CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7400 |
0.0025 |
0.3% |
0.7416 |
| High |
0.7392 |
0.7406 |
0.0014 |
0.2% |
0.7443 |
| Low |
0.7375 |
0.7386 |
0.0011 |
0.1% |
0.7415 |
| Close |
0.7385 |
0.7386 |
0.0001 |
0.0% |
0.7429 |
| Range |
0.0017 |
0.0020 |
0.0003 |
18.2% |
0.0028 |
| ATR |
0.0022 |
0.0022 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
43 |
30 |
-13 |
-30.2% |
229 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7451 |
0.7438 |
0.7397 |
|
| R3 |
0.7432 |
0.7419 |
0.7391 |
|
| R2 |
0.7412 |
0.7412 |
0.7390 |
|
| R1 |
0.7399 |
0.7399 |
0.7388 |
0.7396 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7391 |
| S1 |
0.7380 |
0.7380 |
0.7384 |
0.7376 |
| S2 |
0.7373 |
0.7373 |
0.7382 |
|
| S3 |
0.7354 |
0.7360 |
0.7381 |
|
| S4 |
0.7334 |
0.7341 |
0.7375 |
|
|
| 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% |
0.0012 |
0.2% |
16% |
False |
False |
39 |
| 10 |
0.7446 |
0.7375 |
0.0071 |
1.0% |
0.0013 |
0.2% |
16% |
False |
False |
44 |
| 20 |
0.7495 |
0.7375 |
0.0120 |
1.6% |
0.0015 |
0.2% |
9% |
False |
False |
42 |
| 40 |
0.7537 |
0.7375 |
0.0162 |
2.2% |
0.0015 |
0.2% |
7% |
False |
False |
32 |
| 60 |
0.7602 |
0.7375 |
0.0227 |
3.1% |
0.0016 |
0.2% |
5% |
False |
False |
30 |
| 80 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
38% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7457 |
|
1.618 |
0.7437 |
|
1.000 |
0.7425 |
|
0.618 |
0.7418 |
|
HIGH |
0.7406 |
|
0.618 |
0.7398 |
|
0.500 |
0.7396 |
|
0.382 |
0.7393 |
|
LOW |
0.7386 |
|
0.618 |
0.7374 |
|
1.000 |
0.7367 |
|
1.618 |
0.7354 |
|
2.618 |
0.7335 |
|
4.250 |
0.7303 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7396 |
0.7396 |
| PP |
0.7393 |
0.7392 |
| S1 |
0.7389 |
0.7389 |
|