CME Canadian Dollar Future June 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	0.7381	0.7389	0.0008	0.1%	0.7417
High	0.7394	0.7394	-0.0001	0.0%	0.7428
Low	0.7364	0.7373	0.0010	0.1%	0.7362
Close	0.7387	0.7375	-0.0012	-0.2%	0.7387
Range	0.0031	0.0021	-0.0010	-32.8%	0.0066
ATR	0.0033	0.0032	-0.0001	-2.7%	0.0000
Volume	2,019	1,817	-202	-10.0%	9,113

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7429	0.7386
R3	0.7422	0.7409	0.7381
R2	0.7401	0.7401	0.7379
R1	0.7388	0.7388	0.7377	0.7384
PP	0.7381	0.7381	0.7381	0.7379
S1	0.7368	0.7368	0.7373	0.7364
S2	0.7360	0.7360	0.7371
S3	0.7340	0.7347	0.7369
S4	0.7319	0.7327	0.7364

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7554	0.7423
R3	0.7524	0.7488	0.7405
R2	0.7458	0.7458	0.7399
R1	0.7422	0.7422	0.7393	0.7407
PP	0.7392	0.7392	0.7392	0.7385
S1	0.7356	0.7356	0.7380	0.7341
S2	0.7326	0.7326	0.7374
S3	0.7260	0.7290	0.7368
S4	0.7194	0.7224	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7428	0.7362	0.0066	0.9%	0.0031	0.4%	20%	False	False	1,806
10	0.7452	0.7362	0.0090	1.2%	0.0029	0.4%	15%	False	False	1,539
20	0.7464	0.7362	0.0102	1.4%	0.0031	0.4%	13%	False	False	1,004
40	0.7540	0.7362	0.0178	2.4%	0.0034	0.5%	7%	False	False	665
60	0.7604	0.7362	0.0242	3.3%	0.0033	0.4%	5%	False	False	483
80	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	36%	False	False	376
100	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	39%	False	False	313
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	39%	False	False	262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7447
1.618	0.7427
1.000	0.7414
0.618	0.7406
HIGH	0.7394
0.618	0.7386
0.500	0.7383
0.382	0.7381
LOW	0.7373
0.618	0.7360
1.000	0.7353
1.618	0.7340
2.618	0.7319
4.250	0.7286

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	0.7383	0.7380
PP	0.7381	0.7378
S1	0.7378	0.7377

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols