CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7339 |
0.0022 |
0.3% |
0.7308 |
| High |
0.7342 |
0.7352 |
0.0010 |
0.1% |
0.7352 |
| Low |
0.7304 |
0.7320 |
0.0017 |
0.2% |
0.7292 |
| Close |
0.7338 |
0.7342 |
0.0004 |
0.0% |
0.7342 |
| Range |
0.0039 |
0.0032 |
-0.0007 |
-16.9% |
0.0060 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
249 |
271 |
22 |
8.8% |
1,590 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7420 |
0.7359 |
|
| R3 |
0.7402 |
0.7388 |
0.7350 |
|
| R2 |
0.7370 |
0.7370 |
0.7347 |
|
| R1 |
0.7356 |
0.7356 |
0.7344 |
0.7363 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7341 |
| S1 |
0.7324 |
0.7324 |
0.7339 |
0.7331 |
| S2 |
0.7306 |
0.7306 |
0.7336 |
|
| S3 |
0.7274 |
0.7292 |
0.7333 |
|
| S4 |
0.7242 |
0.7260 |
0.7324 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7485 |
0.7375 |
|
| R3 |
0.7449 |
0.7425 |
0.7358 |
|
| R2 |
0.7389 |
0.7389 |
0.7353 |
|
| R1 |
0.7365 |
0.7365 |
0.7347 |
0.7377 |
| PP |
0.7329 |
0.7329 |
0.7329 |
0.7334 |
| S1 |
0.7305 |
0.7305 |
0.7336 |
0.7317 |
| S2 |
0.7269 |
0.7269 |
0.7331 |
|
| S3 |
0.7209 |
0.7245 |
0.7325 |
|
| S4 |
0.7149 |
0.7185 |
0.7309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7352 |
0.7292 |
0.0060 |
0.8% |
0.0033 |
0.4% |
83% |
True |
False |
318 |
| 10 |
0.7352 |
0.7243 |
0.0109 |
1.5% |
0.0033 |
0.5% |
90% |
True |
False |
357 |
| 20 |
0.7437 |
0.7243 |
0.0194 |
2.6% |
0.0036 |
0.5% |
51% |
False |
False |
409 |
| 40 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0030 |
0.4% |
45% |
False |
False |
279 |
| 60 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0025 |
0.3% |
39% |
False |
False |
200 |
| 80 |
0.7537 |
0.7243 |
0.0294 |
4.0% |
0.0022 |
0.3% |
34% |
False |
False |
155 |
| 100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
27% |
False |
False |
129 |
| 120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0020 |
0.3% |
27% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7436 |
|
1.618 |
0.7404 |
|
1.000 |
0.7384 |
|
0.618 |
0.7372 |
|
HIGH |
0.7352 |
|
0.618 |
0.7340 |
|
0.500 |
0.7336 |
|
0.382 |
0.7332 |
|
LOW |
0.7320 |
|
0.618 |
0.7300 |
|
1.000 |
0.7288 |
|
1.618 |
0.7268 |
|
2.618 |
0.7236 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7340 |
0.7337 |
| PP |
0.7338 |
0.7332 |
| S1 |
0.7336 |
0.7328 |
|