CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7391 |
-0.0034 |
-0.5% |
0.7417 |
| High |
0.7430 |
0.7402 |
-0.0028 |
-0.4% |
0.7431 |
| Low |
0.7385 |
0.7380 |
-0.0006 |
-0.1% |
0.7380 |
| Close |
0.7390 |
0.7386 |
-0.0005 |
-0.1% |
0.7386 |
| Range |
0.0045 |
0.0023 |
-0.0023 |
-50.0% |
0.0051 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
154,542 |
80,732 |
-73,810 |
-47.8% |
565,575 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7444 |
0.7398 |
|
| R3 |
0.7434 |
0.7421 |
0.7392 |
|
| R2 |
0.7412 |
0.7412 |
0.7390 |
|
| R1 |
0.7399 |
0.7399 |
0.7388 |
0.7394 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7387 |
| S1 |
0.7376 |
0.7376 |
0.7383 |
0.7371 |
| S2 |
0.7367 |
0.7367 |
0.7381 |
|
| S3 |
0.7344 |
0.7354 |
0.7379 |
|
| S4 |
0.7322 |
0.7331 |
0.7373 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7520 |
0.7414 |
|
| R3 |
0.7501 |
0.7469 |
0.7400 |
|
| R2 |
0.7450 |
0.7450 |
0.7395 |
|
| R1 |
0.7418 |
0.7418 |
0.7390 |
0.7408 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7394 |
| S1 |
0.7367 |
0.7367 |
0.7381 |
0.7357 |
| S2 |
0.7348 |
0.7348 |
0.7376 |
|
| S3 |
0.7297 |
0.7316 |
0.7371 |
|
| S4 |
0.7246 |
0.7265 |
0.7357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7431 |
0.7380 |
0.0051 |
0.7% |
0.0029 |
0.4% |
12% |
False |
True |
113,115 |
| 10 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0033 |
0.4% |
34% |
False |
False |
96,217 |
| 20 |
0.7453 |
0.7351 |
0.0102 |
1.4% |
0.0032 |
0.4% |
34% |
False |
False |
86,385 |
| 40 |
0.7491 |
0.7351 |
0.0140 |
1.9% |
0.0036 |
0.5% |
25% |
False |
False |
79,141 |
| 60 |
0.7599 |
0.7351 |
0.0248 |
3.4% |
0.0037 |
0.5% |
14% |
False |
False |
78,354 |
| 80 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0037 |
0.5% |
33% |
False |
False |
64,734 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
45% |
False |
False |
51,860 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
45% |
False |
False |
43,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7461 |
|
1.618 |
0.7438 |
|
1.000 |
0.7425 |
|
0.618 |
0.7416 |
|
HIGH |
0.7402 |
|
0.618 |
0.7393 |
|
0.500 |
0.7391 |
|
0.382 |
0.7388 |
|
LOW |
0.7380 |
|
0.618 |
0.7366 |
|
1.000 |
0.7357 |
|
1.618 |
0.7343 |
|
2.618 |
0.7321 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7391 |
0.7405 |
| PP |
0.7389 |
0.7399 |
| S1 |
0.7387 |
0.7392 |
|