CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7389 |
0.0005 |
0.1% |
0.7420 |
| High |
0.7402 |
0.7397 |
-0.0005 |
-0.1% |
0.7423 |
| Low |
0.7374 |
0.7385 |
0.0011 |
0.1% |
0.7374 |
| Close |
0.7396 |
0.7385 |
-0.0011 |
-0.1% |
0.7396 |
| Range |
0.0028 |
0.0013 |
-0.0016 |
-55.4% |
0.0049 |
| ATR |
0.0022 |
0.0021 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
119 |
32 |
-87 |
-73.1% |
249 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7426 |
0.7418 |
0.7391 |
|
| R3 |
0.7414 |
0.7405 |
0.7388 |
|
| R2 |
0.7401 |
0.7401 |
0.7387 |
|
| R1 |
0.7393 |
0.7393 |
0.7386 |
0.7391 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7388 |
| S1 |
0.7380 |
0.7380 |
0.7383 |
0.7378 |
| S2 |
0.7376 |
0.7376 |
0.7382 |
|
| S3 |
0.7364 |
0.7368 |
0.7381 |
|
| S4 |
0.7351 |
0.7355 |
0.7378 |
|
|
| 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 |
0.7416 |
0.7374 |
0.0042 |
0.6% |
0.0016 |
0.2% |
25% |
False |
False |
47 |
| 10 |
0.7443 |
0.7374 |
0.0069 |
0.9% |
0.0012 |
0.2% |
15% |
False |
False |
51 |
| 20 |
0.7449 |
0.7374 |
0.0075 |
1.0% |
0.0014 |
0.2% |
14% |
False |
False |
46 |
| 40 |
0.7537 |
0.7374 |
0.0163 |
2.2% |
0.0016 |
0.2% |
6% |
False |
False |
36 |
| 60 |
0.7602 |
0.7374 |
0.0228 |
3.1% |
0.0016 |
0.2% |
5% |
False |
False |
32 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
38% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7450 |
|
2.618 |
0.7430 |
|
1.618 |
0.7417 |
|
1.000 |
0.7410 |
|
0.618 |
0.7405 |
|
HIGH |
0.7397 |
|
0.618 |
0.7392 |
|
0.500 |
0.7391 |
|
0.382 |
0.7389 |
|
LOW |
0.7385 |
|
0.618 |
0.7377 |
|
1.000 |
0.7372 |
|
1.618 |
0.7364 |
|
2.618 |
0.7352 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7391 |
0.7390 |
| PP |
0.7389 |
0.7388 |
| S1 |
0.7387 |
0.7386 |
|