CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7407 |
-0.0001 |
0.0% |
0.7418 |
| High |
0.7410 |
0.7418 |
0.0009 |
0.1% |
0.7443 |
| Low |
0.7394 |
0.7388 |
-0.0007 |
-0.1% |
0.7391 |
| Close |
0.7402 |
0.7394 |
-0.0009 |
-0.1% |
0.7410 |
| Range |
0.0016 |
0.0031 |
0.0015 |
96.8% |
0.0053 |
| ATR |
0.0037 |
0.0036 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
49,315 |
59,861 |
10,546 |
21.4% |
305,504 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7473 |
0.7410 |
|
| R3 |
0.7461 |
0.7442 |
0.7402 |
|
| R2 |
0.7430 |
0.7430 |
0.7399 |
|
| R1 |
0.7412 |
0.7412 |
0.7396 |
0.7406 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7397 |
| S1 |
0.7381 |
0.7381 |
0.7391 |
0.7375 |
| S2 |
0.7369 |
0.7369 |
0.7388 |
|
| S3 |
0.7339 |
0.7351 |
0.7385 |
|
| S4 |
0.7308 |
0.7320 |
0.7377 |
|
|
| 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 |
0.7388 |
0.0056 |
0.8% |
0.0029 |
0.4% |
11% |
False |
True |
64,320 |
| 10 |
0.7448 |
0.7363 |
0.0085 |
1.1% |
0.0036 |
0.5% |
36% |
False |
False |
73,717 |
| 20 |
0.7491 |
0.7363 |
0.0128 |
1.7% |
0.0037 |
0.5% |
24% |
False |
False |
71,748 |
| 40 |
0.7597 |
0.7363 |
0.0234 |
3.2% |
0.0039 |
0.5% |
13% |
False |
False |
72,560 |
| 60 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0038 |
0.5% |
17% |
False |
False |
65,418 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
47% |
False |
False |
49,180 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
47% |
False |
False |
39,406 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
47% |
False |
False |
32,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7498 |
|
1.618 |
0.7467 |
|
1.000 |
0.7449 |
|
0.618 |
0.7437 |
|
HIGH |
0.7418 |
|
0.618 |
0.7406 |
|
0.500 |
0.7403 |
|
0.382 |
0.7399 |
|
LOW |
0.7388 |
|
0.618 |
0.7369 |
|
1.000 |
0.7357 |
|
1.618 |
0.7338 |
|
2.618 |
0.7308 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7409 |
| PP |
0.7400 |
0.7404 |
| S1 |
0.7397 |
0.7399 |
|