CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7436 |
0.7414 |
-0.0022 |
-0.3% |
0.7407 |
| High |
0.7446 |
0.7415 |
-0.0031 |
-0.4% |
0.7446 |
| Low |
0.7407 |
0.7365 |
-0.0042 |
-0.6% |
0.7365 |
| Close |
0.7409 |
0.7366 |
-0.0043 |
-0.6% |
0.7366 |
| Range |
0.0040 |
0.0051 |
0.0011 |
27.8% |
0.0082 |
| ATR |
0.0027 |
0.0029 |
0.0002 |
6.3% |
0.0000 |
| Volume |
327 |
154 |
-173 |
-52.9% |
833 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7500 |
0.7394 |
|
| R3 |
0.7483 |
0.7450 |
0.7380 |
|
| R2 |
0.7432 |
0.7432 |
0.7375 |
|
| R1 |
0.7399 |
0.7399 |
0.7371 |
0.7391 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7378 |
| S1 |
0.7349 |
0.7349 |
0.7361 |
0.7340 |
| S2 |
0.7331 |
0.7331 |
0.7357 |
|
| S3 |
0.7281 |
0.7298 |
0.7352 |
|
| S4 |
0.7230 |
0.7248 |
0.7338 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7637 |
0.7583 |
0.7411 |
|
| R3 |
0.7555 |
0.7501 |
0.7388 |
|
| R2 |
0.7474 |
0.7474 |
0.7381 |
|
| R1 |
0.7420 |
0.7420 |
0.7373 |
0.7406 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7385 |
| S1 |
0.7338 |
0.7338 |
0.7359 |
0.7325 |
| S2 |
0.7311 |
0.7311 |
0.7351 |
|
| S3 |
0.7229 |
0.7257 |
0.7344 |
|
| S4 |
0.7148 |
0.7175 |
0.7321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7446 |
0.7365 |
0.0082 |
1.1% |
0.0040 |
0.5% |
2% |
False |
True |
166 |
| 10 |
0.7446 |
0.7365 |
0.0082 |
1.1% |
0.0027 |
0.4% |
2% |
False |
True |
227 |
| 20 |
0.7464 |
0.7365 |
0.0100 |
1.4% |
0.0021 |
0.3% |
2% |
False |
True |
133 |
| 40 |
0.7495 |
0.7365 |
0.0130 |
1.8% |
0.0019 |
0.3% |
1% |
False |
True |
87 |
| 60 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
1% |
False |
True |
64 |
| 80 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
1% |
False |
True |
54 |
| 100 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0016 |
0.2% |
35% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7630 |
|
2.618 |
0.7547 |
|
1.618 |
0.7497 |
|
1.000 |
0.7466 |
|
0.618 |
0.7446 |
|
HIGH |
0.7415 |
|
0.618 |
0.7396 |
|
0.500 |
0.7390 |
|
0.382 |
0.7384 |
|
LOW |
0.7365 |
|
0.618 |
0.7333 |
|
1.000 |
0.7314 |
|
1.618 |
0.7283 |
|
2.618 |
0.7232 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7405 |
| PP |
0.7382 |
0.7392 |
| S1 |
0.7374 |
0.7379 |
|