CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7475 |
-0.0025 |
-0.3% |
0.7558 |
| High |
0.7503 |
0.7489 |
-0.0014 |
-0.2% |
0.7568 |
| Low |
0.7462 |
0.7473 |
0.0012 |
0.2% |
0.7470 |
| Close |
0.7473 |
0.7482 |
0.0010 |
0.1% |
0.7491 |
| Range |
0.0042 |
0.0016 |
-0.0026 |
-61.4% |
0.0098 |
| ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
58,720 |
49,665 |
-9,055 |
-15.4% |
300,001 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7522 |
0.7491 |
|
| R3 |
0.7513 |
0.7506 |
0.7486 |
|
| R2 |
0.7497 |
0.7497 |
0.7485 |
|
| R1 |
0.7490 |
0.7490 |
0.7483 |
0.7494 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7483 |
| S1 |
0.7474 |
0.7474 |
0.7481 |
0.7478 |
| S2 |
0.7465 |
0.7465 |
0.7479 |
|
| S3 |
0.7449 |
0.7458 |
0.7478 |
|
| S4 |
0.7433 |
0.7442 |
0.7473 |
|
|
| 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% |
0.0036 |
0.5% |
28% |
False |
False |
65,676 |
| 10 |
0.7599 |
0.7462 |
0.0138 |
1.8% |
0.0038 |
0.5% |
15% |
False |
False |
72,644 |
| 20 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0041 |
0.5% |
52% |
False |
False |
77,042 |
| 40 |
0.7599 |
0.7244 |
0.0355 |
4.7% |
0.0039 |
0.5% |
67% |
False |
False |
39,670 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
70% |
False |
False |
26,568 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
70% |
False |
False |
19,985 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0034 |
0.5% |
70% |
False |
False |
16,006 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0030 |
0.4% |
65% |
False |
False |
13,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7531 |
|
1.618 |
0.7515 |
|
1.000 |
0.7505 |
|
0.618 |
0.7499 |
|
HIGH |
0.7489 |
|
0.618 |
0.7483 |
|
0.500 |
0.7481 |
|
0.382 |
0.7479 |
|
LOW |
0.7473 |
|
0.618 |
0.7463 |
|
1.000 |
0.7457 |
|
1.618 |
0.7447 |
|
2.618 |
0.7431 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7482 |
| PP |
0.7481 |
0.7482 |
| S1 |
0.7481 |
0.7482 |
|