CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7327 |
-0.0060 |
-0.8% |
0.7412 |
| High |
0.7396 |
0.7339 |
-0.0057 |
-0.8% |
0.7437 |
| Low |
0.7319 |
0.7305 |
-0.0014 |
-0.2% |
0.7347 |
| Close |
0.7323 |
0.7326 |
0.0003 |
0.0% |
0.7378 |
| Range |
0.0077 |
0.0034 |
-0.0043 |
-56.2% |
0.0091 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,021 |
584 |
-437 |
-42.8% |
1,404 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7408 |
0.7344 |
|
| R3 |
0.7390 |
0.7375 |
0.7335 |
|
| R2 |
0.7357 |
0.7357 |
0.7332 |
|
| R1 |
0.7341 |
0.7341 |
0.7329 |
0.7332 |
| PP |
0.7323 |
0.7323 |
0.7323 |
0.7319 |
| S1 |
0.7308 |
0.7308 |
0.7323 |
0.7299 |
| S2 |
0.7290 |
0.7290 |
0.7320 |
|
| S3 |
0.7256 |
0.7274 |
0.7317 |
|
| S4 |
0.7223 |
0.7241 |
0.7308 |
|
|
| 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 |
0.7403 |
0.7305 |
0.0098 |
1.3% |
0.0043 |
0.6% |
22% |
False |
True |
554 |
| 10 |
0.7437 |
0.7305 |
0.0132 |
1.8% |
0.0038 |
0.5% |
16% |
False |
True |
374 |
| 20 |
0.7446 |
0.7305 |
0.0141 |
1.9% |
0.0033 |
0.5% |
15% |
False |
True |
257 |
| 40 |
0.7464 |
0.7305 |
0.0159 |
2.2% |
0.0024 |
0.3% |
13% |
False |
True |
179 |
| 60 |
0.7495 |
0.7305 |
0.0190 |
2.6% |
0.0021 |
0.3% |
11% |
False |
True |
129 |
| 80 |
0.7602 |
0.7305 |
0.0297 |
4.1% |
0.0020 |
0.3% |
7% |
False |
True |
99 |
| 100 |
0.7602 |
0.7296 |
0.0306 |
4.2% |
0.0019 |
0.3% |
10% |
False |
False |
83 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0018 |
0.2% |
24% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7426 |
|
1.618 |
0.7393 |
|
1.000 |
0.7372 |
|
0.618 |
0.7359 |
|
HIGH |
0.7339 |
|
0.618 |
0.7326 |
|
0.500 |
0.7322 |
|
0.382 |
0.7318 |
|
LOW |
0.7305 |
|
0.618 |
0.7284 |
|
1.000 |
0.7272 |
|
1.618 |
0.7251 |
|
2.618 |
0.7217 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7325 |
0.7351 |
| PP |
0.7323 |
0.7343 |
| S1 |
0.7322 |
0.7334 |
|