CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7259 |
-0.0014 |
-0.2% |
0.7368 |
| High |
0.7278 |
0.7287 |
0.0010 |
0.1% |
0.7398 |
| Low |
0.7243 |
0.7251 |
0.0008 |
0.1% |
0.7272 |
| Close |
0.7261 |
0.7281 |
0.0020 |
0.3% |
0.7274 |
| Range |
0.0035 |
0.0037 |
0.0002 |
5.8% |
0.0126 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
0.4% |
0.0000 |
| Volume |
622 |
362 |
-260 |
-41.8% |
3,211 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7368 |
0.7301 |
|
| R3 |
0.7346 |
0.7331 |
0.7291 |
|
| R2 |
0.7309 |
0.7309 |
0.7287 |
|
| R1 |
0.7295 |
0.7295 |
0.7284 |
0.7302 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7276 |
| S1 |
0.7258 |
0.7258 |
0.7277 |
0.7266 |
| S2 |
0.7236 |
0.7236 |
0.7274 |
|
| S3 |
0.7200 |
0.7222 |
0.7270 |
|
| S4 |
0.7163 |
0.7185 |
0.7260 |
|
|
| 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 |
0.7339 |
0.7243 |
0.0096 |
1.3% |
0.0039 |
0.5% |
39% |
False |
False |
621 |
| 10 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0041 |
0.6% |
19% |
False |
False |
569 |
| 20 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0037 |
0.5% |
18% |
False |
False |
358 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0026 |
0.4% |
17% |
False |
False |
233 |
| 60 |
0.7495 |
0.7243 |
0.0252 |
3.5% |
0.0023 |
0.3% |
15% |
False |
False |
167 |
| 80 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
10% |
False |
False |
130 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0020 |
0.3% |
10% |
False |
False |
108 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0019 |
0.3% |
12% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7383 |
|
1.618 |
0.7346 |
|
1.000 |
0.7324 |
|
0.618 |
0.7310 |
|
HIGH |
0.7287 |
|
0.618 |
0.7273 |
|
0.500 |
0.7269 |
|
0.382 |
0.7264 |
|
LOW |
0.7251 |
|
0.618 |
0.7228 |
|
1.000 |
0.7214 |
|
1.618 |
0.7191 |
|
2.618 |
0.7155 |
|
4.250 |
0.7095 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7278 |
| PP |
0.7273 |
0.7275 |
| S1 |
0.7269 |
0.7273 |
|