CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7325 |
-0.0002 |
0.0% |
0.7368 |
| High |
0.7339 |
0.7327 |
-0.0012 |
-0.2% |
0.7398 |
| Low |
0.7305 |
0.7272 |
-0.0033 |
-0.5% |
0.7272 |
| Close |
0.7326 |
0.7274 |
-0.0053 |
-0.7% |
0.7274 |
| Range |
0.0034 |
0.0055 |
0.0022 |
64.2% |
0.0126 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
4.7% |
0.0000 |
| Volume |
584 |
1,071 |
487 |
83.4% |
3,211 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7420 |
0.7304 |
|
| R3 |
0.7401 |
0.7365 |
0.7289 |
|
| R2 |
0.7346 |
0.7346 |
0.7284 |
|
| R1 |
0.7310 |
0.7310 |
0.7279 |
0.7300 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7286 |
| S1 |
0.7255 |
0.7255 |
0.7268 |
0.7245 |
| S2 |
0.7236 |
0.7236 |
0.7263 |
|
| S3 |
0.7181 |
0.7200 |
0.7258 |
|
| S4 |
0.7126 |
0.7145 |
0.7243 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7608 |
0.7343 |
|
| R3 |
0.7565 |
0.7482 |
0.7308 |
|
| R2 |
0.7440 |
0.7440 |
0.7297 |
|
| R1 |
0.7357 |
0.7357 |
0.7285 |
0.7336 |
| PP |
0.7314 |
0.7314 |
0.7314 |
0.7304 |
| S1 |
0.7231 |
0.7231 |
0.7262 |
0.7210 |
| S2 |
0.7189 |
0.7189 |
0.7250 |
|
| S3 |
0.7063 |
0.7106 |
0.7239 |
|
| S4 |
0.6938 |
0.6980 |
0.7204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7272 |
0.0126 |
1.7% |
0.0042 |
0.6% |
1% |
False |
True |
642 |
| 10 |
0.7437 |
0.7272 |
0.0165 |
2.3% |
0.0039 |
0.5% |
1% |
False |
True |
461 |
| 20 |
0.7446 |
0.7272 |
0.0174 |
2.4% |
0.0035 |
0.5% |
1% |
False |
True |
305 |
| 40 |
0.7464 |
0.7272 |
0.0192 |
2.6% |
0.0025 |
0.3% |
1% |
False |
True |
201 |
| 60 |
0.7495 |
0.7272 |
0.0223 |
3.1% |
0.0021 |
0.3% |
1% |
False |
True |
147 |
| 80 |
0.7602 |
0.7272 |
0.0330 |
4.5% |
0.0021 |
0.3% |
0% |
False |
True |
113 |
| 100 |
0.7602 |
0.7272 |
0.0330 |
4.5% |
0.0020 |
0.3% |
0% |
False |
True |
94 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0018 |
0.3% |
10% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7471 |
|
1.618 |
0.7416 |
|
1.000 |
0.7382 |
|
0.618 |
0.7361 |
|
HIGH |
0.7327 |
|
0.618 |
0.7306 |
|
0.500 |
0.7300 |
|
0.382 |
0.7293 |
|
LOW |
0.7272 |
|
0.618 |
0.7238 |
|
1.000 |
0.7217 |
|
1.618 |
0.7183 |
|
2.618 |
0.7128 |
|
4.250 |
0.7038 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7334 |
| PP |
0.7291 |
0.7314 |
| S1 |
0.7282 |
0.7294 |
|