CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7410 |
0.7442 |
0.0032 |
0.4% |
0.7389 |
| High |
0.7443 |
0.7462 |
0.0019 |
0.3% |
0.7462 |
| Low |
0.7405 |
0.7419 |
0.0015 |
0.2% |
0.7362 |
| Close |
0.7443 |
0.7427 |
-0.0016 |
-0.2% |
0.7427 |
| Range |
0.0039 |
0.0043 |
0.0005 |
11.7% |
0.0101 |
| ATR |
0.0034 |
0.0034 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2,954 |
12,458 |
9,504 |
321.7% |
24,132 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7539 |
0.7451 |
|
| R3 |
0.7522 |
0.7496 |
0.7439 |
|
| R2 |
0.7479 |
0.7479 |
0.7435 |
|
| R1 |
0.7453 |
0.7453 |
0.7431 |
0.7445 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7432 |
| S1 |
0.7410 |
0.7410 |
0.7423 |
0.7402 |
| S2 |
0.7393 |
0.7393 |
0.7419 |
|
| S3 |
0.7350 |
0.7367 |
0.7415 |
|
| S4 |
0.7307 |
0.7324 |
0.7403 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7673 |
0.7482 |
|
| R3 |
0.7618 |
0.7573 |
0.7455 |
|
| R2 |
0.7517 |
0.7517 |
0.7445 |
|
| R1 |
0.7472 |
0.7472 |
0.7436 |
0.7495 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7428 |
| S1 |
0.7372 |
0.7372 |
0.7418 |
0.7394 |
| S2 |
0.7316 |
0.7316 |
0.7409 |
|
| S3 |
0.7216 |
0.7271 |
0.7399 |
|
| S4 |
0.7115 |
0.7171 |
0.7372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0037 |
0.5% |
65% |
True |
False |
4,826 |
| 10 |
0.7462 |
0.7362 |
0.0101 |
1.4% |
0.0033 |
0.4% |
65% |
True |
False |
3,324 |
| 20 |
0.7464 |
0.7362 |
0.0102 |
1.4% |
0.0034 |
0.5% |
64% |
False |
False |
1,986 |
| 40 |
0.7508 |
0.7362 |
0.0146 |
2.0% |
0.0035 |
0.5% |
45% |
False |
False |
1,213 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0035 |
0.5% |
27% |
False |
False |
851 |
| 80 |
0.7604 |
0.7268 |
0.0336 |
4.5% |
0.0031 |
0.4% |
47% |
False |
False |
654 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
53% |
False |
False |
535 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
53% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7575 |
|
1.618 |
0.7532 |
|
1.000 |
0.7505 |
|
0.618 |
0.7489 |
|
HIGH |
0.7462 |
|
0.618 |
0.7446 |
|
0.500 |
0.7441 |
|
0.382 |
0.7435 |
|
LOW |
0.7419 |
|
0.618 |
0.7392 |
|
1.000 |
0.7376 |
|
1.618 |
0.7349 |
|
2.618 |
0.7306 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7422 |
| PP |
0.7436 |
0.7418 |
| S1 |
0.7432 |
0.7413 |
|