CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7422 |
0.0016 |
0.2% |
0.7442 |
| High |
0.7420 |
0.7452 |
0.0032 |
0.4% |
0.7455 |
| Low |
0.7400 |
0.7415 |
0.0015 |
0.2% |
0.7373 |
| Close |
0.7418 |
0.7426 |
0.0008 |
0.1% |
0.7424 |
| Range |
0.0020 |
0.0037 |
0.0017 |
82.5% |
0.0083 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
0.4% |
0.0000 |
| Volume |
268 |
1,213 |
945 |
352.6% |
1,821 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7540 |
0.7520 |
0.7446 |
|
| R3 |
0.7504 |
0.7483 |
0.7436 |
|
| R2 |
0.7467 |
0.7467 |
0.7433 |
|
| R1 |
0.7447 |
0.7447 |
0.7429 |
0.7457 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7436 |
| S1 |
0.7410 |
0.7410 |
0.7423 |
0.7421 |
| S2 |
0.7394 |
0.7394 |
0.7419 |
|
| S3 |
0.7358 |
0.7374 |
0.7416 |
|
| S4 |
0.7321 |
0.7337 |
0.7406 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7665 |
0.7627 |
0.7469 |
|
| R3 |
0.7582 |
0.7544 |
0.7447 |
|
| R2 |
0.7500 |
0.7500 |
0.7439 |
|
| R1 |
0.7462 |
0.7462 |
0.7432 |
0.7440 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7406 |
| S1 |
0.7379 |
0.7379 |
0.7416 |
0.7357 |
| S2 |
0.7335 |
0.7335 |
0.7409 |
|
| S3 |
0.7252 |
0.7297 |
0.7401 |
|
| S4 |
0.7170 |
0.7214 |
0.7379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7452 |
0.7395 |
0.0057 |
0.8% |
0.0031 |
0.4% |
55% |
True |
False |
765 |
| 10 |
0.7464 |
0.7373 |
0.0091 |
1.2% |
0.0033 |
0.4% |
59% |
False |
False |
548 |
| 20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0035 |
0.5% |
45% |
False |
False |
542 |
| 40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
23% |
False |
False |
383 |
| 60 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0032 |
0.4% |
29% |
False |
False |
290 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
53% |
False |
False |
232 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
53% |
False |
False |
192 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
53% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7547 |
|
1.618 |
0.7511 |
|
1.000 |
0.7488 |
|
0.618 |
0.7474 |
|
HIGH |
0.7452 |
|
0.618 |
0.7438 |
|
0.500 |
0.7433 |
|
0.382 |
0.7429 |
|
LOW |
0.7415 |
|
0.618 |
0.7392 |
|
1.000 |
0.7379 |
|
1.618 |
0.7356 |
|
2.618 |
0.7319 |
|
4.250 |
0.7260 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7426 |
| PP |
0.7431 |
0.7426 |
| S1 |
0.7428 |
0.7426 |
|