CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7367 |
-0.0028 |
-0.4% |
0.7418 |
| High |
0.7395 |
0.7388 |
-0.0008 |
-0.1% |
0.7443 |
| Low |
0.7352 |
0.7356 |
0.0005 |
0.1% |
0.7391 |
| Close |
0.7366 |
0.7367 |
0.0001 |
0.0% |
0.7410 |
| Range |
0.0044 |
0.0032 |
-0.0012 |
-27.6% |
0.0053 |
| ATR |
0.0037 |
0.0036 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
99,895 |
96,487 |
-3,408 |
-3.4% |
305,504 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7447 |
0.7384 |
|
| R3 |
0.7433 |
0.7416 |
0.7376 |
|
| R2 |
0.7402 |
0.7402 |
0.7373 |
|
| R1 |
0.7384 |
0.7384 |
0.7370 |
0.7383 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7369 |
| S1 |
0.7353 |
0.7353 |
0.7364 |
0.7351 |
| S2 |
0.7339 |
0.7339 |
0.7361 |
|
| S3 |
0.7307 |
0.7321 |
0.7358 |
|
| S4 |
0.7276 |
0.7290 |
0.7350 |
|
|
| 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 |
0.7431 |
0.7352 |
0.0080 |
1.1% |
0.0031 |
0.4% |
19% |
False |
False |
76,319 |
| 10 |
0.7443 |
0.7352 |
0.0092 |
1.2% |
0.0033 |
0.4% |
17% |
False |
False |
75,750 |
| 20 |
0.7486 |
0.7352 |
0.0135 |
1.8% |
0.0037 |
0.5% |
12% |
False |
False |
73,202 |
| 40 |
0.7534 |
0.7352 |
0.0182 |
2.5% |
0.0038 |
0.5% |
9% |
False |
False |
73,306 |
| 60 |
0.7599 |
0.7352 |
0.0248 |
3.4% |
0.0038 |
0.5% |
6% |
False |
False |
68,629 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
5.0% |
0.0038 |
0.5% |
37% |
False |
False |
51,620 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0038 |
0.5% |
40% |
False |
False |
41,360 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0037 |
0.5% |
40% |
False |
False |
34,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7470 |
|
1.618 |
0.7438 |
|
1.000 |
0.7419 |
|
0.618 |
0.7407 |
|
HIGH |
0.7388 |
|
0.618 |
0.7375 |
|
0.500 |
0.7372 |
|
0.382 |
0.7368 |
|
LOW |
0.7356 |
|
0.618 |
0.7337 |
|
1.000 |
0.7325 |
|
1.618 |
0.7305 |
|
2.618 |
0.7274 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7385 |
| PP |
0.7370 |
0.7379 |
| S1 |
0.7369 |
0.7373 |
|