CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7439 |
0.0013 |
0.2% |
0.7451 |
| High |
0.7460 |
0.7462 |
0.0003 |
0.0% |
0.7460 |
| Low |
0.7422 |
0.7431 |
0.0010 |
0.1% |
0.7393 |
| Close |
0.7441 |
0.7450 |
0.0010 |
0.1% |
0.7441 |
| Range |
0.0038 |
0.0031 |
-0.0007 |
-18.4% |
0.0067 |
| ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
63,638 |
55,901 |
-7,737 |
-12.2% |
363,244 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7541 |
0.7526 |
0.7467 |
|
| R3 |
0.7510 |
0.7495 |
0.7459 |
|
| R2 |
0.7479 |
0.7479 |
0.7456 |
|
| R1 |
0.7464 |
0.7464 |
0.7453 |
0.7472 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7451 |
| S1 |
0.7433 |
0.7433 |
0.7447 |
0.7441 |
| S2 |
0.7417 |
0.7417 |
0.7444 |
|
| S3 |
0.7386 |
0.7402 |
0.7441 |
|
| S4 |
0.7355 |
0.7371 |
0.7433 |
|
|
| 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 |
0.7462 |
0.7393 |
0.0069 |
0.9% |
0.0036 |
0.5% |
83% |
True |
False |
69,987 |
| 10 |
0.7479 |
0.7391 |
0.0088 |
1.2% |
0.0039 |
0.5% |
67% |
False |
False |
75,367 |
| 20 |
0.7597 |
0.7391 |
0.0206 |
2.8% |
0.0040 |
0.5% |
29% |
False |
False |
73,371 |
| 40 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0039 |
0.5% |
40% |
False |
False |
62,253 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0039 |
0.5% |
62% |
False |
False |
41,658 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
62% |
False |
False |
31,320 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0036 |
0.5% |
62% |
False |
False |
25,095 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0033 |
0.4% |
62% |
False |
False |
20,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7543 |
|
1.618 |
0.7512 |
|
1.000 |
0.7493 |
|
0.618 |
0.7481 |
|
HIGH |
0.7462 |
|
0.618 |
0.7450 |
|
0.500 |
0.7447 |
|
0.382 |
0.7443 |
|
LOW |
0.7431 |
|
0.618 |
0.7412 |
|
1.000 |
0.7400 |
|
1.618 |
0.7381 |
|
2.618 |
0.7350 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7449 |
0.7443 |
| PP |
0.7448 |
0.7435 |
| S1 |
0.7447 |
0.7428 |
|