CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7415 |
0.7444 |
0.0029 |
0.4% |
0.7420 |
| High |
0.7420 |
0.7451 |
0.0031 |
0.4% |
0.7423 |
| Low |
0.7415 |
0.7444 |
0.0029 |
0.4% |
0.7374 |
| Close |
0.7418 |
0.7451 |
0.0033 |
0.4% |
0.7396 |
| Range |
0.0006 |
0.0007 |
0.0002 |
27.3% |
0.0049 |
| ATR |
0.0023 |
0.0024 |
0.0001 |
3.2% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
249 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7467 |
0.7454 |
|
| R3 |
0.7462 |
0.7460 |
0.7452 |
|
| R2 |
0.7455 |
0.7455 |
0.7452 |
|
| R1 |
0.7453 |
0.7453 |
0.7451 |
0.7454 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7449 |
| S1 |
0.7446 |
0.7446 |
0.7450 |
0.7447 |
| S2 |
0.7441 |
0.7441 |
0.7449 |
|
| S3 |
0.7434 |
0.7439 |
0.7449 |
|
| S4 |
0.7427 |
0.7432 |
0.7447 |
|
|
| 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 |
0.7451 |
0.7373 |
0.0078 |
1.0% |
0.0015 |
0.2% |
100% |
True |
False |
44 |
| 10 |
0.7451 |
0.7373 |
0.0078 |
1.0% |
0.0013 |
0.2% |
100% |
True |
False |
42 |
| 20 |
0.7451 |
0.7373 |
0.0078 |
1.0% |
0.0013 |
0.2% |
100% |
True |
False |
45 |
| 40 |
0.7510 |
0.7373 |
0.0137 |
1.8% |
0.0015 |
0.2% |
57% |
False |
False |
37 |
| 60 |
0.7602 |
0.7373 |
0.0230 |
3.1% |
0.0016 |
0.2% |
34% |
False |
False |
33 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
56% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7480 |
|
2.618 |
0.7469 |
|
1.618 |
0.7462 |
|
1.000 |
0.7458 |
|
0.618 |
0.7455 |
|
HIGH |
0.7451 |
|
0.618 |
0.7448 |
|
0.500 |
0.7447 |
|
0.382 |
0.7446 |
|
LOW |
0.7444 |
|
0.618 |
0.7439 |
|
1.000 |
0.7437 |
|
1.618 |
0.7432 |
|
2.618 |
0.7425 |
|
4.250 |
0.7414 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7449 |
0.7438 |
| PP |
0.7448 |
0.7425 |
| S1 |
0.7447 |
0.7412 |
|