CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7558 |
-0.0011 |
-0.1% |
0.7550 |
| High |
0.7597 |
0.7568 |
-0.0029 |
-0.4% |
0.7599 |
| Low |
0.7547 |
0.7508 |
-0.0040 |
-0.5% |
0.7547 |
| Close |
0.7563 |
0.7511 |
-0.0052 |
-0.7% |
0.7563 |
| Range |
0.0050 |
0.0061 |
0.0011 |
21.0% |
0.0052 |
| ATR |
0.0039 |
0.0040 |
0.0002 |
4.0% |
0.0000 |
| Volume |
86,720 |
79,830 |
-6,890 |
-7.9% |
304,132 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7710 |
0.7671 |
0.7544 |
|
| R3 |
0.7650 |
0.7611 |
0.7528 |
|
| R2 |
0.7589 |
0.7589 |
0.7522 |
|
| R1 |
0.7550 |
0.7550 |
0.7517 |
0.7540 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7524 |
| S1 |
0.7490 |
0.7490 |
0.7505 |
0.7479 |
| S2 |
0.7468 |
0.7468 |
0.7500 |
|
| S3 |
0.7408 |
0.7429 |
0.7494 |
|
| S4 |
0.7347 |
0.7369 |
0.7478 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7696 |
0.7591 |
|
| R3 |
0.7674 |
0.7644 |
0.7577 |
|
| R2 |
0.7622 |
0.7622 |
0.7572 |
|
| R1 |
0.7592 |
0.7592 |
0.7567 |
0.7607 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7577 |
| S1 |
0.7540 |
0.7540 |
0.7558 |
0.7555 |
| S2 |
0.7518 |
0.7518 |
0.7553 |
|
| S3 |
0.7466 |
0.7488 |
0.7548 |
|
| S4 |
0.7414 |
0.7436 |
0.7534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7599 |
0.7508 |
0.0092 |
1.2% |
0.0041 |
0.5% |
4% |
False |
True |
76,792 |
| 10 |
0.7599 |
0.7468 |
0.0131 |
1.7% |
0.0040 |
0.5% |
33% |
False |
False |
78,892 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0039 |
0.5% |
64% |
False |
False |
59,274 |
| 40 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
76% |
False |
False |
29,935 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
77% |
False |
False |
20,064 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
77% |
False |
False |
15,107 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0032 |
0.4% |
77% |
False |
False |
12,092 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0029 |
0.4% |
67% |
False |
False |
10,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7726 |
|
1.618 |
0.7666 |
|
1.000 |
0.7629 |
|
0.618 |
0.7605 |
|
HIGH |
0.7568 |
|
0.618 |
0.7545 |
|
0.500 |
0.7538 |
|
0.382 |
0.7531 |
|
LOW |
0.7508 |
|
0.618 |
0.7470 |
|
1.000 |
0.7447 |
|
1.618 |
0.7410 |
|
2.618 |
0.7349 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7552 |
| PP |
0.7529 |
0.7539 |
| S1 |
0.7520 |
0.7525 |
|