CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7425 |
0.0013 |
0.2% |
0.7379 |
| High |
0.7431 |
0.7430 |
-0.0001 |
0.0% |
0.7453 |
| Low |
0.7409 |
0.7385 |
-0.0024 |
-0.3% |
0.7351 |
| Close |
0.7426 |
0.7390 |
-0.0036 |
-0.5% |
0.7417 |
| Range |
0.0022 |
0.0045 |
0.0023 |
104.5% |
0.0102 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
2.2% |
0.0000 |
| Volume |
123,006 |
154,542 |
31,536 |
25.6% |
396,599 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7537 |
0.7508 |
0.7415 |
|
| R3 |
0.7492 |
0.7463 |
0.7402 |
|
| R2 |
0.7447 |
0.7447 |
0.7398 |
|
| R1 |
0.7418 |
0.7418 |
0.7394 |
0.7410 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7398 |
| S1 |
0.7373 |
0.7373 |
0.7386 |
0.7365 |
| S2 |
0.7357 |
0.7357 |
0.7382 |
|
| S3 |
0.7312 |
0.7328 |
0.7378 |
|
| S4 |
0.7267 |
0.7283 |
0.7365 |
|
|
| 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 |
0.7385 |
0.0068 |
0.9% |
0.0033 |
0.4% |
7% |
False |
True |
115,808 |
| 10 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0034 |
0.5% |
38% |
False |
False |
97,222 |
| 20 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0033 |
0.5% |
38% |
False |
False |
86,486 |
| 40 |
0.7491 |
0.7351 |
0.0140 |
1.9% |
0.0036 |
0.5% |
28% |
False |
False |
79,024 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.4% |
0.0038 |
0.5% |
16% |
False |
False |
78,223 |
| 80 |
0.7599 |
0.7276 |
0.0323 |
4.4% |
0.0037 |
0.5% |
35% |
False |
False |
63,730 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
46% |
False |
False |
51,055 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
46% |
False |
False |
42,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7548 |
|
1.618 |
0.7503 |
|
1.000 |
0.7475 |
|
0.618 |
0.7458 |
|
HIGH |
0.7430 |
|
0.618 |
0.7413 |
|
0.500 |
0.7408 |
|
0.382 |
0.7402 |
|
LOW |
0.7385 |
|
0.618 |
0.7357 |
|
1.000 |
0.7340 |
|
1.618 |
0.7312 |
|
2.618 |
0.7267 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7408 |
| PP |
0.7402 |
0.7402 |
| S1 |
0.7396 |
0.7396 |
|