CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7481 |
0.0006 |
0.1% |
0.7558 |
| High |
0.7489 |
0.7500 |
0.0011 |
0.1% |
0.7568 |
| Low |
0.7473 |
0.7446 |
-0.0028 |
-0.4% |
0.7470 |
| Close |
0.7482 |
0.7472 |
-0.0011 |
-0.1% |
0.7491 |
| Range |
0.0016 |
0.0055 |
0.0039 |
240.6% |
0.0098 |
| ATR |
0.0038 |
0.0040 |
0.0001 |
3.0% |
0.0000 |
| Volume |
49,665 |
88,264 |
38,599 |
77.7% |
300,001 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7608 |
0.7501 |
|
| R3 |
0.7581 |
0.7554 |
0.7486 |
|
| R2 |
0.7527 |
0.7527 |
0.7481 |
|
| R1 |
0.7499 |
0.7499 |
0.7476 |
0.7486 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7466 |
| S1 |
0.7445 |
0.7445 |
0.7467 |
0.7431 |
| S2 |
0.7418 |
0.7418 |
0.7462 |
|
| S3 |
0.7363 |
0.7390 |
0.7457 |
|
| S4 |
0.7309 |
0.7336 |
0.7442 |
|
|
| 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 |
0.7446 |
0.0088 |
1.2% |
0.0042 |
0.6% |
30% |
False |
True |
71,007 |
| 10 |
0.7597 |
0.7446 |
0.0152 |
2.0% |
0.0041 |
0.5% |
17% |
False |
True |
72,484 |
| 20 |
0.7599 |
0.7359 |
0.0240 |
3.2% |
0.0042 |
0.6% |
47% |
False |
False |
78,403 |
| 40 |
0.7599 |
0.7244 |
0.0355 |
4.8% |
0.0039 |
0.5% |
64% |
False |
False |
41,872 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
67% |
False |
False |
28,037 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
67% |
False |
False |
21,088 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0034 |
0.5% |
67% |
False |
False |
16,888 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0030 |
0.4% |
63% |
False |
False |
14,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7643 |
|
1.618 |
0.7588 |
|
1.000 |
0.7555 |
|
0.618 |
0.7534 |
|
HIGH |
0.7500 |
|
0.618 |
0.7479 |
|
0.500 |
0.7473 |
|
0.382 |
0.7466 |
|
LOW |
0.7446 |
|
0.618 |
0.7412 |
|
1.000 |
0.7391 |
|
1.618 |
0.7357 |
|
2.618 |
0.7303 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7474 |
| PP |
0.7472 |
0.7473 |
| S1 |
0.7472 |
0.7472 |
|