CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7416 |
0.7375 |
-0.0041 |
-0.6% |
0.7416 |
| High |
0.7416 |
0.7392 |
-0.0025 |
-0.3% |
0.7443 |
| Low |
0.7413 |
0.7375 |
-0.0038 |
-0.5% |
0.7415 |
| Close |
0.7413 |
0.7385 |
-0.0028 |
-0.4% |
0.7429 |
| Range |
0.0004 |
0.0017 |
0.0013 |
371.4% |
0.0028 |
| ATR |
0.0021 |
0.0022 |
0.0001 |
5.9% |
0.0000 |
| Volume |
11 |
43 |
32 |
290.9% |
229 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7426 |
0.7394 |
|
| R3 |
0.7417 |
0.7409 |
0.7390 |
|
| R2 |
0.7400 |
0.7400 |
0.7388 |
|
| R1 |
0.7393 |
0.7393 |
0.7387 |
0.7397 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7386 |
| S1 |
0.7376 |
0.7376 |
0.7383 |
0.7380 |
| S2 |
0.7367 |
0.7367 |
0.7382 |
|
| S3 |
0.7351 |
0.7360 |
0.7380 |
|
| S4 |
0.7334 |
0.7343 |
0.7376 |
|
|
| 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 |
0.7443 |
0.7375 |
0.0068 |
0.9% |
0.0010 |
0.1% |
15% |
False |
True |
48 |
| 10 |
0.7446 |
0.7375 |
0.0071 |
1.0% |
0.0012 |
0.2% |
14% |
False |
True |
61 |
| 20 |
0.7495 |
0.7375 |
0.0120 |
1.6% |
0.0015 |
0.2% |
8% |
False |
True |
40 |
| 40 |
0.7537 |
0.7375 |
0.0162 |
2.2% |
0.0015 |
0.2% |
6% |
False |
True |
31 |
| 60 |
0.7602 |
0.7375 |
0.0227 |
3.1% |
0.0015 |
0.2% |
4% |
False |
True |
29 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
38% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7435 |
|
1.618 |
0.7418 |
|
1.000 |
0.7408 |
|
0.618 |
0.7402 |
|
HIGH |
0.7392 |
|
0.618 |
0.7385 |
|
0.500 |
0.7383 |
|
0.382 |
0.7381 |
|
LOW |
0.7375 |
|
0.618 |
0.7365 |
|
1.000 |
0.7359 |
|
1.618 |
0.7348 |
|
2.618 |
0.7332 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7399 |
| PP |
0.7384 |
0.7394 |
| S1 |
0.7383 |
0.7390 |
|