CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 01-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7466 |
-0.0024 |
-0.3% |
0.7457 |
High |
0.7490 |
0.7493 |
0.0003 |
0.0% |
0.7467 |
Low |
0.7476 |
0.7466 |
-0.0010 |
-0.1% |
0.7410 |
Close |
0.7476 |
0.7484 |
0.0008 |
0.1% |
0.7452 |
Range |
0.0014 |
0.0027 |
0.0013 |
92.9% |
0.0057 |
ATR |
0.0023 |
0.0023 |
0.0000 |
1.3% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
218 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7562 |
0.7550 |
0.7499 |
|
R3 |
0.7535 |
0.7523 |
0.7491 |
|
R2 |
0.7508 |
0.7508 |
0.7489 |
|
R1 |
0.7496 |
0.7496 |
0.7486 |
0.7502 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7484 |
S1 |
0.7469 |
0.7469 |
0.7482 |
0.7475 |
S2 |
0.7454 |
0.7454 |
0.7479 |
|
S3 |
0.7427 |
0.7442 |
0.7477 |
|
S4 |
0.7400 |
0.7415 |
0.7469 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7612 |
0.7589 |
0.7483 |
|
R3 |
0.7556 |
0.7532 |
0.7468 |
|
R2 |
0.7499 |
0.7499 |
0.7462 |
|
R1 |
0.7476 |
0.7476 |
0.7457 |
0.7459 |
PP |
0.7443 |
0.7443 |
0.7443 |
0.7435 |
S1 |
0.7419 |
0.7419 |
0.7447 |
0.7403 |
S2 |
0.7386 |
0.7386 |
0.7442 |
|
S3 |
0.7330 |
0.7363 |
0.7436 |
|
S4 |
0.7273 |
0.7306 |
0.7421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7493 |
0.7435 |
0.0059 |
0.8% |
0.0019 |
0.3% |
85% |
True |
False |
24 |
10 |
0.7493 |
0.7410 |
0.0083 |
1.1% |
0.0014 |
0.2% |
89% |
True |
False |
35 |
20 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0016 |
0.2% |
59% |
False |
False |
23 |
40 |
0.7602 |
0.7379 |
0.0224 |
3.0% |
0.0017 |
0.2% |
47% |
False |
False |
24 |
60 |
0.7602 |
0.7254 |
0.0348 |
4.6% |
0.0015 |
0.2% |
66% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7608 |
2.618 |
0.7564 |
1.618 |
0.7537 |
1.000 |
0.7520 |
0.618 |
0.7510 |
HIGH |
0.7493 |
0.618 |
0.7483 |
0.500 |
0.7480 |
0.382 |
0.7476 |
LOW |
0.7466 |
0.618 |
0.7449 |
1.000 |
0.7439 |
1.618 |
0.7422 |
2.618 |
0.7395 |
4.250 |
0.7351 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7483 |
0.7482 |
PP |
0.7481 |
0.7479 |
S1 |
0.7480 |
0.7477 |
|