CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7436 |
0.0029 |
0.4% |
0.7447 |
| High |
0.7441 |
0.7446 |
0.0005 |
0.1% |
0.7447 |
| Low |
0.7407 |
0.7431 |
0.0024 |
0.3% |
0.7378 |
| Close |
0.7441 |
0.7431 |
-0.0011 |
-0.1% |
0.7431 |
| Range |
0.0034 |
0.0015 |
-0.0019 |
-55.9% |
0.0069 |
| ATR |
0.0026 |
0.0025 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
71 |
16 |
-55 |
-77.5% |
306 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7471 |
0.7439 |
|
| R3 |
0.7466 |
0.7456 |
0.7435 |
|
| R2 |
0.7451 |
0.7451 |
0.7433 |
|
| R1 |
0.7441 |
0.7441 |
0.7432 |
0.7438 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7434 |
| S1 |
0.7426 |
0.7426 |
0.7429 |
0.7423 |
| S2 |
0.7421 |
0.7421 |
0.7428 |
|
| S3 |
0.7406 |
0.7411 |
0.7426 |
|
| S4 |
0.7391 |
0.7396 |
0.7422 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7597 |
0.7468 |
|
| R3 |
0.7557 |
0.7528 |
0.7449 |
|
| R2 |
0.7488 |
0.7488 |
0.7443 |
|
| R1 |
0.7459 |
0.7459 |
0.7437 |
0.7439 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7408 |
| S1 |
0.7390 |
0.7390 |
0.7424 |
0.7370 |
| S2 |
0.7350 |
0.7350 |
0.7418 |
|
| S3 |
0.7281 |
0.7321 |
0.7412 |
|
| S4 |
0.7212 |
0.7252 |
0.7393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7447 |
0.7378 |
0.0069 |
0.9% |
0.0018 |
0.2% |
76% |
False |
False |
61 |
| 10 |
0.7449 |
0.7378 |
0.0071 |
0.9% |
0.0015 |
0.2% |
74% |
False |
False |
41 |
| 20 |
0.7495 |
0.7378 |
0.0117 |
1.6% |
0.0017 |
0.2% |
45% |
False |
False |
40 |
| 40 |
0.7602 |
0.7378 |
0.0224 |
3.0% |
0.0017 |
0.2% |
23% |
False |
False |
27 |
| 60 |
0.7602 |
0.7322 |
0.0281 |
3.8% |
0.0016 |
0.2% |
39% |
False |
False |
24 |
| 80 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
53% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7485 |
|
1.618 |
0.7470 |
|
1.000 |
0.7461 |
|
0.618 |
0.7455 |
|
HIGH |
0.7446 |
|
0.618 |
0.7440 |
|
0.500 |
0.7438 |
|
0.382 |
0.7436 |
|
LOW |
0.7431 |
|
0.618 |
0.7421 |
|
1.000 |
0.7416 |
|
1.618 |
0.7406 |
|
2.618 |
0.7391 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7426 |
| PP |
0.7436 |
0.7422 |
| S1 |
0.7433 |
0.7418 |
|