CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7387 |
0.0002 |
0.0% |
0.7379 |
| High |
0.7390 |
0.7418 |
0.0028 |
0.4% |
0.7411 |
| Low |
0.7379 |
0.7382 |
0.0003 |
0.0% |
0.7364 |
| Close |
0.7385 |
0.7409 |
0.0024 |
0.3% |
0.7404 |
| Range |
0.0011 |
0.0036 |
0.0025 |
227.3% |
0.0047 |
| ATR |
0.0027 |
0.0028 |
0.0001 |
2.3% |
0.0000 |
| Volume |
102 |
77 |
-25 |
-24.5% |
436 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7496 |
0.7429 |
|
| R3 |
0.7475 |
0.7460 |
0.7419 |
|
| R2 |
0.7439 |
0.7439 |
0.7416 |
|
| R1 |
0.7424 |
0.7424 |
0.7412 |
0.7431 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7406 |
| S1 |
0.7388 |
0.7388 |
0.7406 |
0.7395 |
| S2 |
0.7367 |
0.7367 |
0.7402 |
|
| S3 |
0.7331 |
0.7352 |
0.7399 |
|
| S4 |
0.7295 |
0.7316 |
0.7389 |
|
|
| 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 |
0.7418 |
0.7364 |
0.0054 |
0.7% |
0.0030 |
0.4% |
84% |
True |
False |
146 |
| 10 |
0.7446 |
0.7364 |
0.0082 |
1.1% |
0.0033 |
0.4% |
55% |
False |
False |
147 |
| 20 |
0.7464 |
0.7364 |
0.0100 |
1.3% |
0.0025 |
0.3% |
45% |
False |
False |
157 |
| 40 |
0.7464 |
0.7364 |
0.0100 |
1.3% |
0.0019 |
0.3% |
45% |
False |
False |
102 |
| 60 |
0.7512 |
0.7364 |
0.0148 |
2.0% |
0.0019 |
0.3% |
31% |
False |
False |
77 |
| 80 |
0.7602 |
0.7364 |
0.0238 |
3.2% |
0.0018 |
0.2% |
19% |
False |
False |
64 |
| 100 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0017 |
0.2% |
45% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7512 |
|
1.618 |
0.7476 |
|
1.000 |
0.7454 |
|
0.618 |
0.7440 |
|
HIGH |
0.7418 |
|
0.618 |
0.7404 |
|
0.500 |
0.7400 |
|
0.382 |
0.7395 |
|
LOW |
0.7382 |
|
0.618 |
0.7359 |
|
1.000 |
0.7346 |
|
1.618 |
0.7323 |
|
2.618 |
0.7287 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7405 |
| PP |
0.7403 |
0.7402 |
| S1 |
0.7400 |
0.7398 |
|