CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7495 |
0.0006 |
0.1% |
0.7559 |
| High |
0.7495 |
0.7503 |
0.0008 |
0.1% |
0.7572 |
| Low |
0.7481 |
0.7454 |
-0.0027 |
-0.4% |
0.7479 |
| Close |
0.7490 |
0.7479 |
-0.0011 |
-0.1% |
0.7498 |
| Range |
0.0015 |
0.0049 |
0.0034 |
234.5% |
0.0094 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
3.3% |
0.0000 |
| Volume |
35 |
159 |
124 |
354.3% |
726 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7624 |
0.7600 |
0.7506 |
|
| R3 |
0.7576 |
0.7552 |
0.7492 |
|
| R2 |
0.7527 |
0.7527 |
0.7488 |
|
| R1 |
0.7503 |
0.7503 |
0.7483 |
0.7491 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7472 |
| S1 |
0.7455 |
0.7455 |
0.7475 |
0.7442 |
| S2 |
0.7430 |
0.7430 |
0.7470 |
|
| S3 |
0.7382 |
0.7406 |
0.7466 |
|
| S4 |
0.7333 |
0.7358 |
0.7452 |
|
|
| 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 |
0.7454 |
0.0086 |
1.1% |
0.0039 |
0.5% |
29% |
False |
True |
108 |
| 10 |
0.7604 |
0.7454 |
0.0150 |
2.0% |
0.0038 |
0.5% |
17% |
False |
True |
130 |
| 20 |
0.7604 |
0.7379 |
0.0225 |
3.0% |
0.0036 |
0.5% |
45% |
False |
False |
131 |
| 40 |
0.7604 |
0.7286 |
0.0318 |
4.2% |
0.0028 |
0.4% |
61% |
False |
False |
99 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0026 |
0.4% |
67% |
False |
False |
85 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0024 |
0.3% |
67% |
False |
False |
67 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0022 |
0.3% |
67% |
False |
False |
55 |
| 120 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0020 |
0.3% |
63% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7629 |
|
1.618 |
0.7581 |
|
1.000 |
0.7551 |
|
0.618 |
0.7532 |
|
HIGH |
0.7503 |
|
0.618 |
0.7484 |
|
0.500 |
0.7478 |
|
0.382 |
0.7473 |
|
LOW |
0.7454 |
|
0.618 |
0.7424 |
|
1.000 |
0.7406 |
|
1.618 |
0.7376 |
|
2.618 |
0.7327 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7479 |
0.7482 |
| PP |
0.7479 |
0.7481 |
| S1 |
0.7478 |
0.7480 |
|