CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 10-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7509 |
0.7490 |
-0.0019 |
-0.3% |
0.7559 |
High |
0.7509 |
0.7495 |
-0.0014 |
-0.2% |
0.7572 |
Low |
0.7470 |
0.7481 |
0.0011 |
0.1% |
0.7479 |
Close |
0.7481 |
0.7490 |
0.0010 |
0.1% |
0.7498 |
Range |
0.0039 |
0.0015 |
-0.0025 |
-62.8% |
0.0094 |
ATR |
0.0035 |
0.0033 |
-0.0001 |
-4.1% |
0.0000 |
Volume |
145 |
35 |
-110 |
-75.9% |
726 |
|
Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7532 |
0.7526 |
0.7498 |
|
R3 |
0.7518 |
0.7511 |
0.7494 |
|
R2 |
0.7503 |
0.7503 |
0.7493 |
|
R1 |
0.7497 |
0.7497 |
0.7491 |
0.7500 |
PP |
0.7489 |
0.7489 |
0.7489 |
0.7490 |
S1 |
0.7482 |
0.7482 |
0.7489 |
0.7485 |
S2 |
0.7474 |
0.7474 |
0.7487 |
|
S3 |
0.7460 |
0.7468 |
0.7486 |
|
S4 |
0.7445 |
0.7453 |
0.7482 |
|
|
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% |
0.0034 |
0.5% |
29% |
False |
False |
109 |
10 |
0.7604 |
0.7470 |
0.0134 |
1.8% |
0.0035 |
0.5% |
15% |
False |
False |
126 |
20 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0035 |
0.5% |
52% |
False |
False |
125 |
40 |
0.7604 |
0.7268 |
0.0336 |
4.5% |
0.0027 |
0.4% |
66% |
False |
False |
95 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0026 |
0.3% |
70% |
False |
False |
82 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0024 |
0.3% |
70% |
False |
False |
65 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0022 |
0.3% |
70% |
False |
False |
53 |
120 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0020 |
0.3% |
66% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7557 |
2.618 |
0.7533 |
1.618 |
0.7518 |
1.000 |
0.7510 |
0.618 |
0.7504 |
HIGH |
0.7495 |
0.618 |
0.7489 |
0.500 |
0.7488 |
0.382 |
0.7486 |
LOW |
0.7481 |
0.618 |
0.7472 |
1.000 |
0.7466 |
1.618 |
0.7457 |
2.618 |
0.7443 |
4.250 |
0.7419 |
|
|
Fisher Pivots for day following 10-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7489 |
0.7490 |
PP |
0.7489 |
0.7490 |
S1 |
0.7488 |
0.7490 |
|