CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7434 |
0.7430 |
-0.0004 |
-0.1% |
0.7430 |
| High |
0.7459 |
0.7450 |
-0.0010 |
-0.1% |
0.7459 |
| Low |
0.7421 |
0.7425 |
0.0004 |
0.1% |
0.7387 |
| Close |
0.7432 |
0.7435 |
0.0004 |
0.0% |
0.7432 |
| Range |
0.0039 |
0.0025 |
-0.0014 |
-35.1% |
0.0072 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
60,605 |
41,991 |
-18,614 |
-30.7% |
312,434 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7498 |
0.7449 |
|
| R3 |
0.7486 |
0.7473 |
0.7442 |
|
| R2 |
0.7461 |
0.7461 |
0.7440 |
|
| R1 |
0.7448 |
0.7448 |
0.7437 |
0.7455 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7440 |
| S1 |
0.7423 |
0.7423 |
0.7433 |
0.7430 |
| S2 |
0.7411 |
0.7411 |
0.7430 |
|
| S3 |
0.7386 |
0.7398 |
0.7428 |
|
| S4 |
0.7361 |
0.7373 |
0.7421 |
|
|
| 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% |
0.0029 |
0.4% |
67% |
False |
False |
54,826 |
| 10 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0038 |
0.5% |
46% |
False |
False |
69,779 |
| 20 |
0.7491 |
0.7387 |
0.0104 |
1.4% |
0.0039 |
0.5% |
46% |
False |
False |
72,573 |
| 40 |
0.7599 |
0.7387 |
0.0212 |
2.9% |
0.0040 |
0.5% |
23% |
False |
False |
75,137 |
| 60 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0038 |
0.5% |
50% |
False |
False |
53,222 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
58% |
False |
False |
40,005 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
58% |
False |
False |
32,060 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
58% |
False |
False |
26,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7515 |
|
1.618 |
0.7490 |
|
1.000 |
0.7475 |
|
0.618 |
0.7465 |
|
HIGH |
0.7450 |
|
0.618 |
0.7440 |
|
0.500 |
0.7437 |
|
0.382 |
0.7434 |
|
LOW |
0.7425 |
|
0.618 |
0.7409 |
|
1.000 |
0.7400 |
|
1.618 |
0.7384 |
|
2.618 |
0.7359 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7437 |
0.7437 |
| PP |
0.7436 |
0.7436 |
| S1 |
0.7436 |
0.7436 |
|