CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7497 |
0.7499 |
0.0002 |
0.0% |
0.7558 |
| High |
0.7517 |
0.7534 |
0.0017 |
0.2% |
0.7568 |
| Low |
0.7490 |
0.7470 |
-0.0020 |
-0.3% |
0.7470 |
| Close |
0.7495 |
0.7491 |
-0.0004 |
-0.1% |
0.7491 |
| Range |
0.0028 |
0.0064 |
0.0036 |
130.9% |
0.0098 |
| ATR |
0.0039 |
0.0040 |
0.0002 |
4.6% |
0.0000 |
| Volume |
61,610 |
95,517 |
33,907 |
55.0% |
300,001 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7653 |
0.7526 |
|
| R3 |
0.7625 |
0.7590 |
0.7508 |
|
| R2 |
0.7562 |
0.7562 |
0.7503 |
|
| R1 |
0.7526 |
0.7526 |
0.7497 |
0.7512 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7491 |
| S1 |
0.7463 |
0.7463 |
0.7485 |
0.7449 |
| S2 |
0.7435 |
0.7435 |
0.7479 |
|
| S3 |
0.7371 |
0.7399 |
0.7474 |
|
| S4 |
0.7308 |
0.7336 |
0.7456 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7804 |
0.7745 |
0.7545 |
|
| R3 |
0.7706 |
0.7647 |
0.7518 |
|
| R2 |
0.7608 |
0.7608 |
0.7509 |
|
| R1 |
0.7549 |
0.7549 |
0.7500 |
0.7530 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7500 |
| S1 |
0.7451 |
0.7451 |
0.7482 |
0.7432 |
| S2 |
0.7412 |
0.7412 |
0.7473 |
|
| S3 |
0.7314 |
0.7353 |
0.7464 |
|
| S4 |
0.7216 |
0.7255 |
0.7437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7470 |
0.0127 |
1.7% |
0.0046 |
0.6% |
17% |
False |
True |
77,344 |
| 10 |
0.7599 |
0.7470 |
0.0129 |
1.7% |
0.0042 |
0.6% |
16% |
False |
True |
76,966 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0040 |
0.5% |
56% |
False |
False |
69,871 |
| 40 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
70% |
False |
False |
35,406 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
72% |
False |
False |
23,725 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
72% |
False |
False |
17,850 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0033 |
0.4% |
72% |
False |
False |
14,294 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
68% |
False |
False |
11,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7803 |
|
2.618 |
0.7700 |
|
1.618 |
0.7636 |
|
1.000 |
0.7597 |
|
0.618 |
0.7573 |
|
HIGH |
0.7534 |
|
0.618 |
0.7509 |
|
0.500 |
0.7502 |
|
0.382 |
0.7494 |
|
LOW |
0.7470 |
|
0.618 |
0.7431 |
|
1.000 |
0.7407 |
|
1.618 |
0.7367 |
|
2.618 |
0.7304 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7502 |
| PP |
0.7498 |
0.7498 |
| S1 |
0.7495 |
0.7495 |
|