CME Canadian Dollar Future June 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 |
0.7439 |
0.7442 |
0.0003 |
0.0% |
0.7433 |
High |
0.7464 |
0.7455 |
-0.0009 |
-0.1% |
0.7464 |
Low |
0.7429 |
0.7434 |
0.0005 |
0.1% |
0.7396 |
Close |
0.7440 |
0.7443 |
0.0004 |
0.0% |
0.7440 |
Range |
0.0035 |
0.0021 |
-0.0014 |
-39.1% |
0.0068 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
193 |
67 |
-126 |
-65.3% |
2,873 |
|
Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7507 |
0.7496 |
0.7455 |
|
R3 |
0.7486 |
0.7475 |
0.7449 |
|
R2 |
0.7465 |
0.7465 |
0.7447 |
|
R1 |
0.7454 |
0.7454 |
0.7445 |
0.7460 |
PP |
0.7444 |
0.7444 |
0.7444 |
0.7447 |
S1 |
0.7433 |
0.7433 |
0.7441 |
0.7439 |
S2 |
0.7423 |
0.7423 |
0.7439 |
|
S3 |
0.7402 |
0.7412 |
0.7437 |
|
S4 |
0.7381 |
0.7391 |
0.7431 |
|
|
Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7636 |
0.7605 |
0.7477 |
|
R3 |
0.7568 |
0.7538 |
0.7458 |
|
R2 |
0.7501 |
0.7501 |
0.7452 |
|
R1 |
0.7470 |
0.7470 |
0.7446 |
0.7485 |
PP |
0.7433 |
0.7433 |
0.7433 |
0.7441 |
S1 |
0.7403 |
0.7403 |
0.7433 |
0.7418 |
S2 |
0.7366 |
0.7366 |
0.7427 |
|
S3 |
0.7298 |
0.7335 |
0.7421 |
|
S4 |
0.7231 |
0.7268 |
0.7402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7464 |
0.7398 |
0.0066 |
0.9% |
0.0026 |
0.3% |
69% |
False |
False |
449 |
10 |
0.7492 |
0.7396 |
0.0096 |
1.3% |
0.0035 |
0.5% |
49% |
False |
False |
508 |
20 |
0.7492 |
0.7396 |
0.0096 |
1.3% |
0.0035 |
0.5% |
49% |
False |
False |
424 |
40 |
0.7604 |
0.7396 |
0.0208 |
2.8% |
0.0035 |
0.5% |
23% |
False |
False |
286 |
60 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0030 |
0.4% |
49% |
False |
False |
213 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
57% |
False |
False |
175 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
57% |
False |
False |
143 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
57% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7544 |
2.618 |
0.7510 |
1.618 |
0.7489 |
1.000 |
0.7476 |
0.618 |
0.7468 |
HIGH |
0.7455 |
0.618 |
0.7447 |
0.500 |
0.7445 |
0.382 |
0.7442 |
LOW |
0.7434 |
0.618 |
0.7421 |
1.000 |
0.7413 |
1.618 |
0.7400 |
2.618 |
0.7379 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 12-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7445 |
0.7445 |
PP |
0.7444 |
0.7444 |
S1 |
0.7444 |
0.7444 |
|