CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7446 |
0.7476 |
0.0030 |
0.4% |
0.7439 |
| High |
0.7485 |
0.7486 |
0.0001 |
0.0% |
0.7491 |
| Low |
0.7431 |
0.7425 |
-0.0007 |
-0.1% |
0.7425 |
| Close |
0.7475 |
0.7433 |
-0.0042 |
-0.6% |
0.7433 |
| Range |
0.0054 |
0.0062 |
0.0008 |
13.9% |
0.0066 |
| ATR |
0.0040 |
0.0041 |
0.0002 |
3.9% |
0.0000 |
| Volume |
81,296 |
94,778 |
13,482 |
16.6% |
399,275 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7594 |
0.7467 |
|
| R3 |
0.7571 |
0.7533 |
0.7450 |
|
| R2 |
0.7509 |
0.7509 |
0.7444 |
|
| R1 |
0.7471 |
0.7471 |
0.7439 |
0.7460 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7442 |
| S1 |
0.7410 |
0.7410 |
0.7427 |
0.7398 |
| S2 |
0.7386 |
0.7386 |
0.7422 |
|
| S3 |
0.7325 |
0.7348 |
0.7416 |
|
| S4 |
0.7263 |
0.7287 |
0.7399 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7606 |
0.7469 |
|
| R3 |
0.7581 |
0.7540 |
0.7451 |
|
| R2 |
0.7515 |
0.7515 |
0.7445 |
|
| R1 |
0.7474 |
0.7474 |
0.7439 |
0.7462 |
| PP |
0.7449 |
0.7449 |
0.7449 |
0.7443 |
| S1 |
0.7408 |
0.7408 |
0.7427 |
0.7396 |
| S2 |
0.7383 |
0.7383 |
0.7421 |
|
| S3 |
0.7317 |
0.7342 |
0.7415 |
|
| S4 |
0.7251 |
0.7276 |
0.7397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7491 |
0.7425 |
0.0066 |
0.9% |
0.0045 |
0.6% |
13% |
False |
True |
79,855 |
| 10 |
0.7491 |
0.7393 |
0.0098 |
1.3% |
0.0041 |
0.6% |
41% |
False |
False |
76,251 |
| 20 |
0.7534 |
0.7391 |
0.0143 |
1.9% |
0.0041 |
0.6% |
29% |
False |
False |
75,980 |
| 40 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0040 |
0.5% |
32% |
False |
False |
70,618 |
| 60 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
55% |
False |
False |
47,344 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
35,596 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
28,527 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0034 |
0.5% |
57% |
False |
False |
23,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7647 |
|
1.618 |
0.7586 |
|
1.000 |
0.7548 |
|
0.618 |
0.7524 |
|
HIGH |
0.7486 |
|
0.618 |
0.7463 |
|
0.500 |
0.7455 |
|
0.382 |
0.7448 |
|
LOW |
0.7425 |
|
0.618 |
0.7386 |
|
1.000 |
0.7363 |
|
1.618 |
0.7325 |
|
2.618 |
0.7263 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7458 |
| PP |
0.7448 |
0.7449 |
| S1 |
0.7440 |
0.7441 |
|