CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 19-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7410 |
0.7421 |
0.0011 |
0.1% |
0.7463 |
High |
0.7424 |
0.7453 |
0.0029 |
0.4% |
0.7479 |
Low |
0.7395 |
0.7412 |
0.0017 |
0.2% |
0.7391 |
Close |
0.7411 |
0.7449 |
0.0038 |
0.5% |
0.7449 |
Range |
0.0029 |
0.0041 |
0.0012 |
41.4% |
0.0088 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.4% |
0.0000 |
Volume |
76,064 |
62,204 |
-13,860 |
-18.2% |
334,526 |
|
Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7561 |
0.7546 |
0.7472 |
|
R3 |
0.7520 |
0.7505 |
0.7460 |
|
R2 |
0.7479 |
0.7479 |
0.7457 |
|
R1 |
0.7464 |
0.7464 |
0.7453 |
0.7472 |
PP |
0.7438 |
0.7438 |
0.7438 |
0.7442 |
S1 |
0.7423 |
0.7423 |
0.7445 |
0.7431 |
S2 |
0.7397 |
0.7397 |
0.7441 |
|
S3 |
0.7356 |
0.7382 |
0.7438 |
|
S4 |
0.7315 |
0.7341 |
0.7426 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7704 |
0.7664 |
0.7497 |
|
R3 |
0.7616 |
0.7576 |
0.7473 |
|
R2 |
0.7528 |
0.7528 |
0.7465 |
|
R1 |
0.7488 |
0.7488 |
0.7457 |
0.7464 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7428 |
S1 |
0.7400 |
0.7400 |
0.7441 |
0.7376 |
S2 |
0.7352 |
0.7352 |
0.7433 |
|
S3 |
0.7264 |
0.7312 |
0.7425 |
|
S4 |
0.7176 |
0.7224 |
0.7401 |
|
|
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% |
53% |
False |
False |
80,410 |
10 |
0.7534 |
0.7391 |
0.0143 |
1.9% |
0.0042 |
0.6% |
41% |
False |
False |
75,708 |
20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0040 |
0.5% |
28% |
False |
False |
75,900 |
40 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0039 |
0.5% |
53% |
False |
False |
51,876 |
60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
61% |
False |
False |
34,706 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
61% |
False |
False |
26,096 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
61% |
False |
False |
20,908 |
120 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0031 |
0.4% |
57% |
False |
False |
17,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7627 |
2.618 |
0.7560 |
1.618 |
0.7519 |
1.000 |
0.7494 |
0.618 |
0.7478 |
HIGH |
0.7453 |
0.618 |
0.7437 |
0.500 |
0.7433 |
0.382 |
0.7428 |
LOW |
0.7412 |
0.618 |
0.7387 |
1.000 |
0.7371 |
1.618 |
0.7346 |
2.618 |
0.7305 |
4.250 |
0.7238 |
|
|
Fisher Pivots for day following 19-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7444 |
0.7440 |
PP |
0.7438 |
0.7431 |
S1 |
0.7433 |
0.7422 |
|