CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7500 |
-0.0007 |
-0.1% |
0.7559 |
| High |
0.7524 |
0.7540 |
0.0017 |
0.2% |
0.7572 |
| Low |
0.7498 |
0.7479 |
-0.0020 |
-0.3% |
0.7479 |
| Close |
0.7503 |
0.7498 |
-0.0005 |
-0.1% |
0.7498 |
| Range |
0.0026 |
0.0062 |
0.0036 |
141.2% |
0.0094 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
6.4% |
0.0000 |
| Volume |
164 |
132 |
-32 |
-19.5% |
726 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7656 |
0.7532 |
|
| R3 |
0.7629 |
0.7594 |
0.7515 |
|
| R2 |
0.7567 |
0.7567 |
0.7509 |
|
| R1 |
0.7533 |
0.7533 |
0.7504 |
0.7519 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7499 |
| S1 |
0.7471 |
0.7471 |
0.7492 |
0.7458 |
| S2 |
0.7444 |
0.7444 |
0.7487 |
|
| S3 |
0.7383 |
0.7410 |
0.7481 |
|
| S4 |
0.7321 |
0.7348 |
0.7464 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7741 |
0.7549 |
|
| R3 |
0.7703 |
0.7647 |
0.7524 |
|
| R2 |
0.7610 |
0.7610 |
0.7515 |
|
| R1 |
0.7554 |
0.7554 |
0.7507 |
0.7535 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7507 |
| S1 |
0.7460 |
0.7460 |
0.7489 |
0.7442 |
| S2 |
0.7423 |
0.7423 |
0.7481 |
|
| S3 |
0.7329 |
0.7367 |
0.7472 |
|
| S4 |
0.7236 |
0.7273 |
0.7447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7479 |
0.0125 |
1.7% |
0.0044 |
0.6% |
16% |
False |
True |
164 |
| 10 |
0.7604 |
0.7479 |
0.0125 |
1.7% |
0.0038 |
0.5% |
16% |
False |
True |
135 |
| 20 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0032 |
0.4% |
55% |
False |
False |
124 |
| 40 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0026 |
0.4% |
70% |
False |
False |
91 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0025 |
0.3% |
72% |
False |
False |
79 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0023 |
0.3% |
72% |
False |
False |
62 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0021 |
0.3% |
72% |
False |
False |
50 |
| 120 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0020 |
0.3% |
68% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7701 |
|
1.618 |
0.7640 |
|
1.000 |
0.7602 |
|
0.618 |
0.7578 |
|
HIGH |
0.7540 |
|
0.618 |
0.7517 |
|
0.500 |
0.7509 |
|
0.382 |
0.7502 |
|
LOW |
0.7479 |
|
0.618 |
0.7440 |
|
1.000 |
0.7417 |
|
1.618 |
0.7379 |
|
2.618 |
0.7317 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7509 |
0.7509 |
| PP |
0.7506 |
0.7506 |
| S1 |
0.7502 |
0.7502 |
|