CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7381 |
0.7389 |
0.0008 |
0.1% |
0.7417 |
| High |
0.7394 |
0.7394 |
-0.0001 |
0.0% |
0.7428 |
| Low |
0.7364 |
0.7373 |
0.0010 |
0.1% |
0.7362 |
| Close |
0.7387 |
0.7375 |
-0.0012 |
-0.2% |
0.7387 |
| Range |
0.0031 |
0.0021 |
-0.0010 |
-32.8% |
0.0066 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
2,019 |
1,817 |
-202 |
-10.0% |
9,113 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7429 |
0.7386 |
|
| R3 |
0.7422 |
0.7409 |
0.7381 |
|
| R2 |
0.7401 |
0.7401 |
0.7379 |
|
| R1 |
0.7388 |
0.7388 |
0.7377 |
0.7384 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7379 |
| S1 |
0.7368 |
0.7368 |
0.7373 |
0.7364 |
| S2 |
0.7360 |
0.7360 |
0.7371 |
|
| S3 |
0.7340 |
0.7347 |
0.7369 |
|
| S4 |
0.7319 |
0.7327 |
0.7364 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7554 |
0.7423 |
|
| R3 |
0.7524 |
0.7488 |
0.7405 |
|
| R2 |
0.7458 |
0.7458 |
0.7399 |
|
| R1 |
0.7422 |
0.7422 |
0.7393 |
0.7407 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7385 |
| S1 |
0.7356 |
0.7356 |
0.7380 |
0.7341 |
| S2 |
0.7326 |
0.7326 |
0.7374 |
|
| S3 |
0.7260 |
0.7290 |
0.7368 |
|
| S4 |
0.7194 |
0.7224 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7428 |
0.7362 |
0.0066 |
0.9% |
0.0031 |
0.4% |
20% |
False |
False |
1,806 |
| 10 |
0.7452 |
0.7362 |
0.0090 |
1.2% |
0.0029 |
0.4% |
15% |
False |
False |
1,539 |
| 20 |
0.7464 |
0.7362 |
0.0102 |
1.4% |
0.0031 |
0.4% |
13% |
False |
False |
1,004 |
| 40 |
0.7540 |
0.7362 |
0.0178 |
2.4% |
0.0034 |
0.5% |
7% |
False |
False |
665 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0033 |
0.4% |
5% |
False |
False |
483 |
| 80 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0030 |
0.4% |
36% |
False |
False |
376 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
39% |
False |
False |
313 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
39% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7447 |
|
1.618 |
0.7427 |
|
1.000 |
0.7414 |
|
0.618 |
0.7406 |
|
HIGH |
0.7394 |
|
0.618 |
0.7386 |
|
0.500 |
0.7383 |
|
0.382 |
0.7381 |
|
LOW |
0.7373 |
|
0.618 |
0.7360 |
|
1.000 |
0.7353 |
|
1.618 |
0.7340 |
|
2.618 |
0.7319 |
|
4.250 |
0.7286 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7380 |
| PP |
0.7381 |
0.7378 |
| S1 |
0.7378 |
0.7377 |
|