CME Canadian Dollar Future June 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 |
0.7422 |
0.7423 |
0.0001 |
0.0% |
0.7429 |
| High |
0.7452 |
0.7440 |
-0.0012 |
-0.2% |
0.7452 |
| Low |
0.7415 |
0.7411 |
-0.0005 |
-0.1% |
0.7400 |
| Close |
0.7426 |
0.7420 |
-0.0007 |
-0.1% |
0.7420 |
| Range |
0.0037 |
0.0030 |
-0.0007 |
-19.2% |
0.0052 |
| ATR |
0.0035 |
0.0034 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
1,213 |
1,342 |
129 |
10.6% |
4,462 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7495 |
0.7436 |
|
| R3 |
0.7482 |
0.7466 |
0.7428 |
|
| R2 |
0.7453 |
0.7453 |
0.7425 |
|
| R1 |
0.7436 |
0.7436 |
0.7422 |
0.7430 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7420 |
| S1 |
0.7407 |
0.7407 |
0.7417 |
0.7400 |
| S2 |
0.7394 |
0.7394 |
0.7414 |
|
| S3 |
0.7364 |
0.7377 |
0.7411 |
|
| S4 |
0.7335 |
0.7348 |
0.7403 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7550 |
0.7448 |
|
| R3 |
0.7527 |
0.7499 |
0.7434 |
|
| R2 |
0.7475 |
0.7475 |
0.7429 |
|
| R1 |
0.7447 |
0.7447 |
0.7424 |
0.7436 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7418 |
| S1 |
0.7396 |
0.7396 |
0.7415 |
0.7384 |
| S2 |
0.7372 |
0.7372 |
0.7410 |
|
| S3 |
0.7321 |
0.7344 |
0.7405 |
|
| S4 |
0.7269 |
0.7293 |
0.7391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7452 |
0.7400 |
0.0052 |
0.7% |
0.0029 |
0.4% |
38% |
False |
False |
942 |
| 10 |
0.7464 |
0.7373 |
0.0091 |
1.2% |
0.0034 |
0.5% |
52% |
False |
False |
647 |
| 20 |
0.7492 |
0.7373 |
0.0120 |
1.6% |
0.0035 |
0.5% |
39% |
False |
False |
595 |
| 40 |
0.7604 |
0.7373 |
0.0231 |
3.1% |
0.0035 |
0.5% |
20% |
False |
False |
414 |
| 60 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0032 |
0.4% |
22% |
False |
False |
312 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0030 |
0.4% |
51% |
False |
False |
245 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0029 |
0.4% |
51% |
False |
False |
205 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
51% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7565 |
|
2.618 |
0.7517 |
|
1.618 |
0.7488 |
|
1.000 |
0.7470 |
|
0.618 |
0.7458 |
|
HIGH |
0.7440 |
|
0.618 |
0.7429 |
|
0.500 |
0.7425 |
|
0.382 |
0.7422 |
|
LOW |
0.7411 |
|
0.618 |
0.7392 |
|
1.000 |
0.7381 |
|
1.618 |
0.7363 |
|
2.618 |
0.7333 |
|
4.250 |
0.7285 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7425 |
0.7426 |
| PP |
0.7423 |
0.7424 |
| S1 |
0.7421 |
0.7422 |
|