CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7559 |
0.0001 |
0.0% |
0.7561 |
| High |
0.7604 |
0.7572 |
-0.0032 |
-0.4% |
0.7604 |
| Low |
0.7554 |
0.7516 |
-0.0039 |
-0.5% |
0.7554 |
| Close |
0.7570 |
0.7519 |
-0.0051 |
-0.7% |
0.7570 |
| Range |
0.0050 |
0.0057 |
0.0007 |
14.1% |
0.0050 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
5.5% |
0.0000 |
| Volume |
94 |
301 |
207 |
220.2% |
391 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7668 |
0.7550 |
|
| R3 |
0.7648 |
0.7612 |
0.7534 |
|
| R2 |
0.7592 |
0.7592 |
0.7529 |
|
| R1 |
0.7555 |
0.7555 |
0.7524 |
0.7545 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7530 |
| S1 |
0.7499 |
0.7499 |
0.7513 |
0.7489 |
| S2 |
0.7479 |
0.7479 |
0.7508 |
|
| S3 |
0.7422 |
0.7442 |
0.7503 |
|
| S4 |
0.7366 |
0.7386 |
0.7487 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7696 |
0.7597 |
|
| R3 |
0.7675 |
0.7647 |
0.7583 |
|
| R2 |
0.7625 |
0.7625 |
0.7579 |
|
| R1 |
0.7597 |
0.7597 |
0.7574 |
0.7611 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7583 |
| S1 |
0.7548 |
0.7548 |
0.7565 |
0.7562 |
| S2 |
0.7526 |
0.7526 |
0.7560 |
|
| S3 |
0.7477 |
0.7498 |
0.7556 |
|
| S4 |
0.7427 |
0.7449 |
0.7542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7516 |
0.0088 |
1.2% |
0.0037 |
0.5% |
3% |
False |
True |
138 |
| 10 |
0.7604 |
0.7478 |
0.0126 |
1.7% |
0.0034 |
0.4% |
32% |
False |
False |
113 |
| 20 |
0.7604 |
0.7367 |
0.0237 |
3.1% |
0.0029 |
0.4% |
64% |
False |
False |
122 |
| 40 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0025 |
0.3% |
76% |
False |
False |
82 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0025 |
0.3% |
77% |
False |
False |
74 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0022 |
0.3% |
77% |
False |
False |
57 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0021 |
0.3% |
77% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7812 |
|
2.618 |
0.7720 |
|
1.618 |
0.7663 |
|
1.000 |
0.7629 |
|
0.618 |
0.7607 |
|
HIGH |
0.7572 |
|
0.618 |
0.7550 |
|
0.500 |
0.7544 |
|
0.382 |
0.7537 |
|
LOW |
0.7516 |
|
0.618 |
0.7481 |
|
1.000 |
0.7459 |
|
1.618 |
0.7424 |
|
2.618 |
0.7368 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7560 |
| PP |
0.7535 |
0.7546 |
| S1 |
0.7527 |
0.7532 |
|