CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7383 |
0.0005 |
0.1% |
0.7407 |
| High |
0.7383 |
0.7397 |
0.0014 |
0.2% |
0.7446 |
| Low |
0.7378 |
0.7379 |
0.0001 |
0.0% |
0.7365 |
| Close |
0.7381 |
0.7384 |
0.0003 |
0.0% |
0.7366 |
| Range |
0.0006 |
0.0018 |
0.0013 |
227.3% |
0.0082 |
| ATR |
0.0028 |
0.0027 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
36 |
45 |
9 |
25.0% |
833 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7440 |
0.7430 |
0.7393 |
|
| R3 |
0.7422 |
0.7412 |
0.7388 |
|
| R2 |
0.7404 |
0.7404 |
0.7387 |
|
| R1 |
0.7394 |
0.7394 |
0.7385 |
0.7399 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7389 |
| S1 |
0.7376 |
0.7376 |
0.7382 |
0.7381 |
| S2 |
0.7368 |
0.7368 |
0.7380 |
|
| S3 |
0.7350 |
0.7358 |
0.7379 |
|
| S4 |
0.7332 |
0.7340 |
0.7374 |
|
|
| 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% |
0.0036 |
0.5% |
23% |
False |
False |
148 |
| 10 |
0.7446 |
0.7365 |
0.0082 |
1.1% |
0.0027 |
0.4% |
23% |
False |
False |
155 |
| 20 |
0.7464 |
0.7365 |
0.0100 |
1.3% |
0.0022 |
0.3% |
19% |
False |
False |
135 |
| 40 |
0.7495 |
0.7365 |
0.0130 |
1.8% |
0.0019 |
0.3% |
15% |
False |
False |
88 |
| 60 |
0.7582 |
0.7365 |
0.0218 |
2.9% |
0.0017 |
0.2% |
9% |
False |
False |
65 |
| 80 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
8% |
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 |
0.7473 |
|
2.618 |
0.7444 |
|
1.618 |
0.7426 |
|
1.000 |
0.7415 |
|
0.618 |
0.7408 |
|
HIGH |
0.7397 |
|
0.618 |
0.7390 |
|
0.500 |
0.7388 |
|
0.382 |
0.7385 |
|
LOW |
0.7379 |
|
0.618 |
0.7367 |
|
1.000 |
0.7361 |
|
1.618 |
0.7349 |
|
2.618 |
0.7331 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7390 |
| PP |
0.7386 |
0.7388 |
| S1 |
0.7385 |
0.7386 |
|