CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7417 |
0.0001 |
0.0% |
0.7429 |
| High |
0.7419 |
0.7428 |
0.0009 |
0.1% |
0.7452 |
| Low |
0.7405 |
0.7399 |
-0.0006 |
-0.1% |
0.7400 |
| Close |
0.7412 |
0.7404 |
-0.0009 |
-0.1% |
0.7420 |
| Range |
0.0015 |
0.0029 |
0.0015 |
100.0% |
0.0052 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
1,898 |
1,935 |
37 |
1.9% |
4,462 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7497 |
0.7479 |
0.7419 |
|
| R3 |
0.7468 |
0.7450 |
0.7411 |
|
| R2 |
0.7439 |
0.7439 |
0.7409 |
|
| R1 |
0.7421 |
0.7421 |
0.7406 |
0.7416 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7407 |
| S1 |
0.7392 |
0.7392 |
0.7401 |
0.7387 |
| S2 |
0.7381 |
0.7381 |
0.7398 |
|
| S3 |
0.7352 |
0.7363 |
0.7396 |
|
| S4 |
0.7323 |
0.7334 |
0.7388 |
|
|
| 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 |
0.7399 |
0.0053 |
0.7% |
0.0026 |
0.3% |
9% |
False |
True |
1,331 |
| 10 |
0.7452 |
0.7373 |
0.0079 |
1.1% |
0.0033 |
0.4% |
39% |
False |
False |
1,004 |
| 20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0034 |
0.5% |
26% |
False |
False |
756 |
| 40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
13% |
False |
False |
505 |
| 60 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0032 |
0.4% |
16% |
False |
False |
376 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
47% |
False |
False |
291 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
47% |
False |
False |
243 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
47% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7551 |
|
2.618 |
0.7504 |
|
1.618 |
0.7475 |
|
1.000 |
0.7457 |
|
0.618 |
0.7446 |
|
HIGH |
0.7428 |
|
0.618 |
0.7417 |
|
0.500 |
0.7414 |
|
0.382 |
0.7410 |
|
LOW |
0.7399 |
|
0.618 |
0.7381 |
|
1.000 |
0.7370 |
|
1.618 |
0.7352 |
|
2.618 |
0.7323 |
|
4.250 |
0.7276 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7414 |
0.7420 |
| PP |
0.7410 |
0.7414 |
| S1 |
0.7407 |
0.7409 |
|