CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7420 |
0.7407 |
-0.0013 |
-0.2% |
0.7418 |
High |
0.7431 |
0.7410 |
-0.0022 |
-0.3% |
0.7443 |
Low |
0.7400 |
0.7394 |
-0.0006 |
-0.1% |
0.7391 |
Close |
0.7410 |
0.7402 |
-0.0008 |
-0.1% |
0.7410 |
Range |
0.0032 |
0.0016 |
-0.0016 |
-50.8% |
0.0053 |
ATR |
0.0038 |
0.0037 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
76,037 |
49,315 |
-26,722 |
-35.1% |
305,504 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7441 |
0.7411 |
|
R3 |
0.7433 |
0.7425 |
0.7406 |
|
R2 |
0.7417 |
0.7417 |
0.7405 |
|
R1 |
0.7410 |
0.7410 |
0.7403 |
0.7406 |
PP |
0.7402 |
0.7402 |
0.7402 |
0.7400 |
S1 |
0.7394 |
0.7394 |
0.7401 |
0.7390 |
S2 |
0.7386 |
0.7386 |
0.7399 |
|
S3 |
0.7371 |
0.7379 |
0.7398 |
|
S4 |
0.7355 |
0.7363 |
0.7393 |
|
|
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% |
0.0029 |
0.4% |
22% |
False |
False |
70,963 |
10 |
0.7450 |
0.7363 |
0.0087 |
1.2% |
0.0035 |
0.5% |
45% |
False |
False |
71,930 |
20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0037 |
0.5% |
31% |
False |
False |
71,550 |
40 |
0.7597 |
0.7363 |
0.0234 |
3.2% |
0.0039 |
0.5% |
17% |
False |
False |
73,028 |
60 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0038 |
0.5% |
20% |
False |
False |
64,446 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
49% |
False |
False |
48,434 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
49% |
False |
False |
38,809 |
120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
49% |
False |
False |
32,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7475 |
2.618 |
0.7450 |
1.618 |
0.7435 |
1.000 |
0.7425 |
0.618 |
0.7419 |
HIGH |
0.7410 |
0.618 |
0.7404 |
0.500 |
0.7402 |
0.382 |
0.7400 |
LOW |
0.7394 |
0.618 |
0.7384 |
1.000 |
0.7379 |
1.618 |
0.7369 |
2.618 |
0.7353 |
4.250 |
0.7328 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7402 |
0.7419 |
PP |
0.7402 |
0.7413 |
S1 |
0.7402 |
0.7408 |
|