CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7434 |
0.7446 |
0.0012 |
0.2% |
0.7422 |
| High |
0.7447 |
0.7449 |
0.0002 |
0.0% |
0.7449 |
| Low |
0.7434 |
0.7443 |
0.0009 |
0.1% |
0.7405 |
| Close |
0.7447 |
0.7444 |
-0.0003 |
0.0% |
0.7444 |
| Range |
0.0013 |
0.0006 |
-0.0007 |
-52.0% |
0.0044 |
| ATR |
0.0025 |
0.0023 |
-0.0001 |
-5.4% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
104 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7459 |
0.7447 |
|
| R3 |
0.7457 |
0.7453 |
0.7445 |
|
| R2 |
0.7451 |
0.7451 |
0.7445 |
|
| R1 |
0.7447 |
0.7447 |
0.7444 |
0.7446 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7444 |
| S1 |
0.7441 |
0.7441 |
0.7443 |
0.7440 |
| S2 |
0.7439 |
0.7439 |
0.7442 |
|
| S3 |
0.7433 |
0.7435 |
0.7442 |
|
| S4 |
0.7427 |
0.7429 |
0.7440 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7548 |
0.7468 |
|
| R3 |
0.7520 |
0.7504 |
0.7456 |
|
| R2 |
0.7476 |
0.7476 |
0.7452 |
|
| R1 |
0.7460 |
0.7460 |
0.7448 |
0.7468 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7436 |
| S1 |
0.7416 |
0.7416 |
0.7439 |
0.7424 |
| S2 |
0.7388 |
0.7388 |
0.7435 |
|
| S3 |
0.7344 |
0.7372 |
0.7431 |
|
| S4 |
0.7300 |
0.7328 |
0.7419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7449 |
0.7405 |
0.0044 |
0.6% |
0.0013 |
0.2% |
89% |
True |
False |
20 |
| 10 |
0.7495 |
0.7405 |
0.0090 |
1.2% |
0.0018 |
0.2% |
43% |
False |
False |
28 |
| 20 |
0.7510 |
0.7405 |
0.0105 |
1.4% |
0.0016 |
0.2% |
37% |
False |
False |
29 |
| 40 |
0.7602 |
0.7393 |
0.0210 |
2.8% |
0.0018 |
0.2% |
24% |
False |
False |
28 |
| 60 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0016 |
0.2% |
48% |
False |
False |
19 |
| 80 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
57% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7474 |
|
2.618 |
0.7464 |
|
1.618 |
0.7458 |
|
1.000 |
0.7455 |
|
0.618 |
0.7452 |
|
HIGH |
0.7449 |
|
0.618 |
0.7446 |
|
0.500 |
0.7446 |
|
0.382 |
0.7445 |
|
LOW |
0.7443 |
|
0.618 |
0.7439 |
|
1.000 |
0.7437 |
|
1.618 |
0.7433 |
|
2.618 |
0.7427 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7446 |
0.7443 |
| PP |
0.7445 |
0.7442 |
| S1 |
0.7444 |
0.7441 |
|