CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 22-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
0.7281 |
0.7308 |
0.0027 |
0.4% |
0.7281 |
High |
0.7306 |
0.7323 |
0.0017 |
0.2% |
0.7306 |
Low |
0.7263 |
0.7292 |
0.0030 |
0.4% |
0.7243 |
Close |
0.7290 |
0.7321 |
0.0032 |
0.4% |
0.7290 |
Range |
0.0043 |
0.0031 |
-0.0013 |
-29.1% |
0.0063 |
ATR |
0.0034 |
0.0034 |
0.0000 |
-0.3% |
0.0000 |
Volume |
272 |
554 |
282 |
103.7% |
1,986 |
|
Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7403 |
0.7393 |
0.7338 |
|
R3 |
0.7373 |
0.7362 |
0.7329 |
|
R2 |
0.7342 |
0.7342 |
0.7327 |
|
R1 |
0.7332 |
0.7332 |
0.7324 |
0.7337 |
PP |
0.7312 |
0.7312 |
0.7312 |
0.7315 |
S1 |
0.7301 |
0.7301 |
0.7318 |
0.7307 |
S2 |
0.7281 |
0.7281 |
0.7315 |
|
S3 |
0.7251 |
0.7271 |
0.7313 |
|
S4 |
0.7220 |
0.7240 |
0.7304 |
|
|
Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7467 |
0.7441 |
0.7324 |
|
R3 |
0.7404 |
0.7378 |
0.7307 |
|
R2 |
0.7342 |
0.7342 |
0.7301 |
|
R1 |
0.7316 |
0.7316 |
0.7295 |
0.7329 |
PP |
0.7279 |
0.7279 |
0.7279 |
0.7286 |
S1 |
0.7253 |
0.7253 |
0.7284 |
0.7266 |
S2 |
0.7217 |
0.7217 |
0.7278 |
|
S3 |
0.7154 |
0.7191 |
0.7272 |
|
S4 |
0.7092 |
0.7128 |
0.7255 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7323 |
0.7243 |
0.0080 |
1.1% |
0.0033 |
0.4% |
98% |
True |
False |
414 |
10 |
0.7398 |
0.7243 |
0.0155 |
2.1% |
0.0039 |
0.5% |
50% |
False |
False |
543 |
20 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0034 |
0.5% |
40% |
False |
False |
379 |
40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0028 |
0.4% |
35% |
False |
False |
256 |
60 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0024 |
0.3% |
31% |
False |
False |
184 |
80 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
22% |
False |
False |
143 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
22% |
False |
False |
119 |
120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0019 |
0.3% |
23% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7452 |
2.618 |
0.7402 |
1.618 |
0.7372 |
1.000 |
0.7353 |
0.618 |
0.7341 |
HIGH |
0.7323 |
0.618 |
0.7311 |
0.500 |
0.7307 |
0.382 |
0.7304 |
LOW |
0.7292 |
0.618 |
0.7273 |
1.000 |
0.7262 |
1.618 |
0.7243 |
2.618 |
0.7212 |
4.250 |
0.7162 |
|
|
Fisher Pivots for day following 22-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7316 |
0.7312 |
PP |
0.7312 |
0.7302 |
S1 |
0.7307 |
0.7293 |
|