CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 16-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7396 |
0.7439 |
0.0043 |
0.6% |
0.7442 |
High |
0.7438 |
0.7440 |
0.0002 |
0.0% |
0.7455 |
Low |
0.7395 |
0.7415 |
0.0021 |
0.3% |
0.7373 |
Close |
0.7436 |
0.7424 |
-0.0012 |
-0.2% |
0.7424 |
Range |
0.0044 |
0.0025 |
-0.0019 |
-42.5% |
0.0083 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
460 |
248 |
-212 |
-46.1% |
1,821 |
|
Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7501 |
0.7488 |
0.7438 |
|
R3 |
0.7476 |
0.7463 |
0.7431 |
|
R2 |
0.7451 |
0.7451 |
0.7429 |
|
R1 |
0.7438 |
0.7438 |
0.7426 |
0.7432 |
PP |
0.7426 |
0.7426 |
0.7426 |
0.7424 |
S1 |
0.7413 |
0.7413 |
0.7422 |
0.7407 |
S2 |
0.7401 |
0.7401 |
0.7419 |
|
S3 |
0.7376 |
0.7388 |
0.7417 |
|
S4 |
0.7351 |
0.7363 |
0.7410 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7665 |
0.7627 |
0.7469 |
|
R3 |
0.7582 |
0.7544 |
0.7447 |
|
R2 |
0.7500 |
0.7500 |
0.7439 |
|
R1 |
0.7462 |
0.7462 |
0.7432 |
0.7440 |
PP |
0.7417 |
0.7417 |
0.7417 |
0.7406 |
S1 |
0.7379 |
0.7379 |
0.7416 |
0.7357 |
S2 |
0.7335 |
0.7335 |
0.7409 |
|
S3 |
0.7252 |
0.7297 |
0.7401 |
|
S4 |
0.7170 |
0.7214 |
0.7379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7455 |
0.7373 |
0.0083 |
1.1% |
0.0037 |
0.5% |
62% |
False |
False |
364 |
10 |
0.7464 |
0.7373 |
0.0091 |
1.2% |
0.0033 |
0.4% |
57% |
False |
False |
469 |
20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0035 |
0.5% |
43% |
False |
False |
433 |
40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0036 |
0.5% |
22% |
False |
False |
314 |
60 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0032 |
0.4% |
41% |
False |
False |
240 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
52% |
False |
False |
196 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
52% |
False |
False |
161 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0025 |
0.3% |
52% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7546 |
2.618 |
0.7505 |
1.618 |
0.7480 |
1.000 |
0.7465 |
0.618 |
0.7455 |
HIGH |
0.7440 |
0.618 |
0.7430 |
0.500 |
0.7428 |
0.382 |
0.7425 |
LOW |
0.7415 |
0.618 |
0.7400 |
1.000 |
0.7390 |
1.618 |
0.7375 |
2.618 |
0.7350 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 16-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7428 |
0.7420 |
PP |
0.7426 |
0.7415 |
S1 |
0.7425 |
0.7411 |
|