CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7486 |
0.7433 |
-0.0053 |
-0.7% |
0.7447 |
| High |
0.7492 |
0.7436 |
-0.0056 |
-0.7% |
0.7492 |
| Low |
0.7433 |
0.7396 |
-0.0037 |
-0.5% |
0.7433 |
| Close |
0.7441 |
0.7400 |
-0.0041 |
-0.5% |
0.7441 |
| Range |
0.0059 |
0.0040 |
-0.0019 |
-32.2% |
0.0059 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
1.4% |
0.0000 |
| Volume |
365 |
694 |
329 |
90.1% |
2,403 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7505 |
0.7422 |
|
| R3 |
0.7491 |
0.7465 |
0.7411 |
|
| R2 |
0.7451 |
0.7451 |
0.7407 |
|
| R1 |
0.7425 |
0.7425 |
0.7404 |
0.7418 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7407 |
| S1 |
0.7385 |
0.7385 |
0.7396 |
0.7378 |
| S2 |
0.7371 |
0.7371 |
0.7393 |
|
| S3 |
0.7331 |
0.7345 |
0.7389 |
|
| S4 |
0.7291 |
0.7305 |
0.7378 |
|
|
| 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 |
0.7396 |
0.0096 |
1.3% |
0.0044 |
0.6% |
4% |
False |
True |
567 |
| 10 |
0.7492 |
0.7396 |
0.0096 |
1.3% |
0.0038 |
0.5% |
4% |
False |
True |
415 |
| 20 |
0.7509 |
0.7396 |
0.0113 |
1.5% |
0.0037 |
0.5% |
4% |
False |
True |
354 |
| 40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0034 |
0.5% |
14% |
False |
False |
239 |
| 60 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0030 |
0.4% |
43% |
False |
False |
179 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
46% |
False |
False |
148 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
46% |
False |
False |
121 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
46% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7541 |
|
1.618 |
0.7501 |
|
1.000 |
0.7476 |
|
0.618 |
0.7461 |
|
HIGH |
0.7436 |
|
0.618 |
0.7421 |
|
0.500 |
0.7416 |
|
0.382 |
0.7411 |
|
LOW |
0.7396 |
|
0.618 |
0.7371 |
|
1.000 |
0.7356 |
|
1.618 |
0.7331 |
|
2.618 |
0.7291 |
|
4.250 |
0.7226 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7444 |
| PP |
0.7411 |
0.7429 |
| S1 |
0.7405 |
0.7415 |
|