CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7468 |
0.0008 |
0.1% |
0.7451 |
| High |
0.7470 |
0.7491 |
0.0021 |
0.3% |
0.7460 |
| Low |
0.7442 |
0.7442 |
0.0000 |
0.0% |
0.7393 |
| Close |
0.7468 |
0.7467 |
-0.0002 |
0.0% |
0.7441 |
| Range |
0.0029 |
0.0049 |
0.0021 |
71.9% |
0.0067 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
2.0% |
0.0000 |
| Volume |
61,081 |
106,219 |
45,138 |
73.9% |
363,244 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7589 |
0.7493 |
|
| R3 |
0.7564 |
0.7540 |
0.7480 |
|
| R2 |
0.7515 |
0.7515 |
0.7475 |
|
| R1 |
0.7491 |
0.7491 |
0.7471 |
0.7479 |
| PP |
0.7466 |
0.7466 |
0.7466 |
0.7460 |
| S1 |
0.7442 |
0.7442 |
0.7462 |
0.7430 |
| S2 |
0.7417 |
0.7417 |
0.7458 |
|
| S3 |
0.7368 |
0.7393 |
0.7453 |
|
| S4 |
0.7319 |
0.7344 |
0.7440 |
|
|
| 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 |
0.7491 |
0.7393 |
0.0098 |
1.3% |
0.0037 |
0.5% |
75% |
True |
False |
73,208 |
| 10 |
0.7491 |
0.7393 |
0.0098 |
1.3% |
0.0037 |
0.5% |
75% |
True |
False |
72,471 |
| 20 |
0.7534 |
0.7391 |
0.0143 |
1.9% |
0.0039 |
0.5% |
53% |
False |
False |
73,409 |
| 40 |
0.7599 |
0.7354 |
0.0246 |
3.3% |
0.0039 |
0.5% |
46% |
False |
False |
66,342 |
| 60 |
0.7599 |
0.7233 |
0.0366 |
4.9% |
0.0039 |
0.5% |
64% |
False |
False |
44,426 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
66% |
False |
False |
33,400 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0037 |
0.5% |
66% |
False |
False |
26,767 |
| 120 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0033 |
0.4% |
66% |
False |
False |
22,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7699 |
|
2.618 |
0.7619 |
|
1.618 |
0.7570 |
|
1.000 |
0.7540 |
|
0.618 |
0.7521 |
|
HIGH |
0.7491 |
|
0.618 |
0.7472 |
|
0.500 |
0.7466 |
|
0.382 |
0.7460 |
|
LOW |
0.7442 |
|
0.618 |
0.7411 |
|
1.000 |
0.7393 |
|
1.618 |
0.7362 |
|
2.618 |
0.7313 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7465 |
| PP |
0.7466 |
0.7463 |
| S1 |
0.7466 |
0.7461 |
|