CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7389 |
0.0005 |
0.1% |
0.7417 |
| High |
0.7395 |
0.7389 |
-0.0006 |
-0.1% |
0.7431 |
| Low |
0.7380 |
0.7346 |
-0.0034 |
-0.5% |
0.7380 |
| Close |
0.7389 |
0.7350 |
-0.0039 |
-0.5% |
0.7386 |
| Range |
0.0016 |
0.0043 |
0.0028 |
177.4% |
0.0051 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
2.2% |
0.0000 |
| Volume |
14,912 |
1,494 |
-13,418 |
-90.0% |
565,575 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7463 |
0.7374 |
|
| R3 |
0.7448 |
0.7420 |
0.7362 |
|
| R2 |
0.7405 |
0.7405 |
0.7358 |
|
| R1 |
0.7377 |
0.7377 |
0.7354 |
0.7370 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7358 |
| S1 |
0.7334 |
0.7334 |
0.7346 |
0.7327 |
| S2 |
0.7319 |
0.7319 |
0.7342 |
|
| S3 |
0.7276 |
0.7291 |
0.7338 |
|
| S4 |
0.7233 |
0.7248 |
0.7326 |
|
|
| 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 |
0.7346 |
0.0085 |
1.1% |
0.0030 |
0.4% |
5% |
False |
True |
74,937 |
| 10 |
0.7453 |
0.7346 |
0.0107 |
1.4% |
0.0034 |
0.5% |
4% |
False |
True |
84,374 |
| 20 |
0.7453 |
0.7346 |
0.0107 |
1.4% |
0.0032 |
0.4% |
4% |
False |
True |
79,367 |
| 40 |
0.7491 |
0.7346 |
0.0145 |
2.0% |
0.0036 |
0.5% |
3% |
False |
True |
76,266 |
| 60 |
0.7599 |
0.7346 |
0.0253 |
3.4% |
0.0037 |
0.5% |
2% |
False |
True |
75,851 |
| 80 |
0.7599 |
0.7279 |
0.0321 |
4.4% |
0.0037 |
0.5% |
22% |
False |
False |
64,932 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0037 |
0.5% |
36% |
False |
False |
52,019 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.3% |
0.0038 |
0.5% |
36% |
False |
False |
43,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7572 |
|
2.618 |
0.7502 |
|
1.618 |
0.7459 |
|
1.000 |
0.7432 |
|
0.618 |
0.7416 |
|
HIGH |
0.7389 |
|
0.618 |
0.7373 |
|
0.500 |
0.7368 |
|
0.382 |
0.7362 |
|
LOW |
0.7346 |
|
0.618 |
0.7319 |
|
1.000 |
0.7303 |
|
1.618 |
0.7276 |
|
2.618 |
0.7233 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7374 |
| PP |
0.7362 |
0.7366 |
| S1 |
0.7356 |
0.7358 |
|