CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7378 |
-0.0005 |
-0.1% |
0.7407 |
| High |
0.7397 |
0.7390 |
-0.0007 |
-0.1% |
0.7446 |
| Low |
0.7379 |
0.7369 |
-0.0010 |
-0.1% |
0.7365 |
| Close |
0.7384 |
0.7385 |
0.0001 |
0.0% |
0.7366 |
| Range |
0.0018 |
0.0022 |
0.0004 |
19.4% |
0.0082 |
| ATR |
0.0027 |
0.0027 |
0.0000 |
-1.5% |
0.0000 |
| Volume |
45 |
158 |
113 |
251.1% |
833 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7437 |
0.7396 |
|
| R3 |
0.7424 |
0.7415 |
0.7390 |
|
| R2 |
0.7403 |
0.7403 |
0.7388 |
|
| R1 |
0.7394 |
0.7394 |
0.7386 |
0.7398 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7383 |
| S1 |
0.7372 |
0.7372 |
0.7383 |
0.7377 |
| S2 |
0.7360 |
0.7360 |
0.7381 |
|
| S3 |
0.7338 |
0.7351 |
0.7379 |
|
| S4 |
0.7317 |
0.7329 |
0.7373 |
|
|
| 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% |
0.0027 |
0.4% |
25% |
False |
False |
144 |
| 10 |
0.7446 |
0.7365 |
0.0082 |
1.1% |
0.0028 |
0.4% |
25% |
False |
False |
139 |
| 20 |
0.7464 |
0.7365 |
0.0100 |
1.3% |
0.0022 |
0.3% |
20% |
False |
False |
140 |
| 40 |
0.7495 |
0.7365 |
0.0130 |
1.8% |
0.0019 |
0.3% |
15% |
False |
False |
90 |
| 60 |
0.7537 |
0.7365 |
0.0172 |
2.3% |
0.0017 |
0.2% |
12% |
False |
False |
68 |
| 80 |
0.7602 |
0.7365 |
0.0238 |
3.2% |
0.0017 |
0.2% |
8% |
False |
False |
57 |
| 100 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0016 |
0.2% |
38% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7446 |
|
1.618 |
0.7425 |
|
1.000 |
0.7412 |
|
0.618 |
0.7403 |
|
HIGH |
0.7390 |
|
0.618 |
0.7382 |
|
0.500 |
0.7379 |
|
0.382 |
0.7377 |
|
LOW |
0.7369 |
|
0.618 |
0.7355 |
|
1.000 |
0.7347 |
|
1.618 |
0.7334 |
|
2.618 |
0.7312 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7384 |
| PP |
0.7381 |
0.7383 |
| S1 |
0.7379 |
0.7383 |
|