CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 06-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7433 |
0.7413 |
-0.0021 |
-0.3% |
0.7447 |
High |
0.7436 |
0.7432 |
-0.0005 |
-0.1% |
0.7492 |
Low |
0.7396 |
0.7398 |
0.0002 |
0.0% |
0.7433 |
Close |
0.7400 |
0.7429 |
0.0029 |
0.4% |
0.7441 |
Range |
0.0040 |
0.0034 |
-0.0006 |
-15.0% |
0.0059 |
ATR |
0.0038 |
0.0037 |
0.0000 |
-0.7% |
0.0000 |
Volume |
694 |
990 |
296 |
42.7% |
2,403 |
|
Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7521 |
0.7509 |
0.7447 |
|
R3 |
0.7487 |
0.7475 |
0.7438 |
|
R2 |
0.7453 |
0.7453 |
0.7435 |
|
R1 |
0.7441 |
0.7441 |
0.7432 |
0.7447 |
PP |
0.7419 |
0.7419 |
0.7419 |
0.7422 |
S1 |
0.7407 |
0.7407 |
0.7425 |
0.7413 |
S2 |
0.7385 |
0.7385 |
0.7422 |
|
S3 |
0.7351 |
0.7373 |
0.7419 |
|
S4 |
0.7317 |
0.7339 |
0.7410 |
|
|
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% |
0.0045 |
0.6% |
34% |
False |
False |
672 |
10 |
0.7492 |
0.7396 |
0.0096 |
1.3% |
0.0040 |
0.5% |
34% |
False |
False |
496 |
20 |
0.7509 |
0.7396 |
0.0113 |
1.5% |
0.0037 |
0.5% |
29% |
False |
False |
400 |
40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0035 |
0.5% |
26% |
False |
False |
263 |
60 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0030 |
0.4% |
51% |
False |
False |
195 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
54% |
False |
False |
160 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
54% |
False |
False |
131 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
54% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7521 |
1.618 |
0.7487 |
1.000 |
0.7466 |
0.618 |
0.7453 |
HIGH |
0.7432 |
0.618 |
0.7419 |
0.500 |
0.7415 |
0.382 |
0.7410 |
LOW |
0.7398 |
0.618 |
0.7376 |
1.000 |
0.7364 |
1.618 |
0.7342 |
2.618 |
0.7308 |
4.250 |
0.7253 |
|
|
Fisher Pivots for day following 06-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7424 |
0.7444 |
PP |
0.7419 |
0.7439 |
S1 |
0.7415 |
0.7434 |
|