CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7497 |
-0.0017 |
-0.2% |
0.7550 |
| High |
0.7517 |
0.7517 |
0.0001 |
0.0% |
0.7599 |
| Low |
0.7487 |
0.7490 |
0.0003 |
0.0% |
0.7547 |
| Close |
0.7496 |
0.7495 |
-0.0001 |
0.0% |
0.7563 |
| Range |
0.0030 |
0.0028 |
-0.0003 |
-8.3% |
0.0052 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
63,044 |
61,610 |
-1,434 |
-2.3% |
304,132 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7567 |
0.7510 |
|
| R3 |
0.7556 |
0.7539 |
0.7503 |
|
| R2 |
0.7528 |
0.7528 |
0.7500 |
|
| R1 |
0.7512 |
0.7512 |
0.7498 |
0.7506 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7498 |
| S1 |
0.7484 |
0.7484 |
0.7492 |
0.7479 |
| S2 |
0.7473 |
0.7473 |
0.7490 |
|
| S3 |
0.7446 |
0.7457 |
0.7487 |
|
| S4 |
0.7418 |
0.7429 |
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 |
0.7597 |
0.7487 |
0.0111 |
1.5% |
0.0040 |
0.5% |
8% |
False |
False |
73,961 |
| 10 |
0.7599 |
0.7487 |
0.0113 |
1.5% |
0.0039 |
0.5% |
8% |
False |
False |
76,092 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0038 |
0.5% |
58% |
False |
False |
65,256 |
| 40 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0038 |
0.5% |
72% |
False |
False |
33,026 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
73% |
False |
False |
22,135 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
73% |
False |
False |
16,664 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0032 |
0.4% |
73% |
False |
False |
13,338 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
68% |
False |
False |
11,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7589 |
|
1.618 |
0.7561 |
|
1.000 |
0.7545 |
|
0.618 |
0.7534 |
|
HIGH |
0.7517 |
|
0.618 |
0.7506 |
|
0.500 |
0.7503 |
|
0.382 |
0.7500 |
|
LOW |
0.7490 |
|
0.618 |
0.7473 |
|
1.000 |
0.7462 |
|
1.618 |
0.7445 |
|
2.618 |
0.7418 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7503 |
0.7527 |
| PP |
0.7501 |
0.7517 |
| S1 |
0.7498 |
0.7506 |
|