
0.1% |
0.7405 |
Range |
0.0019 |
0.0007 |
-0.0012 |
-62.2% |
0.0045 |
ATR |
0.0023 |
0.0022 |
-0.0001 |
-4.9% |
0.0000 |
Volume |
225 |
40 |
-185 |
-82.2% |
1,438 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7428 |
0.7425 |
0.7413 |
|
R3 |
0.7421 |
0.7418 |
0.7411 |
|
R2 |
0.7414 |
0.7414 |
0.7410 |
|
R1 |
0.7411 |
0.7411 |
0.7410 |
0.7413 |
PP |
0.7407 |
0.7407 |
0.7407 |
0.7407 |
S1 |
0.7404 |
0.7404 |
0.7408 |
0.7406 |
S2 |
0.7400 |
0.7400 |
0.7408 |
|
S3 |
0.7393 |
0.7397 |
0.7407 |
|
S4 |
0.7386 |
0.7390 |
0.7405 |
|
|
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% |
21% |
False |
False |
169 |
10 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0015 |
0.2% |
40% |
False |
False |
160 |
20 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0013 |
0.2% |
40% |
False |
False |
105 |
40 |
0.7495 |
0.7373 |
0.0122 |
1.6% |
0.0015 |
0.2% |
30% |
False |
False |
73 |
60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
16% |
False |
False |
53 |
80 |
0.7602 |
0.7322 |
0.0281 |
3.8% |
0.0016 |
0.2% |
31% |
False |
False |
44 |
100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
47% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7439 |
2.618 |
0.7427 |
1.618 |
0.7420 |
1.000 |
0.7416 |
0.618 |
0.7413 |
HIGH |
0.7409 |
0.618 |
0.7406 |
0.500 |
0.7406 |
0.382 |
0.7405 |
LOW |
0.7402 |
0.618 |
0.7398 |
1.000 |
0.7395 |
1.618 |
0.7391 |
2.618 |
0.7384 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7408 |
0.7413 |
PP |
0.7407 |
0.7412 |
S1 |
0.7406 |
0.7410 |
|