CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7281 |
-0.0045 |
-0.6% |
0.7368 |
| High |
0.7327 |
0.7303 |
-0.0025 |
-0.3% |
0.7398 |
| Low |
0.7272 |
0.7269 |
-0.0004 |
0.0% |
0.7272 |
| Close |
0.7274 |
0.7270 |
-0.0004 |
0.0% |
0.7274 |
| Range |
0.0055 |
0.0034 |
-0.0021 |
-38.2% |
0.0126 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,071 |
469 |
-602 |
-56.2% |
3,211 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7360 |
0.7289 |
|
| R3 |
0.7348 |
0.7326 |
0.7279 |
|
| R2 |
0.7314 |
0.7314 |
0.7276 |
|
| R1 |
0.7292 |
0.7292 |
0.7273 |
0.7286 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7277 |
| S1 |
0.7258 |
0.7258 |
0.7267 |
0.7252 |
| S2 |
0.7246 |
0.7246 |
0.7264 |
|
| S3 |
0.7212 |
0.7224 |
0.7261 |
|
| S4 |
0.7178 |
0.7190 |
0.7251 |
|
|
| 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 |
0.7269 |
0.0129 |
1.8% |
0.0044 |
0.6% |
1% |
False |
True |
673 |
| 10 |
0.7437 |
0.7269 |
0.0169 |
2.3% |
0.0039 |
0.5% |
1% |
False |
True |
488 |
| 20 |
0.7446 |
0.7269 |
0.0178 |
2.4% |
0.0036 |
0.5% |
1% |
False |
True |
317 |
| 40 |
0.7464 |
0.7269 |
0.0196 |
2.7% |
0.0025 |
0.3% |
1% |
False |
True |
211 |
| 60 |
0.7495 |
0.7269 |
0.0226 |
3.1% |
0.0022 |
0.3% |
1% |
False |
True |
154 |
| 80 |
0.7602 |
0.7269 |
0.0334 |
4.6% |
0.0021 |
0.3% |
0% |
False |
True |
118 |
| 100 |
0.7602 |
0.7269 |
0.0334 |
4.6% |
0.0020 |
0.3% |
0% |
False |
True |
99 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0018 |
0.3% |
9% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7447 |
|
2.618 |
0.7392 |
|
1.618 |
0.7358 |
|
1.000 |
0.7337 |
|
0.618 |
0.7324 |
|
HIGH |
0.7303 |
|
0.618 |
0.7290 |
|
0.500 |
0.7286 |
|
0.382 |
0.7281 |
|
LOW |
0.7269 |
|
0.618 |
0.7247 |
|
1.000 |
0.7235 |
|
1.618 |
0.7213 |
|
2.618 |
0.7179 |
|
4.250 |
0.7124 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7304 |
| PP |
0.7280 |
0.7292 |
| S1 |
0.7275 |
0.7281 |
|