CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7401 |
0.0044 |
0.6% |
0.7407 |
| High |
0.7410 |
0.7434 |
0.0025 |
0.3% |
0.7418 |
| Low |
0.7354 |
0.7395 |
0.0041 |
0.6% |
0.7352 |
| Close |
0.7400 |
0.7433 |
0.0033 |
0.4% |
0.7377 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.8% |
0.0067 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
0.7% |
0.0000 |
| Volume |
97,222 |
70,346 |
-26,876 |
-27.6% |
396,340 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7525 |
0.7454 |
|
| R3 |
0.7499 |
0.7486 |
0.7443 |
|
| R2 |
0.7460 |
0.7460 |
0.7440 |
|
| R1 |
0.7446 |
0.7446 |
0.7436 |
0.7453 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7424 |
| S1 |
0.7407 |
0.7407 |
0.7429 |
0.7414 |
| S2 |
0.7381 |
0.7381 |
0.7425 |
|
| S3 |
0.7341 |
0.7367 |
0.7422 |
|
| S4 |
0.7302 |
0.7328 |
0.7411 |
|
|
| 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 |
0.7434 |
0.7351 |
0.0083 |
1.1% |
0.0035 |
0.5% |
98% |
True |
False |
78,636 |
| 10 |
0.7434 |
0.7351 |
0.0083 |
1.1% |
0.0033 |
0.4% |
98% |
True |
False |
77,477 |
| 20 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0035 |
0.5% |
75% |
False |
False |
74,174 |
| 40 |
0.7501 |
0.7351 |
0.0150 |
2.0% |
0.0037 |
0.5% |
54% |
False |
False |
74,591 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.3% |
0.0039 |
0.5% |
33% |
False |
False |
74,885 |
| 80 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0038 |
0.5% |
55% |
False |
False |
56,513 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
45,282 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
57% |
False |
False |
37,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7537 |
|
1.618 |
0.7498 |
|
1.000 |
0.7474 |
|
0.618 |
0.7458 |
|
HIGH |
0.7434 |
|
0.618 |
0.7419 |
|
0.500 |
0.7414 |
|
0.382 |
0.7410 |
|
LOW |
0.7395 |
|
0.618 |
0.7370 |
|
1.000 |
0.7355 |
|
1.618 |
0.7331 |
|
2.618 |
0.7291 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7426 |
0.7419 |
| PP |
0.7420 |
0.7406 |
| S1 |
0.7414 |
0.7393 |
|