CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 14-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7443 |
0.7383 |
-0.0060 |
-0.8% |
0.7433 |
High |
0.7451 |
0.7401 |
-0.0051 |
-0.7% |
0.7464 |
Low |
0.7373 |
0.7382 |
0.0010 |
0.1% |
0.7396 |
Close |
0.7373 |
0.7394 |
0.0022 |
0.3% |
0.7440 |
Range |
0.0079 |
0.0019 |
-0.0060 |
-76.4% |
0.0068 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
626 |
420 |
-206 |
-32.9% |
2,873 |
|
Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7439 |
0.7404 |
|
R3 |
0.7429 |
0.7421 |
0.7399 |
|
R2 |
0.7411 |
0.7411 |
0.7397 |
|
R1 |
0.7402 |
0.7402 |
0.7396 |
0.7407 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7394 |
S1 |
0.7384 |
0.7384 |
0.7392 |
0.7388 |
S2 |
0.7374 |
0.7374 |
0.7391 |
|
S3 |
0.7355 |
0.7365 |
0.7389 |
|
S4 |
0.7337 |
0.7347 |
0.7384 |
|
|
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 |
0.7373 |
0.0091 |
1.2% |
0.0035 |
0.5% |
24% |
False |
False |
331 |
10 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0037 |
0.5% |
18% |
False |
False |
525 |
20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0035 |
0.5% |
18% |
False |
False |
418 |
40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
9% |
False |
False |
298 |
60 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0031 |
0.4% |
34% |
False |
False |
229 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
45% |
False |
False |
187 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
45% |
False |
False |
153 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0025 |
0.3% |
45% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7479 |
2.618 |
0.7449 |
1.618 |
0.7430 |
1.000 |
0.7419 |
0.618 |
0.7412 |
HIGH |
0.7401 |
0.618 |
0.7393 |
0.500 |
0.7391 |
0.382 |
0.7389 |
LOW |
0.7382 |
0.618 |
0.7371 |
1.000 |
0.7364 |
1.618 |
0.7352 |
2.618 |
0.7334 |
4.250 |
0.7303 |
|
|
Fisher Pivots for day following 14-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7393 |
0.7414 |
PP |
0.7392 |
0.7407 |
S1 |
0.7391 |
0.7401 |
|