CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 02-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7412 |
0.7385 |
-0.0028 |
-0.4% |
0.7379 |
High |
0.7412 |
0.7390 |
-0.0022 |
-0.3% |
0.7411 |
Low |
0.7380 |
0.7379 |
-0.0001 |
0.0% |
0.7364 |
Close |
0.7380 |
0.7385 |
0.0006 |
0.1% |
0.7404 |
Range |
0.0033 |
0.0011 |
-0.0022 |
-66.2% |
0.0047 |
ATR |
0.0028 |
0.0027 |
-0.0001 |
-4.4% |
0.0000 |
Volume |
198 |
102 |
-96 |
-48.5% |
436 |
|
Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7418 |
0.7412 |
0.7391 |
|
R3 |
0.7407 |
0.7401 |
0.7388 |
|
R2 |
0.7396 |
0.7396 |
0.7387 |
|
R1 |
0.7390 |
0.7390 |
0.7386 |
0.7393 |
PP |
0.7385 |
0.7385 |
0.7385 |
0.7386 |
S1 |
0.7379 |
0.7379 |
0.7384 |
0.7382 |
S2 |
0.7374 |
0.7374 |
0.7383 |
|
S3 |
0.7363 |
0.7368 |
0.7382 |
|
S4 |
0.7352 |
0.7357 |
0.7379 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7534 |
0.7516 |
0.7429 |
|
R3 |
0.7487 |
0.7469 |
0.7416 |
|
R2 |
0.7440 |
0.7440 |
0.7412 |
|
R1 |
0.7422 |
0.7422 |
0.7408 |
0.7431 |
PP |
0.7393 |
0.7393 |
0.7393 |
0.7397 |
S1 |
0.7375 |
0.7375 |
0.7399 |
0.7384 |
S2 |
0.7346 |
0.7346 |
0.7395 |
|
S3 |
0.7299 |
0.7328 |
0.7391 |
|
S4 |
0.7252 |
0.7281 |
0.7378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7412 |
0.7364 |
0.0048 |
0.6% |
0.0026 |
0.4% |
44% |
False |
False |
140 |
10 |
0.7446 |
0.7364 |
0.0082 |
1.1% |
0.0033 |
0.4% |
26% |
False |
False |
152 |
20 |
0.7464 |
0.7364 |
0.0100 |
1.4% |
0.0024 |
0.3% |
21% |
False |
False |
156 |
40 |
0.7464 |
0.7364 |
0.0100 |
1.4% |
0.0019 |
0.3% |
21% |
False |
False |
101 |
60 |
0.7537 |
0.7364 |
0.0173 |
2.3% |
0.0019 |
0.3% |
12% |
False |
False |
76 |
80 |
0.7602 |
0.7364 |
0.0238 |
3.2% |
0.0018 |
0.2% |
9% |
False |
False |
63 |
100 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0017 |
0.2% |
38% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7437 |
2.618 |
0.7419 |
1.618 |
0.7408 |
1.000 |
0.7401 |
0.618 |
0.7397 |
HIGH |
0.7390 |
0.618 |
0.7386 |
0.500 |
0.7385 |
0.382 |
0.7383 |
LOW |
0.7379 |
0.618 |
0.7372 |
1.000 |
0.7368 |
1.618 |
0.7361 |
2.618 |
0.7350 |
4.250 |
0.7332 |
|
|
Fisher Pivots for day following 02-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7385 |
0.7388 |
PP |
0.7385 |
0.7387 |
S1 |
0.7385 |
0.7386 |
|