CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7399 |
0.7427 |
0.0028 |
0.4% |
0.7451 |
High |
0.7430 |
0.7460 |
0.0030 |
0.4% |
0.7460 |
Low |
0.7393 |
0.7422 |
0.0029 |
0.4% |
0.7393 |
Close |
0.7424 |
0.7441 |
0.0017 |
0.2% |
0.7441 |
Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0067 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-0.3% |
0.0000 |
Volume |
79,205 |
63,638 |
-15,567 |
-19.7% |
363,244 |
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7555 |
0.7536 |
0.7461 |
|
R3 |
0.7517 |
0.7498 |
0.7451 |
|
R2 |
0.7479 |
0.7479 |
0.7447 |
|
R1 |
0.7460 |
0.7460 |
0.7444 |
0.7469 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7445 |
S1 |
0.7422 |
0.7422 |
0.7437 |
0.7431 |
S2 |
0.7403 |
0.7403 |
0.7434 |
|
S3 |
0.7365 |
0.7384 |
0.7430 |
|
S4 |
0.7327 |
0.7346 |
0.7420 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7632 |
0.7603 |
0.7477 |
|
R3 |
0.7565 |
0.7536 |
0.7459 |
|
R2 |
0.7498 |
0.7498 |
0.7453 |
|
R1 |
0.7469 |
0.7469 |
0.7447 |
0.7450 |
PP |
0.7431 |
0.7431 |
0.7431 |
0.7422 |
S1 |
0.7402 |
0.7402 |
0.7434 |
0.7383 |
S2 |
0.7364 |
0.7364 |
0.7428 |
|
S3 |
0.7297 |
0.7335 |
0.7422 |
|
S4 |
0.7230 |
0.7268 |
0.7404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7460 |
0.7393 |
0.0067 |
0.9% |
0.0038 |
0.5% |
71% |
False |
False |
72,648 |
10 |
0.7501 |
0.7391 |
0.0110 |
1.5% |
0.0040 |
0.5% |
45% |
False |
False |
76,529 |
20 |
0.7597 |
0.7391 |
0.0206 |
2.8% |
0.0040 |
0.5% |
24% |
False |
False |
74,507 |
40 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0039 |
0.5% |
36% |
False |
False |
60,893 |
60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
59% |
False |
False |
40,729 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
59% |
False |
False |
30,624 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
59% |
False |
False |
24,537 |
120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0033 |
0.4% |
59% |
False |
False |
20,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7621 |
2.618 |
0.7559 |
1.618 |
0.7521 |
1.000 |
0.7498 |
0.618 |
0.7483 |
HIGH |
0.7460 |
0.618 |
0.7445 |
0.500 |
0.7441 |
0.382 |
0.7436 |
LOW |
0.7422 |
0.618 |
0.7398 |
1.000 |
0.7384 |
1.618 |
0.7360 |
2.618 |
0.7322 |
4.250 |
0.7260 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7436 |
PP |
0.7441 |
0.7431 |
S1 |
0.7441 |
0.7426 |
|