CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7418 |
0.7412 |
-0.0006 |
-0.1% |
0.7379 |
High |
0.7427 |
0.7431 |
0.0004 |
0.1% |
0.7453 |
Low |
0.7394 |
0.7409 |
0.0015 |
0.2% |
0.7351 |
Close |
0.7411 |
0.7426 |
0.0016 |
0.2% |
0.7417 |
Range |
0.0033 |
0.0022 |
-0.0011 |
-32.3% |
0.0102 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
126,718 |
123,006 |
-3,712 |
-2.9% |
396,599 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7488 |
0.7479 |
0.7438 |
|
R3 |
0.7466 |
0.7457 |
0.7432 |
|
R2 |
0.7444 |
0.7444 |
0.7430 |
|
R1 |
0.7435 |
0.7435 |
0.7428 |
0.7439 |
PP |
0.7422 |
0.7422 |
0.7422 |
0.7424 |
S1 |
0.7413 |
0.7413 |
0.7424 |
0.7417 |
S2 |
0.7400 |
0.7400 |
0.7422 |
|
S3 |
0.7378 |
0.7391 |
0.7420 |
|
S4 |
0.7356 |
0.7369 |
0.7414 |
|
|
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 |
0.7394 |
0.0059 |
0.8% |
0.0032 |
0.4% |
55% |
False |
False |
98,969 |
10 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0033 |
0.4% |
74% |
False |
False |
91,416 |
20 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0032 |
0.4% |
74% |
False |
False |
82,309 |
40 |
0.7491 |
0.7351 |
0.0140 |
1.9% |
0.0036 |
0.5% |
54% |
False |
False |
77,096 |
60 |
0.7599 |
0.7351 |
0.0248 |
3.3% |
0.0037 |
0.5% |
30% |
False |
False |
77,702 |
80 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0038 |
0.5% |
47% |
False |
False |
61,802 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
55% |
False |
False |
49,514 |
120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
55% |
False |
False |
41,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7524 |
2.618 |
0.7488 |
1.618 |
0.7466 |
1.000 |
0.7453 |
0.618 |
0.7444 |
HIGH |
0.7431 |
0.618 |
0.7422 |
0.500 |
0.7420 |
0.382 |
0.7417 |
LOW |
0.7409 |
0.618 |
0.7395 |
1.000 |
0.7387 |
1.618 |
0.7373 |
2.618 |
0.7351 |
4.250 |
0.7315 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7424 |
0.7421 |
PP |
0.7422 |
0.7417 |
S1 |
0.7420 |
0.7412 |
|