CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7514 |
-0.0044 |
-0.6% |
0.7550 |
| High |
0.7568 |
0.7517 |
-0.0052 |
-0.7% |
0.7599 |
| Low |
0.7508 |
0.7487 |
-0.0021 |
-0.3% |
0.7547 |
| Close |
0.7511 |
0.7496 |
-0.0015 |
-0.2% |
0.7563 |
| Range |
0.0061 |
0.0030 |
-0.0031 |
-50.4% |
0.0052 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
79,830 |
63,044 |
-16,786 |
-21.0% |
304,132 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7573 |
0.7513 |
|
| R3 |
0.7560 |
0.7543 |
0.7504 |
|
| R2 |
0.7530 |
0.7530 |
0.7502 |
|
| R1 |
0.7513 |
0.7513 |
0.7499 |
0.7506 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7496 |
| S1 |
0.7483 |
0.7483 |
0.7493 |
0.7476 |
| S2 |
0.7470 |
0.7470 |
0.7491 |
|
| S3 |
0.7440 |
0.7453 |
0.7488 |
|
| S4 |
0.7410 |
0.7423 |
0.7480 |
|
|
| 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 |
0.7487 |
0.0113 |
1.5% |
0.0039 |
0.5% |
8% |
False |
True |
79,612 |
| 10 |
0.7599 |
0.7472 |
0.0127 |
1.7% |
0.0040 |
0.5% |
19% |
False |
False |
77,908 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0039 |
0.5% |
58% |
False |
False |
62,286 |
| 40 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0038 |
0.5% |
72% |
False |
False |
31,493 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
73% |
False |
False |
21,111 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
73% |
False |
False |
15,894 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0032 |
0.4% |
73% |
False |
False |
12,722 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
69% |
False |
False |
10,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7644 |
|
2.618 |
0.7595 |
|
1.618 |
0.7565 |
|
1.000 |
0.7547 |
|
0.618 |
0.7535 |
|
HIGH |
0.7517 |
|
0.618 |
0.7505 |
|
0.500 |
0.7502 |
|
0.382 |
0.7498 |
|
LOW |
0.7487 |
|
0.618 |
0.7468 |
|
1.000 |
0.7457 |
|
1.618 |
0.7438 |
|
2.618 |
0.7408 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7542 |
| PP |
0.7500 |
0.7527 |
| S1 |
0.7498 |
0.7511 |
|