CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7379 |
-0.0028 |
-0.4% |
0.7429 |
| High |
0.7407 |
0.7396 |
-0.0011 |
-0.1% |
0.7452 |
| Low |
0.7362 |
0.7366 |
0.0004 |
0.1% |
0.7400 |
| Close |
0.7376 |
0.7377 |
0.0001 |
0.0% |
0.7420 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-32.6% |
0.0052 |
| ATR |
0.0034 |
0.0033 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
2,475 |
786 |
-1,689 |
-68.2% |
4,462 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7470 |
0.7453 |
0.7394 |
|
| R3 |
0.7440 |
0.7423 |
0.7385 |
|
| R2 |
0.7410 |
0.7410 |
0.7383 |
|
| R1 |
0.7393 |
0.7393 |
0.7380 |
0.7387 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7376 |
| S1 |
0.7363 |
0.7363 |
0.7374 |
0.7357 |
| S2 |
0.7350 |
0.7350 |
0.7372 |
|
| S3 |
0.7320 |
0.7333 |
0.7369 |
|
| S4 |
0.7290 |
0.7303 |
0.7361 |
|
|
| 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 |
0.7440 |
0.7362 |
0.0078 |
1.1% |
0.0030 |
0.4% |
19% |
False |
False |
1,687 |
| 10 |
0.7452 |
0.7362 |
0.0090 |
1.2% |
0.0030 |
0.4% |
17% |
False |
False |
1,226 |
| 20 |
0.7492 |
0.7362 |
0.0130 |
1.8% |
0.0034 |
0.5% |
12% |
False |
False |
875 |
| 40 |
0.7540 |
0.7362 |
0.0178 |
2.4% |
0.0034 |
0.5% |
8% |
False |
False |
576 |
| 60 |
0.7604 |
0.7362 |
0.0242 |
3.3% |
0.0032 |
0.4% |
6% |
False |
False |
425 |
| 80 |
0.7604 |
0.7249 |
0.0355 |
4.8% |
0.0030 |
0.4% |
36% |
False |
False |
329 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
40% |
False |
False |
275 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
40% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7475 |
|
1.618 |
0.7445 |
|
1.000 |
0.7426 |
|
0.618 |
0.7415 |
|
HIGH |
0.7396 |
|
0.618 |
0.7385 |
|
0.500 |
0.7381 |
|
0.382 |
0.7377 |
|
LOW |
0.7366 |
|
0.618 |
0.7347 |
|
1.000 |
0.7336 |
|
1.618 |
0.7317 |
|
2.618 |
0.7287 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7395 |
| PP |
0.7380 |
0.7389 |
| S1 |
0.7378 |
0.7383 |
|