CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7385 |
-0.0016 |
-0.2% |
0.7420 |
| High |
0.7406 |
0.7402 |
-0.0004 |
0.0% |
0.7423 |
| Low |
0.7386 |
0.7374 |
-0.0012 |
-0.2% |
0.7374 |
| Close |
0.7386 |
0.7396 |
0.0010 |
0.1% |
0.7396 |
| Range |
0.0020 |
0.0028 |
0.0009 |
43.6% |
0.0049 |
| ATR |
0.0022 |
0.0022 |
0.0000 |
2.1% |
0.0000 |
| Volume |
30 |
119 |
89 |
296.7% |
249 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7463 |
0.7411 |
|
| R3 |
0.7447 |
0.7435 |
0.7403 |
|
| R2 |
0.7419 |
0.7419 |
0.7401 |
|
| R1 |
0.7407 |
0.7407 |
0.7398 |
0.7413 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7393 |
| S1 |
0.7379 |
0.7379 |
0.7393 |
0.7385 |
| S2 |
0.7363 |
0.7363 |
0.7390 |
|
| S3 |
0.7335 |
0.7351 |
0.7388 |
|
| S4 |
0.7307 |
0.7323 |
0.7380 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7519 |
0.7422 |
|
| R3 |
0.7496 |
0.7470 |
0.7409 |
|
| R2 |
0.7447 |
0.7447 |
0.7404 |
|
| R1 |
0.7421 |
0.7421 |
0.7400 |
0.7409 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7392 |
| S1 |
0.7372 |
0.7372 |
0.7391 |
0.7360 |
| S2 |
0.7349 |
0.7349 |
0.7387 |
|
| S3 |
0.7300 |
0.7323 |
0.7382 |
|
| S4 |
0.7251 |
0.7274 |
0.7369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7423 |
0.7374 |
0.0049 |
0.7% |
0.0015 |
0.2% |
44% |
False |
True |
49 |
| 10 |
0.7446 |
0.7374 |
0.0072 |
1.0% |
0.0012 |
0.2% |
30% |
False |
True |
49 |
| 20 |
0.7495 |
0.7374 |
0.0121 |
1.6% |
0.0015 |
0.2% |
18% |
False |
True |
47 |
| 40 |
0.7537 |
0.7374 |
0.0163 |
2.2% |
0.0016 |
0.2% |
13% |
False |
True |
35 |
| 60 |
0.7602 |
0.7374 |
0.0228 |
3.1% |
0.0016 |
0.2% |
9% |
False |
True |
32 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
41% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7475 |
|
1.618 |
0.7447 |
|
1.000 |
0.7430 |
|
0.618 |
0.7419 |
|
HIGH |
0.7402 |
|
0.618 |
0.7391 |
|
0.500 |
0.7388 |
|
0.382 |
0.7385 |
|
LOW |
0.7374 |
|
0.618 |
0.7357 |
|
1.000 |
0.7346 |
|
1.618 |
0.7329 |
|
2.618 |
0.7301 |
|
4.250 |
0.7255 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7394 |
| PP |
0.7391 |
0.7392 |
| S1 |
0.7388 |
0.7390 |
|