CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7471 |
-0.0010 |
-0.1% |
0.7490 |
| High |
0.7500 |
0.7501 |
0.0001 |
0.0% |
0.7503 |
| Low |
0.7446 |
0.7463 |
0.0018 |
0.2% |
0.7446 |
| Close |
0.7472 |
0.7467 |
-0.0005 |
-0.1% |
0.7467 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.3% |
0.0058 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
88,264 |
67,526 |
-20,738 |
-23.5% |
327,044 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7567 |
0.7487 |
|
| R3 |
0.7553 |
0.7529 |
0.7477 |
|
| R2 |
0.7515 |
0.7515 |
0.7473 |
|
| R1 |
0.7491 |
0.7491 |
0.7470 |
0.7484 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7473 |
| S1 |
0.7453 |
0.7453 |
0.7463 |
0.7446 |
| S2 |
0.7439 |
0.7439 |
0.7460 |
|
| S3 |
0.7401 |
0.7415 |
0.7456 |
|
| S4 |
0.7363 |
0.7377 |
0.7446 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7613 |
0.7498 |
|
| R3 |
0.7587 |
0.7555 |
0.7482 |
|
| R2 |
0.7529 |
0.7529 |
0.7477 |
|
| R1 |
0.7498 |
0.7498 |
0.7472 |
0.7485 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7465 |
| S1 |
0.7440 |
0.7440 |
0.7461 |
0.7427 |
| S2 |
0.7414 |
0.7414 |
0.7456 |
|
| S3 |
0.7357 |
0.7383 |
0.7451 |
|
| S4 |
0.7299 |
0.7325 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7503 |
0.7446 |
0.0058 |
0.8% |
0.0037 |
0.5% |
37% |
False |
False |
65,408 |
| 10 |
0.7597 |
0.7446 |
0.0152 |
2.0% |
0.0042 |
0.6% |
14% |
False |
False |
71,376 |
| 20 |
0.7599 |
0.7410 |
0.0189 |
2.5% |
0.0041 |
0.5% |
30% |
False |
False |
77,701 |
| 40 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0038 |
0.5% |
59% |
False |
False |
43,546 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
66% |
False |
False |
29,149 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
66% |
False |
False |
21,931 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0034 |
0.5% |
66% |
False |
False |
17,563 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0030 |
0.4% |
62% |
False |
False |
14,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7600 |
|
1.618 |
0.7562 |
|
1.000 |
0.7539 |
|
0.618 |
0.7524 |
|
HIGH |
0.7501 |
|
0.618 |
0.7486 |
|
0.500 |
0.7482 |
|
0.382 |
0.7478 |
|
LOW |
0.7463 |
|
0.618 |
0.7440 |
|
1.000 |
0.7425 |
|
1.618 |
0.7402 |
|
2.618 |
0.7364 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7473 |
| PP |
0.7477 |
0.7471 |
| S1 |
0.7472 |
0.7469 |
|