CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7451 |
0.0031 |
0.4% |
0.7463 |
| High |
0.7453 |
0.7460 |
0.0007 |
0.1% |
0.7479 |
| Low |
0.7412 |
0.7423 |
0.0011 |
0.1% |
0.7391 |
| Close |
0.7449 |
0.7427 |
-0.0023 |
-0.3% |
0.7449 |
| Range |
0.0041 |
0.0038 |
-0.0004 |
-8.5% |
0.0088 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
62,204 |
69,207 |
7,003 |
11.3% |
334,526 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7549 |
0.7525 |
0.7447 |
|
| R3 |
0.7511 |
0.7488 |
0.7437 |
|
| R2 |
0.7474 |
0.7474 |
0.7433 |
|
| R1 |
0.7450 |
0.7450 |
0.7430 |
0.7443 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7433 |
| S1 |
0.7413 |
0.7413 |
0.7423 |
0.7406 |
| S2 |
0.7399 |
0.7399 |
0.7420 |
|
| S3 |
0.7361 |
0.7375 |
0.7416 |
|
| S4 |
0.7324 |
0.7338 |
0.7406 |
|
|
| 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 |
0.7479 |
0.7391 |
0.0088 |
1.2% |
0.0042 |
0.6% |
40% |
False |
False |
80,746 |
| 10 |
0.7503 |
0.7391 |
0.0112 |
1.5% |
0.0039 |
0.5% |
32% |
False |
False |
73,077 |
| 20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0041 |
0.5% |
17% |
False |
False |
75,022 |
| 40 |
0.7599 |
0.7279 |
0.0321 |
4.3% |
0.0039 |
0.5% |
46% |
False |
False |
53,598 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
55% |
False |
False |
35,855 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
55% |
False |
False |
26,959 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
55% |
False |
False |
21,600 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0032 |
0.4% |
55% |
False |
False |
18,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7619 |
|
2.618 |
0.7558 |
|
1.618 |
0.7521 |
|
1.000 |
0.7498 |
|
0.618 |
0.7483 |
|
HIGH |
0.7460 |
|
0.618 |
0.7446 |
|
0.500 |
0.7441 |
|
0.382 |
0.7437 |
|
LOW |
0.7423 |
|
0.618 |
0.7399 |
|
1.000 |
0.7385 |
|
1.618 |
0.7362 |
|
2.618 |
0.7324 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7428 |
| PP |
0.7436 |
0.7427 |
| S1 |
0.7431 |
0.7427 |
|