CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7435 |
0.0011 |
0.1% |
0.7463 |
| High |
0.7439 |
0.7451 |
0.0013 |
0.2% |
0.7479 |
| Low |
0.7417 |
0.7397 |
-0.0020 |
-0.3% |
0.7391 |
| Close |
0.7430 |
0.7405 |
-0.0026 |
-0.3% |
0.7449 |
| Range |
0.0022 |
0.0054 |
0.0033 |
151.2% |
0.0088 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.8% |
0.0000 |
| Volume |
65,571 |
85,623 |
20,052 |
30.6% |
334,526 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7546 |
0.7434 |
|
| R3 |
0.7526 |
0.7492 |
0.7419 |
|
| R2 |
0.7472 |
0.7472 |
0.7414 |
|
| R1 |
0.7438 |
0.7438 |
0.7409 |
0.7428 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7412 |
| S1 |
0.7384 |
0.7384 |
0.7400 |
0.7374 |
| S2 |
0.7364 |
0.7364 |
0.7395 |
|
| S3 |
0.7310 |
0.7330 |
0.7390 |
|
| S4 |
0.7256 |
0.7276 |
0.7375 |
|
|
| 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 |
0.7395 |
0.0065 |
0.9% |
0.0037 |
0.5% |
15% |
False |
False |
71,733 |
| 10 |
0.7501 |
0.7391 |
0.0110 |
1.5% |
0.0039 |
0.5% |
12% |
False |
False |
76,038 |
| 20 |
0.7599 |
0.7391 |
0.0208 |
2.8% |
0.0040 |
0.5% |
6% |
False |
False |
74,305 |
| 40 |
0.7599 |
0.7338 |
0.0262 |
3.5% |
0.0039 |
0.5% |
26% |
False |
False |
57,352 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
50% |
False |
False |
38,359 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
50% |
False |
False |
28,846 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
50% |
False |
False |
23,112 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0032 |
0.4% |
50% |
False |
False |
19,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7592 |
|
1.618 |
0.7538 |
|
1.000 |
0.7505 |
|
0.618 |
0.7484 |
|
HIGH |
0.7451 |
|
0.618 |
0.7430 |
|
0.500 |
0.7424 |
|
0.382 |
0.7418 |
|
LOW |
0.7397 |
|
0.618 |
0.7364 |
|
1.000 |
0.7343 |
|
1.618 |
0.7310 |
|
2.618 |
0.7256 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7429 |
| PP |
0.7418 |
0.7421 |
| S1 |
0.7411 |
0.7413 |
|