CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7385 |
-0.0023 |
-0.3% |
0.7426 |
| High |
0.7408 |
0.7436 |
0.0028 |
0.4% |
0.7445 |
| Low |
0.7368 |
0.7372 |
0.0004 |
0.0% |
0.7400 |
| Close |
0.7392 |
0.7431 |
0.0039 |
0.5% |
0.7405 |
| Range |
0.0040 |
0.0065 |
0.0025 |
61.3% |
0.0045 |
| ATR |
0.0023 |
0.0026 |
0.0003 |
12.9% |
0.0000 |
| Volume |
133 |
179 |
46 |
34.6% |
1,438 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7583 |
0.7466 |
|
| R3 |
0.7542 |
0.7518 |
0.7448 |
|
| R2 |
0.7477 |
0.7477 |
0.7442 |
|
| R1 |
0.7454 |
0.7454 |
0.7436 |
0.7466 |
| PP |
0.7413 |
0.7413 |
0.7413 |
0.7419 |
| S1 |
0.7389 |
0.7389 |
0.7425 |
0.7401 |
| S2 |
0.7348 |
0.7348 |
0.7419 |
|
| S3 |
0.7284 |
0.7325 |
0.7413 |
|
| S4 |
0.7219 |
0.7260 |
0.7395 |
|
|
| 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 |
0.7436 |
0.7368 |
0.0068 |
0.9% |
0.0030 |
0.4% |
92% |
True |
False |
135 |
| 10 |
0.7464 |
0.7368 |
0.0096 |
1.3% |
0.0022 |
0.3% |
65% |
False |
False |
184 |
| 20 |
0.7464 |
0.7368 |
0.0096 |
1.3% |
0.0018 |
0.2% |
65% |
False |
False |
116 |
| 40 |
0.7495 |
0.7368 |
0.0127 |
1.7% |
0.0017 |
0.2% |
49% |
False |
False |
76 |
| 60 |
0.7602 |
0.7368 |
0.0234 |
3.1% |
0.0017 |
0.2% |
27% |
False |
False |
56 |
| 80 |
0.7602 |
0.7328 |
0.0274 |
3.7% |
0.0017 |
0.2% |
37% |
False |
False |
48 |
| 100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0016 |
0.2% |
53% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7710 |
|
2.618 |
0.7605 |
|
1.618 |
0.7540 |
|
1.000 |
0.7501 |
|
0.618 |
0.7476 |
|
HIGH |
0.7436 |
|
0.618 |
0.7411 |
|
0.500 |
0.7404 |
|
0.382 |
0.7396 |
|
LOW |
0.7372 |
|
0.618 |
0.7332 |
|
1.000 |
0.7307 |
|
1.618 |
0.7267 |
|
2.618 |
0.7203 |
|
4.250 |
0.7097 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7421 |
| PP |
0.7413 |
0.7412 |
| S1 |
0.7404 |
0.7402 |
|