CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7388 |
-0.0042 |
-0.6% |
0.7439 |
| High |
0.7431 |
0.7425 |
-0.0006 |
-0.1% |
0.7491 |
| Low |
0.7387 |
0.7387 |
0.0000 |
0.0% |
0.7425 |
| Close |
0.7392 |
0.7421 |
0.0029 |
0.4% |
0.7433 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.8% |
0.0066 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
80,295 |
75,567 |
-4,728 |
-5.9% |
399,275 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7523 |
0.7509 |
0.7441 |
|
| R3 |
0.7486 |
0.7472 |
0.7431 |
|
| R2 |
0.7448 |
0.7448 |
0.7427 |
|
| R1 |
0.7434 |
0.7434 |
0.7424 |
0.7441 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7414 |
| S1 |
0.7397 |
0.7397 |
0.7417 |
0.7404 |
| S2 |
0.7373 |
0.7373 |
0.7414 |
|
| S3 |
0.7336 |
0.7359 |
0.7410 |
|
| S4 |
0.7298 |
0.7322 |
0.7400 |
|
|
| 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 |
0.7387 |
0.0104 |
1.4% |
0.0049 |
0.7% |
32% |
False |
True |
87,631 |
| 10 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0043 |
0.6% |
32% |
False |
True |
78,360 |
| 20 |
0.7503 |
0.7387 |
0.0116 |
1.6% |
0.0041 |
0.5% |
29% |
False |
True |
75,854 |
| 40 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0041 |
0.6% |
27% |
False |
False |
74,370 |
| 60 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
51% |
False |
False |
49,932 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
54% |
False |
False |
37,542 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
54% |
False |
False |
30,079 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
54% |
False |
False |
25,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7584 |
|
2.618 |
0.7523 |
|
1.618 |
0.7485 |
|
1.000 |
0.7462 |
|
0.618 |
0.7448 |
|
HIGH |
0.7425 |
|
0.618 |
0.7410 |
|
0.500 |
0.7406 |
|
0.382 |
0.7401 |
|
LOW |
0.7387 |
|
0.618 |
0.7364 |
|
1.000 |
0.7350 |
|
1.618 |
0.7326 |
|
2.618 |
0.7289 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7437 |
| PP |
0.7411 |
0.7431 |
| S1 |
0.7406 |
0.7426 |
|