CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7366 |
-0.0002 |
0.0% |
0.7407 |
| High |
0.7388 |
0.7385 |
-0.0003 |
0.0% |
0.7418 |
| Low |
0.7356 |
0.7353 |
-0.0003 |
0.0% |
0.7352 |
| Close |
0.7367 |
0.7377 |
0.0010 |
0.1% |
0.7377 |
| Range |
0.0032 |
0.0032 |
0.0000 |
0.0% |
0.0067 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
96,487 |
90,782 |
-5,705 |
-5.9% |
396,340 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7453 |
0.7394 |
|
| R3 |
0.7434 |
0.7421 |
0.7385 |
|
| R2 |
0.7403 |
0.7403 |
0.7382 |
|
| R1 |
0.7390 |
0.7390 |
0.7379 |
0.7396 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7375 |
| S1 |
0.7358 |
0.7358 |
0.7374 |
0.7365 |
| S2 |
0.7340 |
0.7340 |
0.7371 |
|
| S3 |
0.7308 |
0.7327 |
0.7368 |
|
| S4 |
0.7277 |
0.7295 |
0.7359 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7546 |
0.7413 |
|
| R3 |
0.7515 |
0.7479 |
0.7395 |
|
| R2 |
0.7449 |
0.7449 |
0.7389 |
|
| R1 |
0.7413 |
0.7413 |
0.7383 |
0.7397 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7374 |
| S1 |
0.7346 |
0.7346 |
0.7370 |
0.7331 |
| S2 |
0.7316 |
0.7316 |
0.7364 |
|
| S3 |
0.7249 |
0.7280 |
0.7358 |
|
| S4 |
0.7183 |
0.7213 |
0.7340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7418 |
0.7352 |
0.0067 |
0.9% |
0.0031 |
0.4% |
38% |
False |
False |
79,268 |
| 10 |
0.7443 |
0.7352 |
0.0092 |
1.2% |
0.0031 |
0.4% |
27% |
False |
False |
76,553 |
| 20 |
0.7486 |
0.7352 |
0.0135 |
1.8% |
0.0036 |
0.5% |
19% |
False |
False |
73,677 |
| 40 |
0.7534 |
0.7352 |
0.0182 |
2.5% |
0.0038 |
0.5% |
14% |
False |
False |
73,999 |
| 60 |
0.7599 |
0.7352 |
0.0248 |
3.4% |
0.0038 |
0.5% |
10% |
False |
False |
70,095 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
5.0% |
0.0038 |
0.5% |
39% |
False |
False |
52,746 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0038 |
0.5% |
43% |
False |
False |
42,266 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0037 |
0.5% |
43% |
False |
False |
35,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7467 |
|
1.618 |
0.7435 |
|
1.000 |
0.7416 |
|
0.618 |
0.7404 |
|
HIGH |
0.7385 |
|
0.618 |
0.7372 |
|
0.500 |
0.7369 |
|
0.382 |
0.7365 |
|
LOW |
0.7353 |
|
0.618 |
0.7334 |
|
1.000 |
0.7322 |
|
1.618 |
0.7302 |
|
2.618 |
0.7271 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7375 |
| PP |
0.7371 |
0.7374 |
| S1 |
0.7369 |
0.7373 |
|