CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 0.7366 0.7379 0.0013 0.2% 0.7407
High 0.7385 0.7384 -0.0001 0.0% 0.7418
Low 0.7353 0.7364 0.0011 0.1% 0.7352
Close 0.7377 0.7365 -0.0012 -0.2% 0.7377
Range 0.0032 0.0021 -0.0011 -34.9% 0.0067
ATR 0.0036 0.0035 -0.0001 -3.1% 0.0000
Volume 90,782 58,067 -32,715 -36.0% 396,340
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7432 0.7419 0.7376
R3 0.7412 0.7399 0.7371
R2 0.7391 0.7391 0.7369
R1 0.7378 0.7378 0.7367 0.7375
PP 0.7371 0.7371 0.7371 0.7369
S1 0.7358 0.7358 0.7363 0.7354
S2 0.7350 0.7350 0.7361
S3 0.7330 0.7337 0.7359
S4 0.7309 0.7317 0.7354
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% 0.0032 0.4% 20% False False 81,018
10 0.7443 0.7352 0.0092 1.2% 0.0030 0.4% 15% False False 75,991
20 0.7459 0.7352 0.0108 1.5% 0.0034 0.5% 13% False False 71,841
40 0.7534 0.7352 0.0182 2.5% 0.0038 0.5% 7% False False 73,911
60 0.7599 0.7352 0.0248 3.4% 0.0038 0.5% 5% False False 71,026
80 0.7599 0.7233 0.0366 5.0% 0.0038 0.5% 36% False False 53,468
100 0.7599 0.7212 0.0388 5.3% 0.0037 0.5% 40% False False 42,845
120 0.7599 0.7212 0.0388 5.3% 0.0037 0.5% 40% False False 35,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7471
2.618 0.7438
1.618 0.7417
1.000 0.7405
0.618 0.7397
HIGH 0.7384
0.618 0.7376
0.500 0.7374
0.382 0.7371
LOW 0.7364
0.618 0.7351
1.000 0.7343
1.618 0.7330
2.618 0.7310
4.250 0.7276
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 0.7374 0.7370
PP 0.7371 0.7369
S1 0.7368 0.7367

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols