CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 02-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.7466 |
0.7445 |
-0.0022 |
-0.3% |
0.7459 |
High |
0.7493 |
0.7495 |
0.0002 |
0.0% |
0.7495 |
Low |
0.7466 |
0.7444 |
-0.0022 |
-0.3% |
0.7444 |
Close |
0.7484 |
0.7445 |
-0.0039 |
-0.5% |
0.7445 |
Range |
0.0027 |
0.0051 |
0.0024 |
87.0% |
0.0051 |
ATR |
0.0023 |
0.0025 |
0.0002 |
8.4% |
0.0000 |
Volume |
7 |
66 |
59 |
842.9% |
181 |
|
Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7579 |
0.7473 |
|
R3 |
0.7562 |
0.7529 |
0.7459 |
|
R2 |
0.7512 |
0.7512 |
0.7454 |
|
R1 |
0.7478 |
0.7478 |
0.7450 |
0.7495 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7470 |
S1 |
0.7428 |
0.7428 |
0.7440 |
0.7445 |
S2 |
0.7411 |
0.7411 |
0.7436 |
|
S3 |
0.7360 |
0.7377 |
0.7431 |
|
S4 |
0.7310 |
0.7327 |
0.7417 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7579 |
0.7473 |
|
R3 |
0.7562 |
0.7529 |
0.7459 |
|
R2 |
0.7512 |
0.7512 |
0.7454 |
|
R1 |
0.7478 |
0.7478 |
0.7450 |
0.7470 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7457 |
S1 |
0.7428 |
0.7428 |
0.7440 |
0.7419 |
S2 |
0.7411 |
0.7411 |
0.7436 |
|
S3 |
0.7360 |
0.7377 |
0.7431 |
|
S4 |
0.7310 |
0.7327 |
0.7417 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7495 |
0.7444 |
0.0051 |
0.7% |
0.0023 |
0.3% |
2% |
True |
True |
36 |
10 |
0.7495 |
0.7410 |
0.0085 |
1.1% |
0.0018 |
0.2% |
41% |
True |
False |
39 |
20 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0019 |
0.3% |
29% |
False |
False |
26 |
40 |
0.7602 |
0.7379 |
0.0224 |
3.0% |
0.0017 |
0.2% |
30% |
False |
False |
25 |
60 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0016 |
0.2% |
55% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7709 |
2.618 |
0.7627 |
1.618 |
0.7576 |
1.000 |
0.7545 |
0.618 |
0.7526 |
HIGH |
0.7495 |
0.618 |
0.7475 |
0.500 |
0.7469 |
0.382 |
0.7463 |
LOW |
0.7444 |
0.618 |
0.7413 |
1.000 |
0.7394 |
1.618 |
0.7362 |
2.618 |
0.7312 |
4.250 |
0.7229 |
|
|
Fisher Pivots for day following 02-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7469 |
0.7469 |
PP |
0.7461 |
0.7461 |
S1 |
0.7453 |
0.7453 |
|