CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 16-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7281 |
0.7273 |
-0.0008 |
-0.1% |
0.7368 |
High |
0.7303 |
0.7278 |
-0.0025 |
-0.3% |
0.7398 |
Low |
0.7269 |
0.7243 |
-0.0026 |
-0.4% |
0.7272 |
Close |
0.7270 |
0.7261 |
-0.0009 |
-0.1% |
0.7274 |
Range |
0.0034 |
0.0035 |
0.0001 |
1.5% |
0.0126 |
ATR |
0.0035 |
0.0035 |
0.0000 |
0.0% |
0.0000 |
Volume |
469 |
622 |
153 |
32.6% |
3,211 |
|
Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7364 |
0.7347 |
0.7280 |
|
R3 |
0.7330 |
0.7313 |
0.7270 |
|
R2 |
0.7295 |
0.7295 |
0.7267 |
|
R1 |
0.7278 |
0.7278 |
0.7264 |
0.7269 |
PP |
0.7261 |
0.7261 |
0.7261 |
0.7256 |
S1 |
0.7244 |
0.7244 |
0.7258 |
0.7235 |
S2 |
0.7226 |
0.7226 |
0.7255 |
|
S3 |
0.7192 |
0.7209 |
0.7252 |
|
S4 |
0.7157 |
0.7175 |
0.7242 |
|
|
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 |
0.7396 |
0.7243 |
0.0153 |
2.1% |
0.0047 |
0.6% |
12% |
False |
True |
753 |
10 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0041 |
0.6% |
9% |
False |
True |
540 |
20 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0037 |
0.5% |
9% |
False |
True |
346 |
40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0025 |
0.3% |
8% |
False |
True |
226 |
60 |
0.7495 |
0.7243 |
0.0252 |
3.5% |
0.0022 |
0.3% |
7% |
False |
True |
164 |
80 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
5% |
False |
True |
126 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0020 |
0.3% |
5% |
False |
True |
105 |
120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0019 |
0.3% |
7% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7424 |
2.618 |
0.7368 |
1.618 |
0.7333 |
1.000 |
0.7312 |
0.618 |
0.7299 |
HIGH |
0.7278 |
0.618 |
0.7264 |
0.500 |
0.7260 |
0.382 |
0.7256 |
LOW |
0.7243 |
0.618 |
0.7222 |
1.000 |
0.7209 |
1.618 |
0.7187 |
2.618 |
0.7153 |
4.250 |
0.7096 |
|
|
Fisher Pivots for day following 16-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7261 |
0.7285 |
PP |
0.7261 |
0.7277 |
S1 |
0.7260 |
0.7269 |
|