CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7407 |
-0.0011 |
-0.1% |
0.7429 |
| High |
0.7428 |
0.7407 |
-0.0022 |
-0.3% |
0.7452 |
| Low |
0.7399 |
0.7362 |
-0.0037 |
-0.5% |
0.7400 |
| Close |
0.7404 |
0.7376 |
-0.0028 |
-0.4% |
0.7420 |
| Range |
0.0029 |
0.0045 |
0.0016 |
53.4% |
0.0052 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
2.6% |
0.0000 |
| Volume |
1,935 |
2,475 |
540 |
27.9% |
4,462 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7490 |
0.7400 |
|
| R3 |
0.7471 |
0.7446 |
0.7388 |
|
| R2 |
0.7426 |
0.7426 |
0.7384 |
|
| R1 |
0.7401 |
0.7401 |
0.7380 |
0.7391 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7377 |
| S1 |
0.7357 |
0.7357 |
0.7372 |
0.7347 |
| S2 |
0.7337 |
0.7337 |
0.7368 |
|
| S3 |
0.7293 |
0.7312 |
0.7364 |
|
| S4 |
0.7248 |
0.7268 |
0.7352 |
|
|
| 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 |
0.7362 |
0.0090 |
1.2% |
0.0031 |
0.4% |
16% |
False |
True |
1,772 |
| 10 |
0.7452 |
0.7362 |
0.0090 |
1.2% |
0.0029 |
0.4% |
16% |
False |
True |
1,189 |
| 20 |
0.7492 |
0.7362 |
0.0130 |
1.8% |
0.0034 |
0.5% |
11% |
False |
True |
857 |
| 40 |
0.7572 |
0.7362 |
0.0210 |
2.8% |
0.0035 |
0.5% |
7% |
False |
True |
564 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0032 |
0.4% |
6% |
False |
True |
416 |
| 80 |
0.7604 |
0.7248 |
0.0356 |
4.8% |
0.0030 |
0.4% |
36% |
False |
False |
320 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
40% |
False |
False |
267 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
40% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7523 |
|
1.618 |
0.7479 |
|
1.000 |
0.7451 |
|
0.618 |
0.7434 |
|
HIGH |
0.7407 |
|
0.618 |
0.7390 |
|
0.500 |
0.7384 |
|
0.382 |
0.7379 |
|
LOW |
0.7362 |
|
0.618 |
0.7334 |
|
1.000 |
0.7318 |
|
1.618 |
0.7290 |
|
2.618 |
0.7245 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7395 |
| PP |
0.7382 |
0.7389 |
| S1 |
0.7379 |
0.7382 |
|