CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7432 |
0.0016 |
0.2% |
0.7439 |
| High |
0.7436 |
0.7440 |
0.0004 |
0.1% |
0.7491 |
| Low |
0.7416 |
0.7415 |
-0.0001 |
0.0% |
0.7425 |
| Close |
0.7430 |
0.7435 |
0.0006 |
0.1% |
0.7433 |
| Range |
0.0021 |
0.0025 |
0.0005 |
22.0% |
0.0066 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
41,825 |
54,142 |
12,317 |
29.4% |
399,275 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7495 |
0.7449 |
|
| R3 |
0.7480 |
0.7470 |
0.7442 |
|
| R2 |
0.7455 |
0.7455 |
0.7440 |
|
| R1 |
0.7445 |
0.7445 |
0.7437 |
0.7450 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7433 |
| S1 |
0.7420 |
0.7420 |
0.7433 |
0.7425 |
| S2 |
0.7405 |
0.7405 |
0.7430 |
|
| S3 |
0.7380 |
0.7395 |
0.7428 |
|
| S4 |
0.7355 |
0.7370 |
0.7421 |
|
|
| 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 |
0.7486 |
0.7387 |
0.0099 |
1.3% |
0.0038 |
0.5% |
48% |
False |
False |
69,321 |
| 10 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0039 |
0.5% |
46% |
False |
False |
71,474 |
| 20 |
0.7501 |
0.7387 |
0.0114 |
1.5% |
0.0040 |
0.5% |
42% |
False |
False |
75,233 |
| 40 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0041 |
0.5% |
33% |
False |
False |
76,138 |
| 60 |
0.7599 |
0.7244 |
0.0355 |
4.8% |
0.0039 |
0.5% |
54% |
False |
False |
51,524 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
58% |
False |
False |
38,734 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
58% |
False |
False |
31,034 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
58% |
False |
False |
25,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7546 |
|
2.618 |
0.7505 |
|
1.618 |
0.7480 |
|
1.000 |
0.7465 |
|
0.618 |
0.7455 |
|
HIGH |
0.7440 |
|
0.618 |
0.7430 |
|
0.500 |
0.7428 |
|
0.382 |
0.7425 |
|
LOW |
0.7415 |
|
0.618 |
0.7400 |
|
1.000 |
0.7390 |
|
1.618 |
0.7375 |
|
2.618 |
0.7350 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7428 |
| PP |
0.7430 |
0.7421 |
| S1 |
0.7428 |
0.7414 |
|