CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7423 |
0.7417 |
-0.0007 |
-0.1% |
0.7429 |
High |
0.7440 |
0.7419 |
-0.0021 |
-0.3% |
0.7452 |
Low |
0.7411 |
0.7405 |
-0.0006 |
-0.1% |
0.7400 |
Close |
0.7420 |
0.7412 |
-0.0008 |
-0.1% |
0.7420 |
Range |
0.0030 |
0.0015 |
-0.0015 |
-50.8% |
0.0052 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-4.0% |
0.0000 |
Volume |
1,342 |
1,898 |
556 |
41.4% |
4,462 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7455 |
0.7448 |
0.7420 |
|
R3 |
0.7441 |
0.7434 |
0.7416 |
|
R2 |
0.7426 |
0.7426 |
0.7415 |
|
R1 |
0.7419 |
0.7419 |
0.7413 |
0.7416 |
PP |
0.7412 |
0.7412 |
0.7412 |
0.7410 |
S1 |
0.7405 |
0.7405 |
0.7411 |
0.7401 |
S2 |
0.7397 |
0.7397 |
0.7409 |
|
S3 |
0.7383 |
0.7390 |
0.7408 |
|
S4 |
0.7368 |
0.7376 |
0.7404 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7578 |
0.7550 |
0.7448 |
|
R3 |
0.7527 |
0.7499 |
0.7434 |
|
R2 |
0.7475 |
0.7475 |
0.7429 |
|
R1 |
0.7447 |
0.7447 |
0.7424 |
0.7436 |
PP |
0.7424 |
0.7424 |
0.7424 |
0.7418 |
S1 |
0.7396 |
0.7396 |
0.7415 |
0.7384 |
S2 |
0.7372 |
0.7372 |
0.7410 |
|
S3 |
0.7321 |
0.7344 |
0.7405 |
|
S4 |
0.7269 |
0.7293 |
0.7391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7452 |
0.7400 |
0.0052 |
0.7% |
0.0027 |
0.4% |
23% |
False |
False |
1,272 |
10 |
0.7455 |
0.7373 |
0.0083 |
1.1% |
0.0032 |
0.4% |
48% |
False |
False |
818 |
20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0034 |
0.5% |
33% |
False |
False |
672 |
40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
17% |
False |
False |
458 |
60 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0032 |
0.4% |
19% |
False |
False |
343 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
49% |
False |
False |
268 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
49% |
False |
False |
224 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
49% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7481 |
2.618 |
0.7457 |
1.618 |
0.7442 |
1.000 |
0.7434 |
0.618 |
0.7428 |
HIGH |
0.7419 |
0.618 |
0.7413 |
0.500 |
0.7412 |
0.382 |
0.7410 |
LOW |
0.7405 |
0.618 |
0.7396 |
1.000 |
0.7390 |
1.618 |
0.7381 |
2.618 |
0.7367 |
4.250 |
0.7343 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7412 |
0.7428 |
PP |
0.7412 |
0.7423 |
S1 |
0.7412 |
0.7417 |
|