CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7433 |
-0.0007 |
-0.1% |
0.7389 |
| High |
0.7439 |
0.7445 |
0.0006 |
0.1% |
0.7464 |
| Low |
0.7427 |
0.7433 |
0.0006 |
0.1% |
0.7373 |
| Close |
0.7430 |
0.7445 |
0.0015 |
0.2% |
0.7436 |
| Range |
0.0013 |
0.0012 |
-0.0001 |
-4.0% |
0.0092 |
| ATR |
0.0023 |
0.0022 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
164 |
315 |
151 |
92.1% |
156 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7473 |
0.7451 |
|
| R3 |
0.7465 |
0.7461 |
0.7448 |
|
| R2 |
0.7453 |
0.7453 |
0.7447 |
|
| R1 |
0.7449 |
0.7449 |
0.7446 |
0.7451 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7442 |
| S1 |
0.7437 |
0.7437 |
0.7443 |
0.7439 |
| S2 |
0.7429 |
0.7429 |
0.7442 |
|
| S3 |
0.7417 |
0.7425 |
0.7441 |
|
| S4 |
0.7405 |
0.7413 |
0.7438 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7659 |
0.7486 |
|
| R3 |
0.7607 |
0.7567 |
0.7461 |
|
| R2 |
0.7516 |
0.7516 |
0.7452 |
|
| R1 |
0.7476 |
0.7476 |
0.7444 |
0.7496 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7434 |
| S1 |
0.7384 |
0.7384 |
0.7427 |
0.7404 |
| S2 |
0.7333 |
0.7333 |
0.7419 |
|
| S3 |
0.7241 |
0.7293 |
0.7410 |
|
| S4 |
0.7150 |
0.7201 |
0.7385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7464 |
0.7426 |
0.0038 |
0.5% |
0.0015 |
0.2% |
49% |
False |
False |
232 |
| 10 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0016 |
0.2% |
79% |
False |
False |
141 |
| 20 |
0.7464 |
0.7373 |
0.0092 |
1.2% |
0.0014 |
0.2% |
79% |
False |
False |
101 |
| 40 |
0.7495 |
0.7373 |
0.0122 |
1.6% |
0.0014 |
0.2% |
59% |
False |
False |
65 |
| 60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
31% |
False |
False |
47 |
| 80 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0016 |
0.2% |
49% |
False |
False |
40 |
| 100 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
57% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7476 |
|
1.618 |
0.7464 |
|
1.000 |
0.7457 |
|
0.618 |
0.7452 |
|
HIGH |
0.7445 |
|
0.618 |
0.7440 |
|
0.500 |
0.7439 |
|
0.382 |
0.7437 |
|
LOW |
0.7433 |
|
0.618 |
0.7425 |
|
1.000 |
0.7421 |
|
1.618 |
0.7413 |
|
2.618 |
0.7401 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7443 |
0.7441 |
| PP |
0.7441 |
0.7438 |
| S1 |
0.7439 |
0.7435 |
|