CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 23-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7408 |
0.7420 |
0.0012 |
0.2% |
0.7418 |
High |
0.7443 |
0.7431 |
-0.0012 |
-0.2% |
0.7443 |
Low |
0.7400 |
0.7400 |
-0.0001 |
0.0% |
0.7391 |
Close |
0.7417 |
0.7410 |
-0.0007 |
-0.1% |
0.7410 |
Range |
0.0043 |
0.0032 |
-0.0012 |
-26.7% |
0.0053 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
81,027 |
76,037 |
-4,990 |
-6.2% |
305,504 |
|
Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7508 |
0.7490 |
0.7427 |
|
R3 |
0.7476 |
0.7459 |
0.7418 |
|
R2 |
0.7445 |
0.7445 |
0.7415 |
|
R1 |
0.7427 |
0.7427 |
0.7412 |
0.7420 |
PP |
0.7413 |
0.7413 |
0.7413 |
0.7410 |
S1 |
0.7396 |
0.7396 |
0.7407 |
0.7389 |
S2 |
0.7382 |
0.7382 |
0.7404 |
|
S3 |
0.7350 |
0.7364 |
0.7401 |
|
S4 |
0.7319 |
0.7333 |
0.7392 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7572 |
0.7543 |
0.7438 |
|
R3 |
0.7519 |
0.7491 |
0.7424 |
|
R2 |
0.7467 |
0.7467 |
0.7419 |
|
R1 |
0.7438 |
0.7438 |
0.7414 |
0.7426 |
PP |
0.7414 |
0.7414 |
0.7414 |
0.7408 |
S1 |
0.7386 |
0.7386 |
0.7405 |
0.7374 |
S2 |
0.7362 |
0.7362 |
0.7400 |
|
S3 |
0.7309 |
0.7333 |
0.7395 |
|
S4 |
0.7257 |
0.7281 |
0.7381 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7443 |
0.7391 |
0.0053 |
0.7% |
0.0032 |
0.4% |
36% |
False |
False |
73,838 |
10 |
0.7459 |
0.7363 |
0.0096 |
1.3% |
0.0038 |
0.5% |
48% |
False |
False |
73,059 |
20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0038 |
0.5% |
36% |
False |
False |
72,267 |
40 |
0.7599 |
0.7363 |
0.0236 |
3.2% |
0.0039 |
0.5% |
20% |
False |
False |
74,042 |
60 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0039 |
0.5% |
23% |
False |
False |
63,638 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
51% |
False |
False |
47,821 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
51% |
False |
False |
38,319 |
120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
51% |
False |
False |
31,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7565 |
2.618 |
0.7513 |
1.618 |
0.7482 |
1.000 |
0.7463 |
0.618 |
0.7450 |
HIGH |
0.7431 |
0.618 |
0.7419 |
0.500 |
0.7415 |
0.382 |
0.7412 |
LOW |
0.7400 |
0.618 |
0.7380 |
1.000 |
0.7368 |
1.618 |
0.7349 |
2.618 |
0.7317 |
4.250 |
0.7266 |
|
|
Fisher Pivots for day following 23-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7415 |
0.7417 |
PP |
0.7413 |
0.7414 |
S1 |
0.7411 |
0.7412 |
|