CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7395 |
0.0016 |
0.2% |
0.7359 |
| High |
0.7402 |
0.7408 |
0.0006 |
0.1% |
0.7402 |
| Low |
0.7354 |
0.7368 |
0.0014 |
0.2% |
0.7354 |
| Close |
0.7394 |
0.7370 |
-0.0024 |
-0.3% |
0.7394 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0049 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
1.0% |
0.0000 |
| Volume |
93,860 |
74,162 |
-19,698 |
-21.0% |
282,785 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7476 |
0.7392 |
|
| R3 |
0.7462 |
0.7436 |
0.7381 |
|
| R2 |
0.7422 |
0.7422 |
0.7377 |
|
| R1 |
0.7396 |
0.7396 |
0.7374 |
0.7389 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7379 |
| S1 |
0.7356 |
0.7356 |
0.7366 |
0.7349 |
| S2 |
0.7342 |
0.7342 |
0.7363 |
|
| S3 |
0.7302 |
0.7316 |
0.7359 |
|
| S4 |
0.7262 |
0.7276 |
0.7348 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7510 |
0.7421 |
|
| R3 |
0.7480 |
0.7461 |
0.7407 |
|
| R2 |
0.7432 |
0.7432 |
0.7403 |
|
| R1 |
0.7413 |
0.7413 |
0.7398 |
0.7422 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7388 |
| S1 |
0.7364 |
0.7364 |
0.7390 |
0.7374 |
| S2 |
0.7335 |
0.7335 |
0.7385 |
|
| S3 |
0.7286 |
0.7316 |
0.7381 |
|
| S4 |
0.7238 |
0.7267 |
0.7367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7408 |
0.7354 |
0.0055 |
0.7% |
0.0031 |
0.4% |
30% |
True |
False |
71,389 |
| 10 |
0.7442 |
0.7354 |
0.0089 |
1.2% |
0.0038 |
0.5% |
19% |
False |
False |
86,711 |
| 20 |
0.7462 |
0.7354 |
0.0109 |
1.5% |
0.0035 |
0.5% |
15% |
False |
False |
65,674 |
| 40 |
0.7492 |
0.7354 |
0.0139 |
1.9% |
0.0034 |
0.5% |
12% |
False |
False |
33,303 |
| 60 |
0.7540 |
0.7354 |
0.0187 |
2.5% |
0.0035 |
0.5% |
9% |
False |
False |
22,307 |
| 80 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0034 |
0.5% |
7% |
False |
False |
16,759 |
| 100 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0031 |
0.4% |
34% |
False |
False |
13,418 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
38% |
False |
False |
11,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7578 |
|
2.618 |
0.7513 |
|
1.618 |
0.7473 |
|
1.000 |
0.7448 |
|
0.618 |
0.7433 |
|
HIGH |
0.7408 |
|
0.618 |
0.7393 |
|
0.500 |
0.7388 |
|
0.382 |
0.7383 |
|
LOW |
0.7368 |
|
0.618 |
0.7343 |
|
1.000 |
0.7328 |
|
1.618 |
0.7303 |
|
2.618 |
0.7263 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7381 |
| PP |
0.7382 |
0.7377 |
| S1 |
0.7376 |
0.7374 |
|