CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 02-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7455 |
0.7486 |
0.0031 |
0.4% |
0.7447 |
High |
0.7491 |
0.7492 |
0.0002 |
0.0% |
0.7492 |
Low |
0.7440 |
0.7433 |
-0.0007 |
-0.1% |
0.7433 |
Close |
0.7482 |
0.7441 |
-0.0041 |
-0.5% |
0.7441 |
Range |
0.0051 |
0.0059 |
0.0008 |
15.7% |
0.0059 |
ATR |
0.0035 |
0.0037 |
0.0002 |
4.8% |
0.0000 |
Volume |
904 |
365 |
-539 |
-59.6% |
2,403 |
|
Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7632 |
0.7595 |
0.7473 |
|
R3 |
0.7573 |
0.7536 |
0.7457 |
|
R2 |
0.7514 |
0.7514 |
0.7451 |
|
R1 |
0.7477 |
0.7477 |
0.7446 |
0.7466 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7450 |
S1 |
0.7418 |
0.7418 |
0.7435 |
0.7407 |
S2 |
0.7396 |
0.7396 |
0.7430 |
|
S3 |
0.7337 |
0.7359 |
0.7424 |
|
S4 |
0.7278 |
0.7300 |
0.7408 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7632 |
0.7595 |
0.7473 |
|
R3 |
0.7573 |
0.7536 |
0.7457 |
|
R2 |
0.7514 |
0.7514 |
0.7451 |
|
R1 |
0.7477 |
0.7477 |
0.7446 |
0.7466 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7450 |
S1 |
0.7418 |
0.7418 |
0.7435 |
0.7407 |
S2 |
0.7396 |
0.7396 |
0.7430 |
|
S3 |
0.7337 |
0.7359 |
0.7424 |
|
S4 |
0.7278 |
0.7300 |
0.7408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7492 |
0.7433 |
0.0059 |
0.8% |
0.0041 |
0.5% |
13% |
True |
True |
480 |
10 |
0.7492 |
0.7406 |
0.0086 |
1.2% |
0.0037 |
0.5% |
40% |
True |
False |
397 |
20 |
0.7540 |
0.7399 |
0.0141 |
1.9% |
0.0038 |
0.5% |
29% |
False |
False |
326 |
40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0034 |
0.5% |
31% |
False |
False |
223 |
60 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0029 |
0.4% |
54% |
False |
False |
167 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
57% |
False |
False |
140 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
57% |
False |
False |
114 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
57% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7743 |
2.618 |
0.7646 |
1.618 |
0.7587 |
1.000 |
0.7551 |
0.618 |
0.7528 |
HIGH |
0.7492 |
0.618 |
0.7469 |
0.500 |
0.7463 |
0.382 |
0.7456 |
LOW |
0.7433 |
0.618 |
0.7397 |
1.000 |
0.7374 |
1.618 |
0.7338 |
2.618 |
0.7279 |
4.250 |
0.7182 |
|
|
Fisher Pivots for day following 02-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7463 |
0.7463 |
PP |
0.7455 |
0.7455 |
S1 |
0.7448 |
0.7448 |
|