CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7430 |
0.0042 |
0.6% |
0.7430 |
| High |
0.7431 |
0.7432 |
0.0001 |
0.0% |
0.7450 |
| Low |
0.7383 |
0.7406 |
0.0023 |
0.3% |
0.7363 |
| Close |
0.7427 |
0.7415 |
-0.0012 |
-0.2% |
0.7415 |
| Range |
0.0049 |
0.0027 |
-0.0022 |
-45.4% |
0.0087 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
82,753 |
63,690 |
-19,063 |
-23.0% |
364,489 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7497 |
0.7483 |
0.7430 |
|
| R3 |
0.7471 |
0.7456 |
0.7422 |
|
| R2 |
0.7444 |
0.7444 |
0.7420 |
|
| R1 |
0.7430 |
0.7430 |
0.7417 |
0.7424 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7415 |
| S1 |
0.7403 |
0.7403 |
0.7413 |
0.7397 |
| S2 |
0.7391 |
0.7391 |
0.7410 |
|
| S3 |
0.7365 |
0.7377 |
0.7408 |
|
| S4 |
0.7338 |
0.7350 |
0.7400 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7628 |
0.7463 |
|
| R3 |
0.7582 |
0.7542 |
0.7439 |
|
| R2 |
0.7496 |
0.7496 |
0.7431 |
|
| R1 |
0.7455 |
0.7455 |
0.7423 |
0.7432 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7398 |
| S1 |
0.7369 |
0.7369 |
0.7407 |
0.7346 |
| S2 |
0.7323 |
0.7323 |
0.7399 |
|
| S3 |
0.7236 |
0.7282 |
0.7391 |
|
| S4 |
0.7150 |
0.7196 |
0.7367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7450 |
0.7363 |
0.0087 |
1.2% |
0.0042 |
0.6% |
60% |
False |
False |
72,897 |
| 10 |
0.7459 |
0.7363 |
0.0096 |
1.3% |
0.0037 |
0.5% |
54% |
False |
False |
67,692 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0039 |
0.5% |
41% |
False |
False |
71,972 |
| 40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0040 |
0.5% |
22% |
False |
False |
73,936 |
| 60 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0039 |
0.5% |
43% |
False |
False |
58,575 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
53% |
False |
False |
44,022 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
53% |
False |
False |
35,271 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
53% |
False |
False |
29,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7501 |
|
1.618 |
0.7475 |
|
1.000 |
0.7459 |
|
0.618 |
0.7448 |
|
HIGH |
0.7432 |
|
0.618 |
0.7422 |
|
0.500 |
0.7419 |
|
0.382 |
0.7416 |
|
LOW |
0.7406 |
|
0.618 |
0.7389 |
|
1.000 |
0.7379 |
|
1.618 |
0.7363 |
|
2.618 |
0.7336 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7411 |
| PP |
0.7418 |
0.7406 |
| S1 |
0.7416 |
0.7402 |
|