CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7451 |
0.7424 |
-0.0027 |
-0.4% |
0.7463 |
| High |
0.7460 |
0.7439 |
-0.0022 |
-0.3% |
0.7479 |
| Low |
0.7423 |
0.7417 |
-0.0006 |
-0.1% |
0.7391 |
| Close |
0.7427 |
0.7430 |
0.0004 |
0.0% |
0.7449 |
| Range |
0.0038 |
0.0022 |
-0.0016 |
-42.7% |
0.0088 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
69,207 |
65,571 |
-3,636 |
-5.3% |
334,526 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7493 |
0.7483 |
0.7442 |
|
| R3 |
0.7472 |
0.7462 |
0.7436 |
|
| R2 |
0.7450 |
0.7450 |
0.7434 |
|
| R1 |
0.7440 |
0.7440 |
0.7432 |
0.7445 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7431 |
| S1 |
0.7419 |
0.7419 |
0.7428 |
0.7424 |
| S2 |
0.7407 |
0.7407 |
0.7426 |
|
| S3 |
0.7386 |
0.7397 |
0.7424 |
|
| S4 |
0.7364 |
0.7376 |
0.7418 |
|
|
| 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 |
0.7460 |
0.7391 |
0.0069 |
0.9% |
0.0033 |
0.4% |
57% |
False |
False |
70,088 |
| 10 |
0.7503 |
0.7391 |
0.0112 |
1.5% |
0.0038 |
0.5% |
35% |
False |
False |
73,347 |
| 20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0039 |
0.5% |
19% |
False |
False |
74,198 |
| 40 |
0.7599 |
0.7307 |
0.0292 |
3.9% |
0.0039 |
0.5% |
42% |
False |
False |
55,227 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
56% |
False |
False |
36,938 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
56% |
False |
False |
27,777 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
56% |
False |
False |
22,255 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0031 |
0.4% |
56% |
False |
False |
18,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7495 |
|
1.618 |
0.7473 |
|
1.000 |
0.7460 |
|
0.618 |
0.7452 |
|
HIGH |
0.7439 |
|
0.618 |
0.7430 |
|
0.500 |
0.7428 |
|
0.382 |
0.7425 |
|
LOW |
0.7417 |
|
0.618 |
0.7404 |
|
1.000 |
0.7396 |
|
1.618 |
0.7382 |
|
2.618 |
0.7361 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7436 |
| PP |
0.7429 |
0.7434 |
| S1 |
0.7428 |
0.7432 |
|