CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7369 |
-0.0010 |
-0.1% |
0.7417 |
| High |
0.7388 |
0.7419 |
0.0031 |
0.4% |
0.7428 |
| Low |
0.7362 |
0.7365 |
0.0003 |
0.0% |
0.7362 |
| Close |
0.7368 |
0.7410 |
0.0042 |
0.6% |
0.7387 |
| Range |
0.0027 |
0.0054 |
0.0028 |
103.8% |
0.0066 |
| ATR |
0.0032 |
0.0033 |
0.0002 |
5.0% |
0.0000 |
| Volume |
2,887 |
4,016 |
1,129 |
39.1% |
9,113 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7539 |
0.7439 |
|
| R3 |
0.7506 |
0.7485 |
0.7424 |
|
| R2 |
0.7452 |
0.7452 |
0.7419 |
|
| R1 |
0.7431 |
0.7431 |
0.7414 |
0.7441 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7403 |
| S1 |
0.7377 |
0.7377 |
0.7405 |
0.7387 |
| S2 |
0.7344 |
0.7344 |
0.7400 |
|
| S3 |
0.7290 |
0.7323 |
0.7395 |
|
| S4 |
0.7236 |
0.7269 |
0.7380 |
|
|
| 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 |
0.7419 |
0.7362 |
0.0057 |
0.8% |
0.0032 |
0.4% |
84% |
True |
False |
2,305 |
| 10 |
0.7452 |
0.7362 |
0.0090 |
1.2% |
0.0032 |
0.4% |
53% |
False |
False |
2,038 |
| 20 |
0.7464 |
0.7362 |
0.0102 |
1.4% |
0.0031 |
0.4% |
47% |
False |
False |
1,265 |
| 40 |
0.7509 |
0.7362 |
0.0148 |
2.0% |
0.0034 |
0.5% |
33% |
False |
False |
833 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
20% |
False |
False |
597 |
| 80 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0031 |
0.4% |
45% |
False |
False |
462 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
49% |
False |
False |
381 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
49% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7560 |
|
1.618 |
0.7506 |
|
1.000 |
0.7473 |
|
0.618 |
0.7452 |
|
HIGH |
0.7419 |
|
0.618 |
0.7398 |
|
0.500 |
0.7392 |
|
0.382 |
0.7385 |
|
LOW |
0.7365 |
|
0.618 |
0.7331 |
|
1.000 |
0.7311 |
|
1.618 |
0.7277 |
|
2.618 |
0.7223 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7404 |
0.7403 |
| PP |
0.7398 |
0.7397 |
| S1 |
0.7392 |
0.7390 |
|