CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7386 |
-0.0004 |
0.0% |
0.7420 |
| High |
0.7397 |
0.7392 |
-0.0005 |
-0.1% |
0.7423 |
| Low |
0.7385 |
0.7373 |
-0.0012 |
-0.2% |
0.7374 |
| Close |
0.7385 |
0.7378 |
-0.0007 |
-0.1% |
0.7396 |
| Range |
0.0013 |
0.0020 |
0.0007 |
56.0% |
0.0049 |
| ATR |
0.0021 |
0.0021 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
32 |
61 |
29 |
90.6% |
249 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7428 |
0.7388 |
|
| R3 |
0.7420 |
0.7408 |
0.7383 |
|
| R2 |
0.7400 |
0.7400 |
0.7381 |
|
| R1 |
0.7389 |
0.7389 |
0.7379 |
0.7385 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7379 |
| S1 |
0.7369 |
0.7369 |
0.7376 |
0.7365 |
| S2 |
0.7361 |
0.7361 |
0.7374 |
|
| S3 |
0.7342 |
0.7350 |
0.7372 |
|
| S4 |
0.7322 |
0.7330 |
0.7367 |
|
|
| 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 |
0.7406 |
0.7373 |
0.0033 |
0.4% |
0.0019 |
0.3% |
15% |
False |
True |
57 |
| 10 |
0.7443 |
0.7373 |
0.0070 |
0.9% |
0.0013 |
0.2% |
7% |
False |
True |
49 |
| 20 |
0.7449 |
0.7373 |
0.0076 |
1.0% |
0.0014 |
0.2% |
7% |
False |
True |
48 |
| 40 |
0.7512 |
0.7373 |
0.0139 |
1.9% |
0.0016 |
0.2% |
4% |
False |
True |
37 |
| 60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
2% |
False |
True |
33 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
35% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7443 |
|
1.618 |
0.7424 |
|
1.000 |
0.7412 |
|
0.618 |
0.7404 |
|
HIGH |
0.7392 |
|
0.618 |
0.7385 |
|
0.500 |
0.7382 |
|
0.382 |
0.7380 |
|
LOW |
0.7373 |
|
0.618 |
0.7360 |
|
1.000 |
0.7353 |
|
1.618 |
0.7341 |
|
2.618 |
0.7321 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7387 |
| PP |
0.7381 |
0.7384 |
| S1 |
0.7379 |
0.7381 |
|