CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7434 |
0.0002 |
0.0% |
0.7430 |
| High |
0.7440 |
0.7459 |
0.0019 |
0.3% |
0.7459 |
| Low |
0.7415 |
0.7421 |
0.0006 |
0.1% |
0.7387 |
| Close |
0.7435 |
0.7432 |
-0.0004 |
0.0% |
0.7432 |
| Range |
0.0025 |
0.0039 |
0.0014 |
54.0% |
0.0072 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
54,142 |
60,605 |
6,463 |
11.9% |
312,434 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7531 |
0.7453 |
|
| R3 |
0.7514 |
0.7492 |
0.7442 |
|
| R2 |
0.7476 |
0.7476 |
0.7439 |
|
| R1 |
0.7454 |
0.7454 |
0.7435 |
0.7445 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7433 |
| S1 |
0.7415 |
0.7415 |
0.7428 |
0.7407 |
| S2 |
0.7399 |
0.7399 |
0.7424 |
|
| S3 |
0.7360 |
0.7377 |
0.7421 |
|
| S4 |
0.7322 |
0.7338 |
0.7410 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7609 |
0.7471 |
|
| R3 |
0.7570 |
0.7537 |
0.7451 |
|
| R2 |
0.7498 |
0.7498 |
0.7445 |
|
| R1 |
0.7465 |
0.7465 |
0.7438 |
0.7481 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7434 |
| S1 |
0.7393 |
0.7393 |
0.7425 |
0.7409 |
| S2 |
0.7354 |
0.7354 |
0.7418 |
|
| S3 |
0.7282 |
0.7321 |
0.7412 |
|
| S4 |
0.7210 |
0.7249 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7387 |
0.0072 |
1.0% |
0.0033 |
0.4% |
62% |
True |
False |
62,486 |
| 10 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0039 |
0.5% |
43% |
False |
False |
71,170 |
| 20 |
0.7501 |
0.7387 |
0.0114 |
1.5% |
0.0039 |
0.5% |
39% |
False |
False |
73,850 |
| 40 |
0.7599 |
0.7359 |
0.0240 |
3.2% |
0.0040 |
0.5% |
30% |
False |
False |
76,126 |
| 60 |
0.7599 |
0.7244 |
0.0355 |
4.8% |
0.0039 |
0.5% |
53% |
False |
False |
52,531 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
39,490 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
31,640 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
57% |
False |
False |
26,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7560 |
|
1.618 |
0.7521 |
|
1.000 |
0.7498 |
|
0.618 |
0.7483 |
|
HIGH |
0.7459 |
|
0.618 |
0.7444 |
|
0.500 |
0.7440 |
|
0.382 |
0.7435 |
|
LOW |
0.7421 |
|
0.618 |
0.7397 |
|
1.000 |
0.7382 |
|
1.618 |
0.7358 |
|
2.618 |
0.7320 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7437 |
| PP |
0.7437 |
0.7435 |
| S1 |
0.7434 |
0.7433 |
|