CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7408 |
0.0002 |
0.0% |
0.7426 |
| High |
0.7409 |
0.7408 |
-0.0001 |
0.0% |
0.7445 |
| Low |
0.7402 |
0.7368 |
-0.0034 |
-0.5% |
0.7400 |
| Close |
0.7409 |
0.7392 |
-0.0017 |
-0.2% |
0.7405 |
| Range |
0.0007 |
0.0040 |
0.0033 |
471.4% |
0.0045 |
| ATR |
0.0022 |
0.0023 |
0.0001 |
6.4% |
0.0000 |
| Volume |
40 |
133 |
93 |
232.5% |
1,438 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7491 |
0.7414 |
|
| R3 |
0.7469 |
0.7451 |
0.7403 |
|
| R2 |
0.7429 |
0.7429 |
0.7399 |
|
| R1 |
0.7411 |
0.7411 |
0.7396 |
0.7400 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7384 |
| S1 |
0.7371 |
0.7371 |
0.7388 |
0.7360 |
| S2 |
0.7349 |
0.7349 |
0.7385 |
|
| S3 |
0.7309 |
0.7331 |
0.7381 |
|
| S4 |
0.7269 |
0.7291 |
0.7370 |
|
|
| 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 |
0.7368 |
0.0077 |
1.0% |
0.0019 |
0.3% |
31% |
False |
True |
163 |
| 10 |
0.7464 |
0.7368 |
0.0096 |
1.3% |
0.0017 |
0.2% |
25% |
False |
True |
167 |
| 20 |
0.7464 |
0.7368 |
0.0096 |
1.3% |
0.0015 |
0.2% |
25% |
False |
True |
108 |
| 40 |
0.7495 |
0.7368 |
0.0127 |
1.7% |
0.0015 |
0.2% |
19% |
False |
True |
71 |
| 60 |
0.7602 |
0.7368 |
0.0234 |
3.2% |
0.0016 |
0.2% |
10% |
False |
True |
54 |
| 80 |
0.7602 |
0.7328 |
0.0274 |
3.7% |
0.0016 |
0.2% |
23% |
False |
False |
46 |
| 100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
43% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7578 |
|
2.618 |
0.7513 |
|
1.618 |
0.7473 |
|
1.000 |
0.7448 |
|
0.618 |
0.7433 |
|
HIGH |
0.7408 |
|
0.618 |
0.7393 |
|
0.500 |
0.7388 |
|
0.382 |
0.7383 |
|
LOW |
0.7368 |
|
0.618 |
0.7343 |
|
1.000 |
0.7328 |
|
1.618 |
0.7303 |
|
2.618 |
0.7263 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7391 |
0.7393 |
| PP |
0.7389 |
0.7393 |
| S1 |
0.7388 |
0.7392 |
|