CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7499 |
0.0009 |
0.1% |
0.7558 |
| High |
0.7501 |
0.7503 |
0.0003 |
0.0% |
0.7568 |
| Low |
0.7467 |
0.7462 |
-0.0006 |
-0.1% |
0.7470 |
| Close |
0.7498 |
0.7473 |
-0.0025 |
-0.3% |
0.7491 |
| Range |
0.0034 |
0.0042 |
0.0008 |
23.9% |
0.0098 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
| Volume |
62,869 |
58,720 |
-4,149 |
-6.6% |
300,001 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7580 |
0.7495 |
|
| R3 |
0.7562 |
0.7538 |
0.7484 |
|
| R2 |
0.7521 |
0.7521 |
0.7480 |
|
| R1 |
0.7497 |
0.7497 |
0.7476 |
0.7488 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7475 |
| S1 |
0.7455 |
0.7455 |
0.7469 |
0.7446 |
| S2 |
0.7438 |
0.7438 |
0.7465 |
|
| S3 |
0.7396 |
0.7414 |
0.7461 |
|
| S4 |
0.7355 |
0.7372 |
0.7450 |
|
|
| 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 |
0.7534 |
0.7462 |
0.0072 |
1.0% |
0.0039 |
0.5% |
15% |
False |
True |
68,352 |
| 10 |
0.7599 |
0.7462 |
0.0138 |
1.8% |
0.0040 |
0.5% |
8% |
False |
True |
72,572 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0042 |
0.6% |
48% |
False |
False |
75,473 |
| 40 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
65% |
False |
False |
38,434 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
67% |
False |
False |
25,743 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
67% |
False |
False |
19,366 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0034 |
0.5% |
67% |
False |
False |
15,509 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0030 |
0.4% |
63% |
False |
False |
12,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7612 |
|
1.618 |
0.7570 |
|
1.000 |
0.7545 |
|
0.618 |
0.7529 |
|
HIGH |
0.7503 |
|
0.618 |
0.7487 |
|
0.500 |
0.7482 |
|
0.382 |
0.7477 |
|
LOW |
0.7462 |
|
0.618 |
0.7436 |
|
1.000 |
0.7420 |
|
1.618 |
0.7394 |
|
2.618 |
0.7353 |
|
4.250 |
0.7285 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7498 |
| PP |
0.7479 |
0.7489 |
| S1 |
0.7476 |
0.7481 |
|