CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7318 |
-0.0023 |
-0.3% |
0.7281 |
| High |
0.7340 |
0.7342 |
0.0002 |
0.0% |
0.7306 |
| Low |
0.7305 |
0.7304 |
-0.0002 |
0.0% |
0.7243 |
| Close |
0.7315 |
0.7338 |
0.0023 |
0.3% |
0.7290 |
| Range |
0.0035 |
0.0039 |
0.0004 |
10.0% |
0.0063 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
1.0% |
0.0000 |
| Volume |
191 |
249 |
58 |
30.4% |
1,986 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7429 |
0.7359 |
|
| R3 |
0.7405 |
0.7391 |
0.7349 |
|
| R2 |
0.7366 |
0.7366 |
0.7345 |
|
| R1 |
0.7352 |
0.7352 |
0.7342 |
0.7359 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7331 |
| S1 |
0.7314 |
0.7314 |
0.7334 |
0.7321 |
| S2 |
0.7289 |
0.7289 |
0.7331 |
|
| S3 |
0.7251 |
0.7275 |
0.7327 |
|
| S4 |
0.7212 |
0.7237 |
0.7317 |
|
|
| 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 |
0.7342 |
0.7263 |
0.0080 |
1.1% |
0.0035 |
0.5% |
95% |
True |
False |
318 |
| 10 |
0.7342 |
0.7243 |
0.0099 |
1.3% |
0.0036 |
0.5% |
96% |
True |
False |
437 |
| 20 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0037 |
0.5% |
49% |
False |
False |
405 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
43% |
False |
False |
273 |
| 60 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0025 |
0.3% |
38% |
False |
False |
195 |
| 80 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0022 |
0.3% |
32% |
False |
False |
152 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
26% |
False |
False |
127 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0020 |
0.3% |
26% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7506 |
|
2.618 |
0.7443 |
|
1.618 |
0.7404 |
|
1.000 |
0.7381 |
|
0.618 |
0.7366 |
|
HIGH |
0.7342 |
|
0.618 |
0.7327 |
|
0.500 |
0.7323 |
|
0.382 |
0.7318 |
|
LOW |
0.7304 |
|
0.618 |
0.7280 |
|
1.000 |
0.7265 |
|
1.618 |
0.7241 |
|
2.618 |
0.7203 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7333 |
| PP |
0.7328 |
0.7328 |
| S1 |
0.7323 |
0.7323 |
|