CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 06-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.7386 |
0.7415 |
0.0029 |
0.4% |
0.7420 |
High |
0.7392 |
0.7420 |
0.0028 |
0.4% |
0.7423 |
Low |
0.7373 |
0.7415 |
0.0042 |
0.6% |
0.7374 |
Close |
0.7378 |
0.7418 |
0.0040 |
0.5% |
0.7396 |
Range |
0.0020 |
0.0006 |
-0.0014 |
-71.8% |
0.0049 |
ATR |
0.0021 |
0.0023 |
0.0002 |
7.1% |
0.0000 |
Volume |
61 |
10 |
-51 |
-83.6% |
249 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7434 |
0.7431 |
0.7421 |
|
R3 |
0.7428 |
0.7426 |
0.7419 |
|
R2 |
0.7423 |
0.7423 |
0.7419 |
|
R1 |
0.7420 |
0.7420 |
0.7418 |
0.7422 |
PP |
0.7417 |
0.7417 |
0.7417 |
0.7418 |
S1 |
0.7415 |
0.7415 |
0.7417 |
0.7416 |
S2 |
0.7412 |
0.7412 |
0.7416 |
|
S3 |
0.7406 |
0.7409 |
0.7416 |
|
S4 |
0.7401 |
0.7404 |
0.7414 |
|
|
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 |
0.7420 |
0.7373 |
0.0048 |
0.6% |
0.0017 |
0.2% |
95% |
True |
False |
50 |
10 |
0.7443 |
0.7373 |
0.0070 |
0.9% |
0.0013 |
0.2% |
64% |
False |
False |
49 |
20 |
0.7449 |
0.7373 |
0.0076 |
1.0% |
0.0013 |
0.2% |
59% |
False |
False |
46 |
40 |
0.7510 |
0.7373 |
0.0137 |
1.8% |
0.0015 |
0.2% |
33% |
False |
False |
37 |
60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0017 |
0.2% |
20% |
False |
False |
33 |
80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
47% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7443 |
2.618 |
0.7434 |
1.618 |
0.7429 |
1.000 |
0.7426 |
0.618 |
0.7423 |
HIGH |
0.7420 |
0.618 |
0.7418 |
0.500 |
0.7417 |
0.382 |
0.7417 |
LOW |
0.7415 |
0.618 |
0.7411 |
1.000 |
0.7409 |
1.618 |
0.7406 |
2.618 |
0.7400 |
4.250 |
0.7391 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7417 |
0.7410 |
PP |
0.7417 |
0.7403 |
S1 |
0.7417 |
0.7396 |
|