CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7432 |
0.0032 |
0.4% |
0.7379 |
| High |
0.7434 |
0.7453 |
0.0019 |
0.2% |
0.7453 |
| Low |
0.7395 |
0.7409 |
0.0015 |
0.2% |
0.7351 |
| Close |
0.7433 |
0.7417 |
-0.0016 |
-0.2% |
0.7417 |
| Range |
0.0040 |
0.0044 |
0.0004 |
10.1% |
0.0102 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
1.5% |
0.0000 |
| Volume |
70,346 |
94,199 |
23,853 |
33.9% |
396,599 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7530 |
0.7441 |
|
| R3 |
0.7513 |
0.7487 |
0.7429 |
|
| R2 |
0.7470 |
0.7470 |
0.7425 |
|
| R1 |
0.7443 |
0.7443 |
0.7421 |
0.7435 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7422 |
| S1 |
0.7400 |
0.7400 |
0.7413 |
0.7391 |
| S2 |
0.7383 |
0.7383 |
0.7409 |
|
| S3 |
0.7339 |
0.7356 |
0.7405 |
|
| S4 |
0.7296 |
0.7313 |
0.7393 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7666 |
0.7473 |
|
| R3 |
0.7610 |
0.7564 |
0.7445 |
|
| R2 |
0.7508 |
0.7508 |
0.7436 |
|
| R1 |
0.7463 |
0.7463 |
0.7426 |
0.7486 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7418 |
| S1 |
0.7361 |
0.7361 |
0.7408 |
0.7384 |
| S2 |
0.7305 |
0.7305 |
0.7398 |
|
| S3 |
0.7204 |
0.7260 |
0.7389 |
|
| S4 |
0.7102 |
0.7158 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0037 |
0.5% |
65% |
True |
False |
79,319 |
| 10 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0034 |
0.5% |
65% |
True |
False |
79,293 |
| 20 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0036 |
0.5% |
61% |
False |
False |
76,176 |
| 40 |
0.7501 |
0.7351 |
0.0150 |
2.0% |
0.0038 |
0.5% |
44% |
False |
False |
75,705 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.3% |
0.0039 |
0.5% |
27% |
False |
False |
76,150 |
| 80 |
0.7599 |
0.7244 |
0.0355 |
4.8% |
0.0038 |
0.5% |
49% |
False |
False |
57,687 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
53% |
False |
False |
46,222 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
53% |
False |
False |
38,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7566 |
|
1.618 |
0.7523 |
|
1.000 |
0.7496 |
|
0.618 |
0.7479 |
|
HIGH |
0.7453 |
|
0.618 |
0.7436 |
|
0.500 |
0.7431 |
|
0.382 |
0.7426 |
|
LOW |
0.7409 |
|
0.618 |
0.7382 |
|
1.000 |
0.7366 |
|
1.618 |
0.7339 |
|
2.618 |
0.7295 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7431 |
0.7412 |
| PP |
0.7426 |
0.7408 |
| S1 |
0.7422 |
0.7403 |
|