CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7395 |
-0.0012 |
-0.2% |
0.7418 |
| High |
0.7418 |
0.7395 |
-0.0023 |
-0.3% |
0.7443 |
| Low |
0.7388 |
0.7352 |
-0.0036 |
-0.5% |
0.7391 |
| Close |
0.7394 |
0.7366 |
-0.0028 |
-0.4% |
0.7410 |
| Range |
0.0031 |
0.0044 |
0.0013 |
42.6% |
0.0053 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
1.5% |
0.0000 |
| Volume |
59,861 |
99,895 |
40,034 |
66.9% |
305,504 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7477 |
0.7390 |
|
| R3 |
0.7458 |
0.7434 |
0.7378 |
|
| R2 |
0.7414 |
0.7414 |
0.7374 |
|
| R1 |
0.7390 |
0.7390 |
0.7370 |
0.7381 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7366 |
| S1 |
0.7347 |
0.7347 |
0.7362 |
0.7337 |
| S2 |
0.7327 |
0.7327 |
0.7358 |
|
| S3 |
0.7284 |
0.7303 |
0.7354 |
|
| S4 |
0.7240 |
0.7260 |
0.7342 |
|
|
| 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 |
0.7352 |
0.0092 |
1.2% |
0.0033 |
0.4% |
16% |
False |
True |
73,227 |
| 10 |
0.7443 |
0.7352 |
0.0092 |
1.2% |
0.0032 |
0.4% |
16% |
False |
True |
73,202 |
| 20 |
0.7491 |
0.7352 |
0.0139 |
1.9% |
0.0038 |
0.5% |
10% |
False |
True |
73,689 |
| 40 |
0.7568 |
0.7352 |
0.0217 |
2.9% |
0.0039 |
0.5% |
7% |
False |
True |
72,889 |
| 60 |
0.7599 |
0.7352 |
0.0248 |
3.4% |
0.0038 |
0.5% |
6% |
False |
True |
67,050 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
5.0% |
0.0039 |
0.5% |
36% |
False |
False |
50,419 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0038 |
0.5% |
40% |
False |
False |
40,401 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0037 |
0.5% |
40% |
False |
False |
33,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7580 |
|
2.618 |
0.7509 |
|
1.618 |
0.7465 |
|
1.000 |
0.7439 |
|
0.618 |
0.7422 |
|
HIGH |
0.7395 |
|
0.618 |
0.7378 |
|
0.500 |
0.7373 |
|
0.382 |
0.7368 |
|
LOW |
0.7352 |
|
0.618 |
0.7325 |
|
1.000 |
0.7308 |
|
1.618 |
0.7281 |
|
2.618 |
0.7238 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7385 |
| PP |
0.7371 |
0.7379 |
| S1 |
0.7368 |
0.7372 |
|