CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7407 |
0.0017 |
0.2% |
0.7422 |
| High |
0.7402 |
0.7441 |
0.0039 |
0.5% |
0.7449 |
| Low |
0.7390 |
0.7407 |
0.0017 |
0.2% |
0.7405 |
| Close |
0.7401 |
0.7441 |
0.0041 |
0.5% |
0.7444 |
| Range |
0.0012 |
0.0034 |
0.0022 |
183.3% |
0.0044 |
| ATR |
0.0025 |
0.0026 |
0.0001 |
4.4% |
0.0000 |
| Volume |
195 |
71 |
-124 |
-63.6% |
104 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7520 |
0.7460 |
|
| R3 |
0.7498 |
0.7486 |
0.7450 |
|
| R2 |
0.7464 |
0.7464 |
0.7447 |
|
| R1 |
0.7452 |
0.7452 |
0.7444 |
0.7458 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7433 |
| S1 |
0.7418 |
0.7418 |
0.7438 |
0.7424 |
| S2 |
0.7396 |
0.7396 |
0.7435 |
|
| S3 |
0.7362 |
0.7384 |
0.7432 |
|
| S4 |
0.7328 |
0.7350 |
0.7422 |
|
|
| 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 |
0.7378 |
0.0071 |
0.9% |
0.0016 |
0.2% |
89% |
False |
False |
61 |
| 10 |
0.7495 |
0.7378 |
0.0117 |
1.6% |
0.0019 |
0.3% |
54% |
False |
False |
46 |
| 20 |
0.7495 |
0.7378 |
0.0117 |
1.6% |
0.0017 |
0.2% |
54% |
False |
False |
40 |
| 40 |
0.7602 |
0.7378 |
0.0224 |
3.0% |
0.0017 |
0.2% |
28% |
False |
False |
26 |
| 60 |
0.7602 |
0.7311 |
0.0292 |
3.9% |
0.0016 |
0.2% |
45% |
False |
False |
24 |
| 80 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
56% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7530 |
|
1.618 |
0.7496 |
|
1.000 |
0.7475 |
|
0.618 |
0.7462 |
|
HIGH |
0.7441 |
|
0.618 |
0.7428 |
|
0.500 |
0.7424 |
|
0.382 |
0.7420 |
|
LOW |
0.7407 |
|
0.618 |
0.7386 |
|
1.000 |
0.7373 |
|
1.618 |
0.7352 |
|
2.618 |
0.7318 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7431 |
| PP |
0.7430 |
0.7420 |
| S1 |
0.7424 |
0.7410 |
|