CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 01-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7472 |
0.7455 |
-0.0018 |
-0.2% |
0.7457 |
High |
0.7491 |
0.7491 |
0.0000 |
0.0% |
0.7467 |
Low |
0.7450 |
0.7440 |
-0.0011 |
-0.1% |
0.7406 |
Close |
0.7473 |
0.7482 |
0.0009 |
0.1% |
0.7448 |
Range |
0.0041 |
0.0051 |
0.0011 |
25.9% |
0.0061 |
ATR |
0.0034 |
0.0035 |
0.0001 |
3.5% |
0.0000 |
Volume |
407 |
904 |
497 |
122.1% |
1,573 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7604 |
0.7510 |
|
R3 |
0.7573 |
0.7553 |
0.7496 |
|
R2 |
0.7522 |
0.7522 |
0.7491 |
|
R1 |
0.7502 |
0.7502 |
0.7486 |
0.7512 |
PP |
0.7471 |
0.7471 |
0.7471 |
0.7476 |
S1 |
0.7451 |
0.7451 |
0.7477 |
0.7461 |
S2 |
0.7420 |
0.7420 |
0.7472 |
|
S3 |
0.7369 |
0.7400 |
0.7467 |
|
S4 |
0.7318 |
0.7349 |
0.7453 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7622 |
0.7595 |
0.7481 |
|
R3 |
0.7561 |
0.7535 |
0.7464 |
|
R2 |
0.7501 |
0.7501 |
0.7459 |
|
R1 |
0.7474 |
0.7474 |
0.7453 |
0.7457 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7432 |
S1 |
0.7414 |
0.7414 |
0.7442 |
0.7397 |
S2 |
0.7380 |
0.7380 |
0.7436 |
|
S3 |
0.7319 |
0.7353 |
0.7431 |
|
S4 |
0.7259 |
0.7293 |
0.7414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7491 |
0.7429 |
0.0062 |
0.8% |
0.0037 |
0.5% |
85% |
True |
False |
476 |
10 |
0.7491 |
0.7406 |
0.0085 |
1.1% |
0.0035 |
0.5% |
89% |
True |
False |
373 |
20 |
0.7540 |
0.7399 |
0.0141 |
1.9% |
0.0036 |
0.5% |
59% |
False |
False |
316 |
40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0033 |
0.4% |
48% |
False |
False |
216 |
60 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0029 |
0.4% |
66% |
False |
False |
161 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0027 |
0.4% |
68% |
False |
False |
136 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0025 |
0.3% |
68% |
False |
False |
110 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0023 |
0.3% |
68% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7707 |
2.618 |
0.7624 |
1.618 |
0.7573 |
1.000 |
0.7542 |
0.618 |
0.7522 |
HIGH |
0.7491 |
0.618 |
0.7471 |
0.500 |
0.7465 |
0.382 |
0.7459 |
LOW |
0.7440 |
0.618 |
0.7408 |
1.000 |
0.7389 |
1.618 |
0.7357 |
2.618 |
0.7306 |
4.250 |
0.7223 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7476 |
0.7476 |
PP |
0.7471 |
0.7471 |
S1 |
0.7465 |
0.7465 |
|