CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7438 |
0.0008 |
0.1% |
0.7430 |
| High |
0.7450 |
0.7448 |
-0.0002 |
0.0% |
0.7459 |
| Low |
0.7425 |
0.7363 |
-0.0062 |
-0.8% |
0.7387 |
| Close |
0.7435 |
0.7364 |
-0.0071 |
-1.0% |
0.7432 |
| Range |
0.0025 |
0.0085 |
0.0060 |
240.0% |
0.0072 |
| ATR |
0.0038 |
0.0041 |
0.0003 |
8.9% |
0.0000 |
| Volume |
41,991 |
105,051 |
63,060 |
150.2% |
312,434 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7590 |
0.7411 |
|
| R3 |
0.7562 |
0.7505 |
0.7387 |
|
| R2 |
0.7477 |
0.7477 |
0.7380 |
|
| R1 |
0.7420 |
0.7420 |
0.7372 |
0.7406 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7385 |
| S1 |
0.7335 |
0.7335 |
0.7356 |
0.7321 |
| S2 |
0.7307 |
0.7307 |
0.7348 |
|
| S3 |
0.7222 |
0.7250 |
0.7341 |
|
| S4 |
0.7137 |
0.7165 |
0.7317 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7609 |
0.7471 |
|
| R3 |
0.7570 |
0.7537 |
0.7451 |
|
| R2 |
0.7498 |
0.7498 |
0.7445 |
|
| R1 |
0.7465 |
0.7465 |
0.7438 |
0.7481 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7434 |
| S1 |
0.7393 |
0.7393 |
0.7425 |
0.7409 |
| S2 |
0.7354 |
0.7354 |
0.7418 |
|
| S3 |
0.7282 |
0.7321 |
0.7412 |
|
| S4 |
0.7210 |
0.7249 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7363 |
0.0096 |
1.3% |
0.0039 |
0.5% |
1% |
False |
True |
60,722 |
| 10 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0044 |
0.6% |
1% |
False |
True |
74,176 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0040 |
0.5% |
1% |
False |
True |
71,882 |
| 40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0040 |
0.5% |
0% |
False |
True |
75,399 |
| 60 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0039 |
0.5% |
28% |
False |
False |
54,966 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0039 |
0.5% |
39% |
False |
False |
41,315 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0039 |
0.5% |
39% |
False |
False |
33,109 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0036 |
0.5% |
39% |
False |
False |
27,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7671 |
|
1.618 |
0.7586 |
|
1.000 |
0.7533 |
|
0.618 |
0.7501 |
|
HIGH |
0.7448 |
|
0.618 |
0.7416 |
|
0.500 |
0.7406 |
|
0.382 |
0.7395 |
|
LOW |
0.7363 |
|
0.618 |
0.7310 |
|
1.000 |
0.7278 |
|
1.618 |
0.7225 |
|
2.618 |
0.7140 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7411 |
| PP |
0.7392 |
0.7395 |
| S1 |
0.7378 |
0.7380 |
|