CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7417 |
-0.0046 |
-0.6% |
0.7490 |
| High |
0.7479 |
0.7425 |
-0.0055 |
-0.7% |
0.7503 |
| Low |
0.7413 |
0.7391 |
-0.0022 |
-0.3% |
0.7446 |
| Close |
0.7418 |
0.7403 |
-0.0015 |
-0.2% |
0.7467 |
| Range |
0.0067 |
0.0034 |
-0.0033 |
-49.6% |
0.0058 |
| ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
118,864 |
77,394 |
-41,470 |
-34.9% |
327,044 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7488 |
0.7421 |
|
| R3 |
0.7473 |
0.7455 |
0.7412 |
|
| R2 |
0.7440 |
0.7440 |
0.7409 |
|
| R1 |
0.7421 |
0.7421 |
0.7406 |
0.7414 |
| PP |
0.7406 |
0.7406 |
0.7406 |
0.7402 |
| S1 |
0.7388 |
0.7388 |
0.7400 |
0.7380 |
| S2 |
0.7373 |
0.7373 |
0.7397 |
|
| S3 |
0.7339 |
0.7354 |
0.7394 |
|
| S4 |
0.7306 |
0.7321 |
0.7385 |
|
|
| 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 |
0.7501 |
0.7391 |
0.0110 |
1.5% |
0.0042 |
0.6% |
11% |
False |
True |
80,342 |
| 10 |
0.7534 |
0.7391 |
0.0143 |
1.9% |
0.0040 |
0.5% |
8% |
False |
True |
74,347 |
| 20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0040 |
0.5% |
6% |
False |
True |
76,619 |
| 40 |
0.7599 |
0.7276 |
0.0323 |
4.4% |
0.0039 |
0.5% |
39% |
False |
False |
48,435 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
49% |
False |
False |
32,409 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
49% |
False |
False |
24,382 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
49% |
False |
False |
19,525 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0031 |
0.4% |
46% |
False |
False |
16,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7567 |
|
2.618 |
0.7512 |
|
1.618 |
0.7479 |
|
1.000 |
0.7458 |
|
0.618 |
0.7445 |
|
HIGH |
0.7425 |
|
0.618 |
0.7412 |
|
0.500 |
0.7408 |
|
0.382 |
0.7404 |
|
LOW |
0.7391 |
|
0.618 |
0.7370 |
|
1.000 |
0.7358 |
|
1.618 |
0.7337 |
|
2.618 |
0.7303 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7446 |
| PP |
0.7406 |
0.7432 |
| S1 |
0.7405 |
0.7417 |
|