CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7396 |
0.0013 |
0.2% |
0.7433 |
| High |
0.7401 |
0.7438 |
0.0038 |
0.5% |
0.7464 |
| Low |
0.7382 |
0.7395 |
0.0013 |
0.2% |
0.7396 |
| Close |
0.7394 |
0.7436 |
0.0042 |
0.6% |
0.7440 |
| Range |
0.0019 |
0.0044 |
0.0025 |
135.1% |
0.0068 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
1.5% |
0.0000 |
| Volume |
420 |
460 |
40 |
9.5% |
2,873 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7538 |
0.7459 |
|
| R3 |
0.7510 |
0.7494 |
0.7447 |
|
| R2 |
0.7466 |
0.7466 |
0.7443 |
|
| R1 |
0.7451 |
0.7451 |
0.7439 |
0.7459 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7427 |
| S1 |
0.7407 |
0.7407 |
0.7432 |
0.7415 |
| S2 |
0.7379 |
0.7379 |
0.7428 |
|
| S3 |
0.7336 |
0.7364 |
0.7424 |
|
| S4 |
0.7292 |
0.7320 |
0.7412 |
|
|
| 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% |
0.0039 |
0.5% |
69% |
False |
False |
353 |
| 10 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0037 |
0.5% |
53% |
False |
False |
481 |
| 20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0036 |
0.5% |
53% |
False |
False |
427 |
| 40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
27% |
False |
False |
309 |
| 60 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0031 |
0.4% |
45% |
False |
False |
236 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
55% |
False |
False |
193 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
55% |
False |
False |
158 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0025 |
0.3% |
55% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7552 |
|
1.618 |
0.7508 |
|
1.000 |
0.7482 |
|
0.618 |
0.7465 |
|
HIGH |
0.7438 |
|
0.618 |
0.7421 |
|
0.500 |
0.7416 |
|
0.382 |
0.7411 |
|
LOW |
0.7395 |
|
0.618 |
0.7368 |
|
1.000 |
0.7351 |
|
1.618 |
0.7324 |
|
2.618 |
0.7281 |
|
4.250 |
0.7210 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7428 |
| PP |
0.7423 |
0.7420 |
| S1 |
0.7416 |
0.7412 |
|