CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7388 |
0.0012 |
0.2% |
0.7430 |
| High |
0.7394 |
0.7431 |
0.0038 |
0.5% |
0.7459 |
| Low |
0.7371 |
0.7383 |
0.0012 |
0.2% |
0.7387 |
| Close |
0.7386 |
0.7427 |
0.0041 |
0.6% |
0.7432 |
| Range |
0.0023 |
0.0049 |
0.0026 |
115.6% |
0.0072 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.4% |
0.0000 |
| Volume |
71,004 |
82,753 |
11,749 |
16.5% |
312,434 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7541 |
0.7453 |
|
| R3 |
0.7510 |
0.7493 |
0.7440 |
|
| R2 |
0.7462 |
0.7462 |
0.7435 |
|
| R1 |
0.7444 |
0.7444 |
0.7431 |
0.7453 |
| PP |
0.7413 |
0.7413 |
0.7413 |
0.7418 |
| S1 |
0.7396 |
0.7396 |
0.7422 |
0.7405 |
| S2 |
0.7365 |
0.7365 |
0.7418 |
|
| S3 |
0.7316 |
0.7347 |
0.7413 |
|
| S4 |
0.7268 |
0.7299 |
0.7400 |
|
|
| 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% |
0.0044 |
0.6% |
66% |
False |
False |
72,280 |
| 10 |
0.7486 |
0.7363 |
0.0123 |
1.7% |
0.0041 |
0.5% |
52% |
False |
False |
70,801 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0040 |
0.5% |
50% |
False |
False |
71,897 |
| 40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0040 |
0.5% |
27% |
False |
False |
74,338 |
| 60 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0039 |
0.5% |
46% |
False |
False |
57,517 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
55% |
False |
False |
43,229 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
55% |
False |
False |
34,637 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
55% |
False |
False |
28,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7558 |
|
1.618 |
0.7509 |
|
1.000 |
0.7480 |
|
0.618 |
0.7461 |
|
HIGH |
0.7431 |
|
0.618 |
0.7412 |
|
0.500 |
0.7407 |
|
0.382 |
0.7401 |
|
LOW |
0.7383 |
|
0.618 |
0.7353 |
|
1.000 |
0.7334 |
|
1.618 |
0.7304 |
|
2.618 |
0.7256 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7420 |
0.7420 |
| PP |
0.7413 |
0.7413 |
| S1 |
0.7407 |
0.7406 |
|