CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7416 |
-0.0006 |
-0.1% |
0.7459 |
| High |
0.7422 |
0.7436 |
0.0014 |
0.2% |
0.7495 |
| Low |
0.7405 |
0.7415 |
0.0010 |
0.1% |
0.7444 |
| Close |
0.7405 |
0.7433 |
0.0028 |
0.4% |
0.7445 |
| Range |
0.0017 |
0.0021 |
0.0004 |
23.5% |
0.0051 |
| ATR |
0.0026 |
0.0027 |
0.0000 |
1.3% |
0.0000 |
| Volume |
16 |
53 |
37 |
231.3% |
181 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7483 |
0.7444 |
|
| R3 |
0.7470 |
0.7462 |
0.7438 |
|
| R2 |
0.7449 |
0.7449 |
0.7436 |
|
| R1 |
0.7441 |
0.7441 |
0.7434 |
0.7445 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7430 |
| S1 |
0.7420 |
0.7420 |
0.7431 |
0.7424 |
| S2 |
0.7407 |
0.7407 |
0.7429 |
|
| S3 |
0.7386 |
0.7399 |
0.7427 |
|
| S4 |
0.7365 |
0.7378 |
0.7421 |
|
|
| 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 |
0.7405 |
0.0090 |
1.2% |
0.0026 |
0.3% |
31% |
False |
False |
29 |
| 10 |
0.7495 |
0.7405 |
0.0090 |
1.2% |
0.0020 |
0.3% |
31% |
False |
False |
28 |
| 20 |
0.7510 |
0.7405 |
0.0105 |
1.4% |
0.0017 |
0.2% |
27% |
False |
False |
28 |
| 40 |
0.7602 |
0.7379 |
0.0224 |
3.0% |
0.0018 |
0.2% |
24% |
False |
False |
27 |
| 60 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0016 |
0.2% |
51% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7490 |
|
1.618 |
0.7469 |
|
1.000 |
0.7457 |
|
0.618 |
0.7448 |
|
HIGH |
0.7436 |
|
0.618 |
0.7427 |
|
0.500 |
0.7425 |
|
0.382 |
0.7423 |
|
LOW |
0.7415 |
|
0.618 |
0.7402 |
|
1.000 |
0.7394 |
|
1.618 |
0.7381 |
|
2.618 |
0.7360 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7450 |
| PP |
0.7428 |
0.7444 |
| S1 |
0.7425 |
0.7438 |
|