CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7414 |
0.7379 |
-0.0036 |
-0.5% |
0.7407 |
High |
0.7415 |
0.7383 |
-0.0032 |
-0.4% |
0.7446 |
Low |
0.7365 |
0.7378 |
0.0013 |
0.2% |
0.7365 |
Close |
0.7366 |
0.7381 |
0.0015 |
0.2% |
0.7366 |
Range |
0.0051 |
0.0006 |
-0.0045 |
-89.1% |
0.0082 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
154 |
36 |
-118 |
-76.6% |
833 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7397 |
0.7395 |
0.7384 |
|
R3 |
0.7392 |
0.7389 |
0.7383 |
|
R2 |
0.7386 |
0.7386 |
0.7382 |
|
R1 |
0.7384 |
0.7384 |
0.7382 |
0.7385 |
PP |
0.7381 |
0.7381 |
0.7381 |
0.7381 |
S1 |
0.7378 |
0.7378 |
0.7380 |
0.7379 |
S2 |
0.7375 |
0.7375 |
0.7380 |
|
S3 |
0.7370 |
0.7373 |
0.7379 |
|
S4 |
0.7364 |
0.7367 |
0.7378 |
|
|
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% |
20% |
False |
False |
165 |
10 |
0.7446 |
0.7365 |
0.0082 |
1.1% |
0.0027 |
0.4% |
20% |
False |
False |
167 |
20 |
0.7464 |
0.7365 |
0.0100 |
1.3% |
0.0021 |
0.3% |
17% |
False |
False |
133 |
40 |
0.7495 |
0.7365 |
0.0130 |
1.8% |
0.0018 |
0.2% |
13% |
False |
False |
88 |
60 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
7% |
False |
False |
65 |
80 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
7% |
False |
False |
55 |
100 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0016 |
0.2% |
40% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7406 |
2.618 |
0.7397 |
1.618 |
0.7392 |
1.000 |
0.7389 |
0.618 |
0.7386 |
HIGH |
0.7383 |
0.618 |
0.7381 |
0.500 |
0.7380 |
0.382 |
0.7380 |
LOW |
0.7378 |
0.618 |
0.7374 |
1.000 |
0.7372 |
1.618 |
0.7369 |
2.618 |
0.7363 |
4.250 |
0.7354 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7381 |
0.7405 |
PP |
0.7381 |
0.7397 |
S1 |
0.7380 |
0.7389 |
|