CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 12-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7495 |
0.7487 |
-0.0009 |
-0.1% |
0.7503 |
High |
0.7503 |
0.7508 |
0.0005 |
0.1% |
0.7509 |
Low |
0.7454 |
0.7471 |
0.0017 |
0.2% |
0.7454 |
Close |
0.7479 |
0.7474 |
-0.0006 |
-0.1% |
0.7474 |
Range |
0.0049 |
0.0037 |
-0.0012 |
-23.7% |
0.0055 |
ATR |
0.0034 |
0.0034 |
0.0000 |
0.6% |
0.0000 |
Volume |
159 |
443 |
284 |
178.6% |
852 |
|
Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7595 |
0.7571 |
0.7494 |
|
R3 |
0.7558 |
0.7534 |
0.7484 |
|
R2 |
0.7521 |
0.7521 |
0.7480 |
|
R1 |
0.7497 |
0.7497 |
0.7477 |
0.7491 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7481 |
S1 |
0.7460 |
0.7460 |
0.7470 |
0.7454 |
S2 |
0.7447 |
0.7447 |
0.7467 |
|
S3 |
0.7410 |
0.7423 |
0.7463 |
|
S4 |
0.7373 |
0.7386 |
0.7453 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7614 |
0.7504 |
|
R3 |
0.7589 |
0.7559 |
0.7489 |
|
R2 |
0.7534 |
0.7534 |
0.7484 |
|
R1 |
0.7504 |
0.7504 |
0.7479 |
0.7491 |
PP |
0.7479 |
0.7479 |
0.7479 |
0.7473 |
S1 |
0.7449 |
0.7449 |
0.7468 |
0.7436 |
S2 |
0.7424 |
0.7424 |
0.7463 |
|
S3 |
0.7369 |
0.7394 |
0.7458 |
|
S4 |
0.7314 |
0.7339 |
0.7443 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7509 |
0.7454 |
0.0055 |
0.7% |
0.0034 |
0.5% |
35% |
False |
False |
170 |
10 |
0.7604 |
0.7454 |
0.0150 |
2.0% |
0.0039 |
0.5% |
13% |
False |
False |
167 |
20 |
0.7604 |
0.7430 |
0.0174 |
2.3% |
0.0035 |
0.5% |
25% |
False |
False |
148 |
40 |
0.7604 |
0.7286 |
0.0318 |
4.2% |
0.0028 |
0.4% |
59% |
False |
False |
108 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
66% |
False |
False |
92 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0025 |
0.3% |
66% |
False |
False |
73 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0022 |
0.3% |
66% |
False |
False |
59 |
120 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0021 |
0.3% |
62% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7665 |
2.618 |
0.7604 |
1.618 |
0.7567 |
1.000 |
0.7545 |
0.618 |
0.7530 |
HIGH |
0.7508 |
0.618 |
0.7493 |
0.500 |
0.7489 |
0.382 |
0.7485 |
LOW |
0.7471 |
0.618 |
0.7448 |
1.000 |
0.7434 |
1.618 |
0.7411 |
2.618 |
0.7374 |
4.250 |
0.7313 |
|
|
Fisher Pivots for day following 12-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7489 |
0.7481 |
PP |
0.7484 |
0.7478 |
S1 |
0.7479 |
0.7476 |
|