CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7357 |
-0.0011 |
-0.1% |
0.7407 |
| High |
0.7379 |
0.7410 |
0.0031 |
0.4% |
0.7418 |
| Low |
0.7351 |
0.7354 |
0.0003 |
0.0% |
0.7352 |
| Close |
0.7358 |
0.7400 |
0.0042 |
0.6% |
0.7377 |
| Range |
0.0028 |
0.0056 |
0.0028 |
98.2% |
0.0067 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
4.4% |
0.0000 |
| Volume |
76,765 |
97,222 |
20,457 |
26.6% |
396,340 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7532 |
0.7430 |
|
| R3 |
0.7499 |
0.7477 |
0.7415 |
|
| R2 |
0.7443 |
0.7443 |
0.7410 |
|
| R1 |
0.7421 |
0.7421 |
0.7405 |
0.7432 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7393 |
| S1 |
0.7366 |
0.7366 |
0.7394 |
0.7377 |
| S2 |
0.7332 |
0.7332 |
0.7389 |
|
| S3 |
0.7277 |
0.7310 |
0.7384 |
|
| S4 |
0.7221 |
0.7255 |
0.7369 |
|
|
| 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 |
0.7410 |
0.7351 |
0.0059 |
0.8% |
0.0033 |
0.5% |
83% |
True |
False |
83,864 |
| 10 |
0.7443 |
0.7351 |
0.0092 |
1.2% |
0.0033 |
0.4% |
53% |
False |
False |
78,545 |
| 20 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0034 |
0.5% |
45% |
False |
False |
72,747 |
| 40 |
0.7503 |
0.7351 |
0.0152 |
2.1% |
0.0037 |
0.5% |
32% |
False |
False |
74,301 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.4% |
0.0039 |
0.5% |
20% |
False |
False |
73,829 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0038 |
0.5% |
45% |
False |
False |
55,636 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
49% |
False |
False |
44,583 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
49% |
False |
False |
37,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7555 |
|
1.618 |
0.7499 |
|
1.000 |
0.7465 |
|
0.618 |
0.7444 |
|
HIGH |
0.7410 |
|
0.618 |
0.7388 |
|
0.500 |
0.7382 |
|
0.382 |
0.7375 |
|
LOW |
0.7354 |
|
0.618 |
0.7320 |
|
1.000 |
0.7299 |
|
1.618 |
0.7264 |
|
2.618 |
0.7209 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7394 |
0.7393 |
| PP |
0.7388 |
0.7387 |
| S1 |
0.7382 |
0.7380 |
|