CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7408 |
0.0011 |
0.1% |
0.7430 |
| High |
0.7413 |
0.7443 |
0.0030 |
0.4% |
0.7450 |
| Low |
0.7391 |
0.7400 |
0.0010 |
0.1% |
0.7363 |
| Close |
0.7409 |
0.7417 |
0.0008 |
0.1% |
0.7415 |
| Range |
0.0023 |
0.0043 |
0.0021 |
91.1% |
0.0087 |
| ATR |
0.0038 |
0.0039 |
0.0000 |
0.9% |
0.0000 |
| Volume |
55,364 |
81,027 |
25,663 |
46.4% |
364,489 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7549 |
0.7526 |
0.7440 |
|
| R3 |
0.7506 |
0.7483 |
0.7428 |
|
| R2 |
0.7463 |
0.7463 |
0.7424 |
|
| R1 |
0.7440 |
0.7440 |
0.7420 |
0.7451 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7426 |
| S1 |
0.7397 |
0.7397 |
0.7413 |
0.7408 |
| S2 |
0.7377 |
0.7377 |
0.7409 |
|
| S3 |
0.7334 |
0.7354 |
0.7405 |
|
| S4 |
0.7291 |
0.7311 |
0.7393 |
|
|
| 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 |
0.7443 |
0.7383 |
0.0061 |
0.8% |
0.0035 |
0.5% |
56% |
True |
False |
75,182 |
| 10 |
0.7459 |
0.7363 |
0.0096 |
1.3% |
0.0037 |
0.5% |
56% |
False |
False |
70,870 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0039 |
0.5% |
42% |
False |
False |
72,425 |
| 40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0039 |
0.5% |
23% |
False |
False |
73,365 |
| 60 |
0.7599 |
0.7338 |
0.0262 |
3.5% |
0.0039 |
0.5% |
30% |
False |
False |
62,376 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
53% |
False |
False |
46,875 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
53% |
False |
False |
37,561 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
53% |
False |
False |
31,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7626 |
|
2.618 |
0.7556 |
|
1.618 |
0.7513 |
|
1.000 |
0.7486 |
|
0.618 |
0.7470 |
|
HIGH |
0.7443 |
|
0.618 |
0.7427 |
|
0.500 |
0.7422 |
|
0.382 |
0.7416 |
|
LOW |
0.7400 |
|
0.618 |
0.7373 |
|
1.000 |
0.7357 |
|
1.618 |
0.7330 |
|
2.618 |
0.7287 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7417 |
| PP |
0.7420 |
0.7417 |
| S1 |
0.7418 |
0.7417 |
|