CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7379 |
-0.0011 |
-0.1% |
0.7417 |
| High |
0.7394 |
0.7388 |
-0.0006 |
-0.1% |
0.7428 |
| Low |
0.7373 |
0.7362 |
-0.0012 |
-0.2% |
0.7362 |
| Close |
0.7375 |
0.7368 |
-0.0008 |
-0.1% |
0.7387 |
| Range |
0.0021 |
0.0027 |
0.0006 |
29.3% |
0.0066 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
1,817 |
2,887 |
1,070 |
58.9% |
9,113 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7436 |
0.7382 |
|
| R3 |
0.7425 |
0.7410 |
0.7375 |
|
| R2 |
0.7399 |
0.7399 |
0.7372 |
|
| R1 |
0.7383 |
0.7383 |
0.7370 |
0.7378 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7370 |
| S1 |
0.7357 |
0.7357 |
0.7365 |
0.7351 |
| S2 |
0.7346 |
0.7346 |
0.7363 |
|
| S3 |
0.7319 |
0.7330 |
0.7360 |
|
| S4 |
0.7293 |
0.7304 |
0.7353 |
|
|
| 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 |
0.7407 |
0.7362 |
0.0045 |
0.6% |
0.0030 |
0.4% |
13% |
False |
True |
1,996 |
| 10 |
0.7452 |
0.7362 |
0.0090 |
1.2% |
0.0028 |
0.4% |
7% |
False |
True |
1,664 |
| 20 |
0.7464 |
0.7362 |
0.0102 |
1.4% |
0.0030 |
0.4% |
6% |
False |
True |
1,113 |
| 40 |
0.7509 |
0.7362 |
0.0148 |
2.0% |
0.0033 |
0.5% |
4% |
False |
True |
734 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0033 |
0.4% |
2% |
False |
True |
531 |
| 80 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0030 |
0.4% |
34% |
False |
False |
412 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
37% |
False |
False |
341 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
37% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7501 |
|
2.618 |
0.7457 |
|
1.618 |
0.7431 |
|
1.000 |
0.7415 |
|
0.618 |
0.7404 |
|
HIGH |
0.7388 |
|
0.618 |
0.7378 |
|
0.500 |
0.7375 |
|
0.382 |
0.7372 |
|
LOW |
0.7362 |
|
0.618 |
0.7345 |
|
1.000 |
0.7335 |
|
1.618 |
0.7319 |
|
2.618 |
0.7292 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7375 |
0.7378 |
| PP |
0.7372 |
0.7374 |
| S1 |
0.7370 |
0.7371 |
|