CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7394 |
0.7400 |
0.0006 |
0.1% |
0.7427 |
| High |
0.7406 |
0.7400 |
-0.0006 |
-0.1% |
0.7440 |
| Low |
0.7390 |
0.7356 |
-0.0034 |
-0.5% |
0.7389 |
| Close |
0.7400 |
0.7381 |
-0.0019 |
-0.3% |
0.7396 |
| Range |
0.0016 |
0.0044 |
0.0028 |
175.0% |
0.0051 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
2.8% |
0.0000 |
| Volume |
68,453 |
136,060 |
67,607 |
98.8% |
422,240 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7490 |
0.7405 |
|
| R3 |
0.7467 |
0.7446 |
0.7393 |
|
| R2 |
0.7423 |
0.7423 |
0.7389 |
|
| R1 |
0.7402 |
0.7402 |
0.7385 |
0.7391 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7373 |
| S1 |
0.7358 |
0.7358 |
0.7377 |
0.7347 |
| S2 |
0.7335 |
0.7335 |
0.7373 |
|
| S3 |
0.7291 |
0.7314 |
0.7369 |
|
| S4 |
0.7247 |
0.7270 |
0.7357 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7528 |
0.7423 |
|
| R3 |
0.7509 |
0.7478 |
0.7409 |
|
| R2 |
0.7459 |
0.7459 |
0.7405 |
|
| R1 |
0.7427 |
0.7427 |
0.7400 |
0.7418 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7403 |
| S1 |
0.7377 |
0.7377 |
0.7391 |
0.7367 |
| S2 |
0.7358 |
0.7358 |
0.7386 |
|
| S3 |
0.7307 |
0.7326 |
0.7382 |
|
| S4 |
0.7257 |
0.7276 |
0.7368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7440 |
0.7356 |
0.0084 |
1.1% |
0.0030 |
0.4% |
30% |
False |
True |
110,308 |
| 10 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0034 |
0.5% |
24% |
False |
True |
64,618 |
| 20 |
0.7462 |
0.7356 |
0.0106 |
1.4% |
0.0031 |
0.4% |
24% |
False |
True |
33,141 |
| 40 |
0.7492 |
0.7356 |
0.0136 |
1.8% |
0.0033 |
0.4% |
18% |
False |
True |
16,815 |
| 60 |
0.7604 |
0.7356 |
0.0248 |
3.4% |
0.0034 |
0.5% |
10% |
False |
True |
11,281 |
| 80 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0032 |
0.4% |
27% |
False |
False |
8,486 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
41% |
False |
False |
6,801 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
41% |
False |
False |
5,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7515 |
|
1.618 |
0.7471 |
|
1.000 |
0.7444 |
|
0.618 |
0.7427 |
|
HIGH |
0.7400 |
|
0.618 |
0.7383 |
|
0.500 |
0.7378 |
|
0.382 |
0.7373 |
|
LOW |
0.7356 |
|
0.618 |
0.7329 |
|
1.000 |
0.7312 |
|
1.618 |
0.7285 |
|
2.618 |
0.7241 |
|
4.250 |
0.7169 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7380 |
0.7384 |
| PP |
0.7379 |
0.7383 |
| S1 |
0.7378 |
0.7382 |
|