CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7368 |
-0.0011 |
-0.1% |
0.7407 |
| High |
0.7384 |
0.7379 |
-0.0005 |
-0.1% |
0.7418 |
| Low |
0.7364 |
0.7351 |
-0.0013 |
-0.2% |
0.7352 |
| Close |
0.7365 |
0.7358 |
-0.0008 |
-0.1% |
0.7377 |
| Range |
0.0021 |
0.0028 |
0.0008 |
36.6% |
0.0067 |
| ATR |
0.0035 |
0.0034 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
58,067 |
76,765 |
18,698 |
32.2% |
396,340 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7430 |
0.7373 |
|
| R3 |
0.7419 |
0.7402 |
0.7365 |
|
| R2 |
0.7391 |
0.7391 |
0.7363 |
|
| R1 |
0.7374 |
0.7374 |
0.7360 |
0.7368 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7360 |
| S1 |
0.7346 |
0.7346 |
0.7355 |
0.7340 |
| S2 |
0.7335 |
0.7335 |
0.7352 |
|
| S3 |
0.7307 |
0.7318 |
0.7350 |
|
| S4 |
0.7279 |
0.7290 |
0.7342 |
|
|
| 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 |
0.7395 |
0.7351 |
0.0044 |
0.6% |
0.0031 |
0.4% |
15% |
False |
True |
84,399 |
| 10 |
0.7443 |
0.7351 |
0.0092 |
1.3% |
0.0030 |
0.4% |
7% |
False |
True |
74,360 |
| 20 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0033 |
0.4% |
6% |
False |
True |
71,665 |
| 40 |
0.7503 |
0.7351 |
0.0152 |
2.1% |
0.0037 |
0.5% |
4% |
False |
True |
73,442 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.4% |
0.0038 |
0.5% |
3% |
False |
True |
72,252 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
5.0% |
0.0038 |
0.5% |
34% |
False |
False |
54,424 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0038 |
0.5% |
38% |
False |
False |
43,612 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0037 |
0.5% |
38% |
False |
False |
36,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7452 |
|
1.618 |
0.7424 |
|
1.000 |
0.7407 |
|
0.618 |
0.7396 |
|
HIGH |
0.7379 |
|
0.618 |
0.7368 |
|
0.500 |
0.7365 |
|
0.382 |
0.7362 |
|
LOW |
0.7351 |
|
0.618 |
0.7334 |
|
1.000 |
0.7323 |
|
1.618 |
0.7306 |
|
2.618 |
0.7278 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7368 |
| PP |
0.7363 |
0.7364 |
| S1 |
0.7360 |
0.7361 |
|