CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 08-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7403 |
0.7368 |
-0.0035 |
-0.5% |
0.7412 |
High |
0.7403 |
0.7388 |
-0.0015 |
-0.2% |
0.7437 |
Low |
0.7347 |
0.7364 |
0.0018 |
0.2% |
0.7347 |
Close |
0.7378 |
0.7385 |
0.0007 |
0.1% |
0.7378 |
Range |
0.0056 |
0.0024 |
-0.0032 |
-57.1% |
0.0091 |
ATR |
0.0031 |
0.0030 |
0.0000 |
-1.6% |
0.0000 |
Volume |
634 |
315 |
-319 |
-50.3% |
1,404 |
|
Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7451 |
0.7442 |
0.7398 |
|
R3 |
0.7427 |
0.7418 |
0.7391 |
|
R2 |
0.7403 |
0.7403 |
0.7389 |
|
R1 |
0.7394 |
0.7394 |
0.7387 |
0.7398 |
PP |
0.7379 |
0.7379 |
0.7379 |
0.7381 |
S1 |
0.7370 |
0.7370 |
0.7382 |
0.7374 |
S2 |
0.7355 |
0.7355 |
0.7380 |
|
S3 |
0.7331 |
0.7346 |
0.7378 |
|
S4 |
0.7307 |
0.7322 |
0.7371 |
|
|
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% |
0.0034 |
0.5% |
42% |
False |
False |
304 |
10 |
0.7437 |
0.7347 |
0.0091 |
1.2% |
0.0029 |
0.4% |
42% |
False |
False |
215 |
20 |
0.7446 |
0.7347 |
0.0100 |
1.3% |
0.0028 |
0.4% |
38% |
False |
False |
221 |
40 |
0.7464 |
0.7347 |
0.0118 |
1.6% |
0.0021 |
0.3% |
32% |
False |
False |
134 |
60 |
0.7510 |
0.7347 |
0.0163 |
2.2% |
0.0020 |
0.3% |
23% |
False |
False |
99 |
80 |
0.7602 |
0.7347 |
0.0256 |
3.5% |
0.0020 |
0.3% |
15% |
False |
False |
81 |
100 |
0.7602 |
0.7280 |
0.0322 |
4.4% |
0.0018 |
0.2% |
32% |
False |
False |
65 |
120 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0017 |
0.2% |
40% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7490 |
2.618 |
0.7451 |
1.618 |
0.7427 |
1.000 |
0.7412 |
0.618 |
0.7403 |
HIGH |
0.7388 |
0.618 |
0.7379 |
0.500 |
0.7376 |
0.382 |
0.7373 |
LOW |
0.7364 |
0.618 |
0.7349 |
1.000 |
0.7340 |
1.618 |
0.7325 |
2.618 |
0.7301 |
4.250 |
0.7262 |
|
|
Fisher Pivots for day following 08-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7382 |
0.7392 |
PP |
0.7379 |
0.7389 |
S1 |
0.7376 |
0.7387 |
|