CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7387 |
0.0001 |
0.0% |
0.7412 |
| High |
0.7398 |
0.7396 |
-0.0002 |
0.0% |
0.7437 |
| Low |
0.7375 |
0.7319 |
-0.0056 |
-0.8% |
0.7347 |
| Close |
0.7382 |
0.7323 |
-0.0059 |
-0.8% |
0.7378 |
| Range |
0.0023 |
0.0077 |
0.0054 |
232.6% |
0.0091 |
| ATR |
0.0030 |
0.0033 |
0.0003 |
11.2% |
0.0000 |
| Volume |
220 |
1,021 |
801 |
364.1% |
1,404 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7526 |
0.7365 |
|
| R3 |
0.7499 |
0.7449 |
0.7344 |
|
| R2 |
0.7422 |
0.7422 |
0.7337 |
|
| R1 |
0.7373 |
0.7373 |
0.7330 |
0.7359 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7339 |
| S1 |
0.7296 |
0.7296 |
0.7316 |
0.7283 |
| S2 |
0.7269 |
0.7269 |
0.7309 |
|
| S3 |
0.7193 |
0.7220 |
0.7302 |
|
| S4 |
0.7116 |
0.7143 |
0.7281 |
|
|
| 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 |
0.7319 |
0.0118 |
1.6% |
0.0044 |
0.6% |
3% |
False |
True |
516 |
| 10 |
0.7437 |
0.7319 |
0.0118 |
1.6% |
0.0037 |
0.5% |
3% |
False |
True |
331 |
| 20 |
0.7446 |
0.7319 |
0.0127 |
1.7% |
0.0032 |
0.4% |
3% |
False |
True |
243 |
| 40 |
0.7464 |
0.7319 |
0.0145 |
2.0% |
0.0023 |
0.3% |
3% |
False |
True |
165 |
| 60 |
0.7495 |
0.7319 |
0.0176 |
2.4% |
0.0021 |
0.3% |
2% |
False |
True |
119 |
| 80 |
0.7602 |
0.7319 |
0.0283 |
3.9% |
0.0020 |
0.3% |
1% |
False |
True |
95 |
| 100 |
0.7602 |
0.7296 |
0.0306 |
4.2% |
0.0019 |
0.3% |
9% |
False |
False |
77 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0018 |
0.2% |
24% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7596 |
|
1.618 |
0.7519 |
|
1.000 |
0.7472 |
|
0.618 |
0.7443 |
|
HIGH |
0.7396 |
|
0.618 |
0.7366 |
|
0.500 |
0.7357 |
|
0.382 |
0.7348 |
|
LOW |
0.7319 |
|
0.618 |
0.7272 |
|
1.000 |
0.7243 |
|
1.618 |
0.7195 |
|
2.618 |
0.7119 |
|
4.250 |
0.6994 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7357 |
0.7358 |
| PP |
0.7346 |
0.7347 |
| S1 |
0.7334 |
0.7335 |
|