CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7442 |
0.0013 |
0.2% |
0.7416 |
| High |
0.7435 |
0.7443 |
0.0008 |
0.1% |
0.7443 |
| Low |
0.7429 |
0.7426 |
-0.0004 |
0.0% |
0.7415 |
| Close |
0.7435 |
0.7429 |
-0.0006 |
-0.1% |
0.7429 |
| Range |
0.0006 |
0.0017 |
0.0012 |
209.1% |
0.0028 |
| ATR |
0.0023 |
0.0022 |
0.0000 |
-1.8% |
0.0000 |
| Volume |
78 |
66 |
-12 |
-15.4% |
229 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7473 |
0.7438 |
|
| R3 |
0.7466 |
0.7456 |
0.7433 |
|
| R2 |
0.7449 |
0.7449 |
0.7432 |
|
| R1 |
0.7439 |
0.7439 |
0.7430 |
0.7436 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7431 |
| S1 |
0.7422 |
0.7422 |
0.7427 |
0.7419 |
| S2 |
0.7415 |
0.7415 |
0.7425 |
|
| S3 |
0.7398 |
0.7405 |
0.7424 |
|
| S4 |
0.7381 |
0.7388 |
0.7419 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7499 |
0.7444 |
|
| R3 |
0.7485 |
0.7471 |
0.7436 |
|
| R2 |
0.7457 |
0.7457 |
0.7434 |
|
| R1 |
0.7443 |
0.7443 |
0.7431 |
0.7450 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7432 |
| S1 |
0.7415 |
0.7415 |
0.7426 |
0.7422 |
| S2 |
0.7401 |
0.7401 |
0.7423 |
|
| S3 |
0.7373 |
0.7387 |
0.7421 |
|
| S4 |
0.7345 |
0.7359 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7446 |
0.7415 |
0.0031 |
0.4% |
0.0009 |
0.1% |
45% |
False |
False |
49 |
| 10 |
0.7449 |
0.7378 |
0.0071 |
0.9% |
0.0013 |
0.2% |
72% |
False |
False |
55 |
| 20 |
0.7495 |
0.7378 |
0.0117 |
1.6% |
0.0017 |
0.2% |
43% |
False |
False |
41 |
| 40 |
0.7602 |
0.7378 |
0.0224 |
3.0% |
0.0015 |
0.2% |
23% |
False |
False |
30 |
| 60 |
0.7602 |
0.7377 |
0.0226 |
3.0% |
0.0016 |
0.2% |
23% |
False |
False |
28 |
| 80 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
53% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7487 |
|
1.618 |
0.7470 |
|
1.000 |
0.7460 |
|
0.618 |
0.7453 |
|
HIGH |
0.7443 |
|
0.618 |
0.7436 |
|
0.500 |
0.7434 |
|
0.382 |
0.7432 |
|
LOW |
0.7426 |
|
0.618 |
0.7415 |
|
1.000 |
0.7409 |
|
1.618 |
0.7398 |
|
2.618 |
0.7381 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7434 |
0.7433 |
| PP |
0.7432 |
0.7432 |
| S1 |
0.7430 |
0.7430 |
|