CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7359 |
-0.0042 |
-0.6% |
0.7394 |
| High |
0.7406 |
0.7378 |
-0.0028 |
-0.4% |
0.7442 |
| Low |
0.7354 |
0.7354 |
-0.0001 |
0.0% |
0.7354 |
| Close |
0.7356 |
0.7371 |
0.0015 |
0.2% |
0.7356 |
| Range |
0.0052 |
0.0025 |
-0.0027 |
-52.4% |
0.0088 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
91,438 |
63,672 |
-27,766 |
-30.4% |
510,167 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7431 |
0.7384 |
|
| R3 |
0.7417 |
0.7406 |
0.7378 |
|
| R2 |
0.7392 |
0.7392 |
0.7375 |
|
| R1 |
0.7382 |
0.7382 |
0.7373 |
0.7387 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7370 |
| S1 |
0.7357 |
0.7357 |
0.7369 |
0.7362 |
| S2 |
0.7343 |
0.7343 |
0.7367 |
|
| S3 |
0.7319 |
0.7333 |
0.7364 |
|
| S4 |
0.7294 |
0.7308 |
0.7358 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7590 |
0.7404 |
|
| R3 |
0.7560 |
0.7502 |
0.7380 |
|
| R2 |
0.7472 |
0.7472 |
0.7372 |
|
| R1 |
0.7414 |
0.7414 |
0.7364 |
0.7399 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7377 |
| S1 |
0.7326 |
0.7326 |
0.7348 |
0.7311 |
| S2 |
0.7296 |
0.7296 |
0.7340 |
|
| S3 |
0.7208 |
0.7238 |
0.7332 |
|
| S4 |
0.7120 |
0.7150 |
0.7308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0047 |
0.6% |
20% |
False |
True |
101,077 |
| 10 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0037 |
0.5% |
20% |
False |
True |
97,061 |
| 20 |
0.7462 |
0.7354 |
0.0109 |
1.5% |
0.0036 |
0.5% |
16% |
False |
True |
51,371 |
| 40 |
0.7492 |
0.7354 |
0.0139 |
1.9% |
0.0035 |
0.5% |
13% |
False |
True |
26,022 |
| 60 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0035 |
0.5% |
7% |
False |
True |
17,429 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0033 |
0.4% |
7% |
False |
True |
13,100 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0031 |
0.4% |
38% |
False |
False |
10,489 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
38% |
False |
False |
8,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7442 |
|
1.618 |
0.7418 |
|
1.000 |
0.7403 |
|
0.618 |
0.7393 |
|
HIGH |
0.7378 |
|
0.618 |
0.7369 |
|
0.500 |
0.7366 |
|
0.382 |
0.7363 |
|
LOW |
0.7354 |
|
0.618 |
0.7338 |
|
1.000 |
0.7329 |
|
1.618 |
0.7314 |
|
2.618 |
0.7289 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7398 |
| PP |
0.7368 |
0.7389 |
| S1 |
0.7366 |
0.7380 |
|