CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7376 |
-0.0062 |
-0.8% |
0.7430 |
| High |
0.7448 |
0.7394 |
-0.0055 |
-0.7% |
0.7459 |
| Low |
0.7363 |
0.7371 |
0.0008 |
0.1% |
0.7387 |
| Close |
0.7364 |
0.7386 |
0.0022 |
0.3% |
0.7432 |
| Range |
0.0085 |
0.0023 |
-0.0063 |
-73.5% |
0.0072 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
105,051 |
71,004 |
-34,047 |
-32.4% |
312,434 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7451 |
0.7441 |
0.7398 |
|
| R3 |
0.7428 |
0.7418 |
0.7392 |
|
| R2 |
0.7406 |
0.7406 |
0.7390 |
|
| R1 |
0.7396 |
0.7396 |
0.7388 |
0.7401 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7386 |
| S1 |
0.7373 |
0.7373 |
0.7383 |
0.7378 |
| S2 |
0.7361 |
0.7361 |
0.7381 |
|
| S3 |
0.7338 |
0.7351 |
0.7379 |
|
| S4 |
0.7316 |
0.7328 |
0.7373 |
|
|
| 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% |
23% |
False |
False |
66,558 |
| 10 |
0.7486 |
0.7363 |
0.0123 |
1.7% |
0.0041 |
0.6% |
18% |
False |
False |
70,655 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0039 |
0.5% |
18% |
False |
False |
71,563 |
| 40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0040 |
0.5% |
10% |
False |
False |
74,091 |
| 60 |
0.7599 |
0.7276 |
0.0323 |
4.4% |
0.0039 |
0.5% |
34% |
False |
False |
56,145 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
45% |
False |
False |
42,197 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
45% |
False |
False |
33,818 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
45% |
False |
False |
28,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7489 |
|
2.618 |
0.7452 |
|
1.618 |
0.7430 |
|
1.000 |
0.7416 |
|
0.618 |
0.7407 |
|
HIGH |
0.7394 |
|
0.618 |
0.7385 |
|
0.500 |
0.7382 |
|
0.382 |
0.7380 |
|
LOW |
0.7371 |
|
0.618 |
0.7357 |
|
1.000 |
0.7349 |
|
1.618 |
0.7335 |
|
2.618 |
0.7312 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7406 |
| PP |
0.7383 |
0.7399 |
| S1 |
0.7382 |
0.7392 |
|