CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7369 |
0.7410 |
0.0041 |
0.6% |
0.7417 |
| High |
0.7419 |
0.7443 |
0.0025 |
0.3% |
0.7428 |
| Low |
0.7365 |
0.7405 |
0.0040 |
0.5% |
0.7362 |
| Close |
0.7410 |
0.7443 |
0.0033 |
0.4% |
0.7387 |
| Range |
0.0054 |
0.0039 |
-0.0016 |
-28.7% |
0.0066 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
1.1% |
0.0000 |
| Volume |
4,016 |
2,954 |
-1,062 |
-26.4% |
9,113 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7533 |
0.7464 |
|
| R3 |
0.7507 |
0.7494 |
0.7453 |
|
| R2 |
0.7469 |
0.7469 |
0.7450 |
|
| R1 |
0.7456 |
0.7456 |
0.7446 |
0.7462 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7433 |
| S1 |
0.7417 |
0.7417 |
0.7439 |
0.7424 |
| S2 |
0.7392 |
0.7392 |
0.7435 |
|
| S3 |
0.7353 |
0.7379 |
0.7432 |
|
| S4 |
0.7315 |
0.7340 |
0.7421 |
|
|
| 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 |
0.7443 |
0.7362 |
0.0082 |
1.1% |
0.0034 |
0.5% |
99% |
True |
False |
2,738 |
| 10 |
0.7443 |
0.7362 |
0.0082 |
1.1% |
0.0032 |
0.4% |
99% |
True |
False |
2,212 |
| 20 |
0.7464 |
0.7362 |
0.0102 |
1.4% |
0.0032 |
0.4% |
79% |
False |
False |
1,380 |
| 40 |
0.7508 |
0.7362 |
0.0146 |
2.0% |
0.0034 |
0.5% |
55% |
False |
False |
903 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0034 |
0.5% |
33% |
False |
False |
644 |
| 80 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0031 |
0.4% |
55% |
False |
False |
499 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
57% |
False |
False |
410 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
57% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7544 |
|
1.618 |
0.7505 |
|
1.000 |
0.7482 |
|
0.618 |
0.7467 |
|
HIGH |
0.7443 |
|
0.618 |
0.7428 |
|
0.500 |
0.7424 |
|
0.382 |
0.7419 |
|
LOW |
0.7405 |
|
0.618 |
0.7381 |
|
1.000 |
0.7366 |
|
1.618 |
0.7342 |
|
2.618 |
0.7304 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7429 |
| PP |
0.7430 |
0.7416 |
| S1 |
0.7424 |
0.7402 |
|