CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7340 |
0.0022 |
0.3% |
0.7281 |
| High |
0.7341 |
0.7340 |
-0.0001 |
0.0% |
0.7306 |
| Low |
0.7312 |
0.7305 |
-0.0007 |
-0.1% |
0.7243 |
| Close |
0.7339 |
0.7315 |
-0.0024 |
-0.3% |
0.7290 |
| Range |
0.0029 |
0.0035 |
0.0006 |
20.7% |
0.0063 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
0.2% |
0.0000 |
| Volume |
325 |
191 |
-134 |
-41.2% |
1,986 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7405 |
0.7334 |
|
| R3 |
0.7390 |
0.7370 |
0.7325 |
|
| R2 |
0.7355 |
0.7355 |
0.7321 |
|
| R1 |
0.7335 |
0.7335 |
0.7318 |
0.7328 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7316 |
| S1 |
0.7300 |
0.7300 |
0.7312 |
0.7293 |
| S2 |
0.7285 |
0.7285 |
0.7309 |
|
| S3 |
0.7250 |
0.7265 |
0.7305 |
|
| S4 |
0.7215 |
0.7230 |
0.7296 |
|
|
| 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 |
0.7341 |
0.7263 |
0.0079 |
1.1% |
0.0031 |
0.4% |
67% |
False |
False |
320 |
| 10 |
0.7341 |
0.7243 |
0.0098 |
1.3% |
0.0035 |
0.5% |
73% |
False |
False |
471 |
| 20 |
0.7437 |
0.7243 |
0.0194 |
2.7% |
0.0036 |
0.5% |
37% |
False |
False |
401 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0029 |
0.4% |
33% |
False |
False |
268 |
| 60 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0024 |
0.3% |
29% |
False |
False |
193 |
| 80 |
0.7582 |
0.7243 |
0.0339 |
4.6% |
0.0022 |
0.3% |
21% |
False |
False |
149 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
20% |
False |
False |
124 |
| 120 |
0.7602 |
0.7237 |
0.0366 |
5.0% |
0.0020 |
0.3% |
21% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7489 |
|
2.618 |
0.7432 |
|
1.618 |
0.7397 |
|
1.000 |
0.7375 |
|
0.618 |
0.7362 |
|
HIGH |
0.7340 |
|
0.618 |
0.7327 |
|
0.500 |
0.7323 |
|
0.382 |
0.7318 |
|
LOW |
0.7305 |
|
0.618 |
0.7283 |
|
1.000 |
0.7270 |
|
1.618 |
0.7248 |
|
2.618 |
0.7213 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7323 |
0.7317 |
| PP |
0.7320 |
0.7316 |
| S1 |
0.7318 |
0.7316 |
|