CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7403 |
-0.0009 |
-0.1% |
0.7412 |
| High |
0.7437 |
0.7403 |
-0.0035 |
-0.5% |
0.7437 |
| Low |
0.7397 |
0.7347 |
-0.0050 |
-0.7% |
0.7347 |
| Close |
0.7403 |
0.7378 |
-0.0026 |
-0.3% |
0.7378 |
| Range |
0.0041 |
0.0056 |
0.0016 |
38.3% |
0.0091 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
6.9% |
0.0000 |
| Volume |
393 |
634 |
241 |
61.3% |
1,404 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7544 |
0.7517 |
0.7408 |
|
| R3 |
0.7488 |
0.7461 |
0.7393 |
|
| R2 |
0.7432 |
0.7432 |
0.7388 |
|
| R1 |
0.7405 |
0.7405 |
0.7383 |
0.7390 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7368 |
| S1 |
0.7349 |
0.7349 |
0.7372 |
0.7334 |
| S2 |
0.7320 |
0.7320 |
0.7367 |
|
| S3 |
0.7264 |
0.7293 |
0.7362 |
|
| S4 |
0.7208 |
0.7237 |
0.7347 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7609 |
0.7427 |
|
| R3 |
0.7568 |
0.7518 |
0.7402 |
|
| R2 |
0.7478 |
0.7478 |
0.7394 |
|
| R1 |
0.7428 |
0.7428 |
0.7386 |
0.7407 |
| PP |
0.7387 |
0.7387 |
0.7387 |
0.7377 |
| S1 |
0.7337 |
0.7337 |
0.7369 |
0.7317 |
| S2 |
0.7297 |
0.7297 |
0.7361 |
|
| S3 |
0.7206 |
0.7247 |
0.7353 |
|
| S4 |
0.7116 |
0.7156 |
0.7328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7437 |
0.7347 |
0.0091 |
1.2% |
0.0035 |
0.5% |
34% |
False |
True |
280 |
| 10 |
0.7437 |
0.7347 |
0.0091 |
1.2% |
0.0032 |
0.4% |
34% |
False |
True |
199 |
| 20 |
0.7464 |
0.7347 |
0.0118 |
1.6% |
0.0029 |
0.4% |
26% |
False |
True |
208 |
| 40 |
0.7464 |
0.7347 |
0.0118 |
1.6% |
0.0021 |
0.3% |
26% |
False |
True |
126 |
| 60 |
0.7510 |
0.7347 |
0.0163 |
2.2% |
0.0020 |
0.3% |
19% |
False |
True |
94 |
| 80 |
0.7602 |
0.7347 |
0.0256 |
3.5% |
0.0019 |
0.3% |
12% |
False |
True |
77 |
| 100 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0018 |
0.2% |
35% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7641 |
|
2.618 |
0.7549 |
|
1.618 |
0.7493 |
|
1.000 |
0.7459 |
|
0.618 |
0.7437 |
|
HIGH |
0.7403 |
|
0.618 |
0.7381 |
|
0.500 |
0.7375 |
|
0.382 |
0.7368 |
|
LOW |
0.7347 |
|
0.618 |
0.7312 |
|
1.000 |
0.7291 |
|
1.618 |
0.7256 |
|
2.618 |
0.7200 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7392 |
| PP |
0.7376 |
0.7387 |
| S1 |
0.7375 |
0.7382 |
|