CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7509 |
0.0006 |
0.1% |
0.7559 |
| High |
0.7508 |
0.7509 |
0.0001 |
0.0% |
0.7572 |
| Low |
0.7479 |
0.7470 |
-0.0009 |
-0.1% |
0.7479 |
| Close |
0.7505 |
0.7481 |
-0.0025 |
-0.3% |
0.7498 |
| Range |
0.0030 |
0.0039 |
0.0010 |
32.2% |
0.0094 |
| ATR |
0.0034 |
0.0035 |
0.0000 |
1.0% |
0.0000 |
| Volume |
70 |
145 |
75 |
107.1% |
726 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7581 |
0.7502 |
|
| R3 |
0.7565 |
0.7542 |
0.7491 |
|
| R2 |
0.7526 |
0.7526 |
0.7488 |
|
| R1 |
0.7503 |
0.7503 |
0.7484 |
0.7495 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7482 |
| S1 |
0.7464 |
0.7464 |
0.7477 |
0.7456 |
| S2 |
0.7448 |
0.7448 |
0.7473 |
|
| S3 |
0.7409 |
0.7425 |
0.7470 |
|
| S4 |
0.7370 |
0.7386 |
0.7459 |
|
|
| 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 |
0.7540 |
0.7470 |
0.0070 |
0.9% |
0.0036 |
0.5% |
15% |
False |
True |
128 |
| 10 |
0.7604 |
0.7470 |
0.0134 |
1.8% |
0.0037 |
0.5% |
8% |
False |
True |
133 |
| 20 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0034 |
0.5% |
48% |
False |
False |
127 |
| 40 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0027 |
0.4% |
65% |
False |
False |
95 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0026 |
0.3% |
67% |
False |
False |
82 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0024 |
0.3% |
67% |
False |
False |
65 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0022 |
0.3% |
67% |
False |
False |
53 |
| 120 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0020 |
0.3% |
64% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7675 |
|
2.618 |
0.7611 |
|
1.618 |
0.7572 |
|
1.000 |
0.7548 |
|
0.618 |
0.7533 |
|
HIGH |
0.7509 |
|
0.618 |
0.7494 |
|
0.500 |
0.7490 |
|
0.382 |
0.7485 |
|
LOW |
0.7470 |
|
0.618 |
0.7446 |
|
1.000 |
0.7431 |
|
1.618 |
0.7407 |
|
2.618 |
0.7368 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7505 |
| PP |
0.7487 |
0.7497 |
| S1 |
0.7484 |
0.7489 |
|