CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7418 |
0.0001 |
0.0% |
0.7379 |
| High |
0.7425 |
0.7427 |
0.0002 |
0.0% |
0.7453 |
| Low |
0.7403 |
0.7394 |
-0.0009 |
-0.1% |
0.7351 |
| Close |
0.7416 |
0.7411 |
-0.0006 |
-0.1% |
0.7417 |
| Range |
0.0023 |
0.0033 |
0.0010 |
44.4% |
0.0102 |
| ATR |
0.0036 |
0.0035 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
80,577 |
126,718 |
46,141 |
57.3% |
396,599 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7492 |
0.7428 |
|
| R3 |
0.7475 |
0.7459 |
0.7419 |
|
| R2 |
0.7443 |
0.7443 |
0.7416 |
|
| R1 |
0.7427 |
0.7427 |
0.7413 |
0.7419 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7406 |
| S1 |
0.7394 |
0.7394 |
0.7408 |
0.7386 |
| S2 |
0.7378 |
0.7378 |
0.7405 |
|
| S3 |
0.7345 |
0.7362 |
0.7402 |
|
| S4 |
0.7313 |
0.7329 |
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 |
0.7354 |
0.0099 |
1.3% |
0.0039 |
0.5% |
57% |
False |
False |
93,812 |
| 10 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0035 |
0.5% |
59% |
False |
False |
89,105 |
| 20 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0035 |
0.5% |
59% |
False |
False |
81,411 |
| 40 |
0.7491 |
0.7351 |
0.0140 |
1.9% |
0.0037 |
0.5% |
43% |
False |
False |
76,992 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.3% |
0.0038 |
0.5% |
24% |
False |
False |
77,229 |
| 80 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0038 |
0.5% |
42% |
False |
False |
60,269 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
51% |
False |
False |
48,286 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
51% |
False |
False |
40,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7565 |
|
2.618 |
0.7512 |
|
1.618 |
0.7479 |
|
1.000 |
0.7459 |
|
0.618 |
0.7447 |
|
HIGH |
0.7427 |
|
0.618 |
0.7414 |
|
0.500 |
0.7410 |
|
0.382 |
0.7406 |
|
LOW |
0.7394 |
|
0.618 |
0.7374 |
|
1.000 |
0.7362 |
|
1.618 |
0.7341 |
|
2.618 |
0.7309 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7423 |
| PP |
0.7410 |
0.7419 |
| S1 |
0.7410 |
0.7415 |
|