CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7410 |
-0.0007 |
-0.1% |
0.7490 |
| High |
0.7425 |
0.7424 |
-0.0001 |
0.0% |
0.7503 |
| Low |
0.7391 |
0.7395 |
0.0004 |
0.1% |
0.7446 |
| Close |
0.7403 |
0.7411 |
0.0008 |
0.1% |
0.7467 |
| Range |
0.0034 |
0.0029 |
-0.0005 |
-13.4% |
0.0058 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
77,394 |
76,064 |
-1,330 |
-1.7% |
327,044 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7497 |
0.7483 |
0.7427 |
|
| R3 |
0.7468 |
0.7454 |
0.7419 |
|
| R2 |
0.7439 |
0.7439 |
0.7416 |
|
| R1 |
0.7425 |
0.7425 |
0.7414 |
0.7432 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7414 |
| S1 |
0.7396 |
0.7396 |
0.7408 |
0.7403 |
| S2 |
0.7381 |
0.7381 |
0.7406 |
|
| S3 |
0.7352 |
0.7367 |
0.7403 |
|
| S4 |
0.7323 |
0.7338 |
0.7395 |
|
|
| 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% |
0.0044 |
0.6% |
18% |
False |
False |
85,622 |
| 10 |
0.7534 |
0.7391 |
0.0143 |
1.9% |
0.0040 |
0.5% |
14% |
False |
False |
75,649 |
| 20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0040 |
0.5% |
10% |
False |
False |
76,779 |
| 40 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0039 |
0.5% |
41% |
False |
False |
50,326 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
51% |
False |
False |
33,673 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
51% |
False |
False |
25,322 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
51% |
False |
False |
20,286 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0031 |
0.4% |
48% |
False |
False |
16,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7500 |
|
1.618 |
0.7471 |
|
1.000 |
0.7453 |
|
0.618 |
0.7442 |
|
HIGH |
0.7424 |
|
0.618 |
0.7413 |
|
0.500 |
0.7410 |
|
0.382 |
0.7406 |
|
LOW |
0.7395 |
|
0.618 |
0.7377 |
|
1.000 |
0.7366 |
|
1.618 |
0.7348 |
|
2.618 |
0.7319 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7435 |
| PP |
0.7410 |
0.7427 |
| S1 |
0.7410 |
0.7419 |
|