CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7471 |
0.7427 |
-0.0045 |
-0.6% |
0.7503 |
| High |
0.7483 |
0.7427 |
-0.0056 |
-0.7% |
0.7509 |
| Low |
0.7420 |
0.7399 |
-0.0021 |
-0.3% |
0.7454 |
| Close |
0.7425 |
0.7410 |
-0.0015 |
-0.2% |
0.7474 |
| Range |
0.0063 |
0.0028 |
-0.0035 |
-56.0% |
0.0055 |
| ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
883 |
274 |
-609 |
-69.0% |
852 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7494 |
0.7480 |
0.7425 |
|
| R3 |
0.7467 |
0.7452 |
0.7418 |
|
| R2 |
0.7439 |
0.7439 |
0.7415 |
|
| R1 |
0.7425 |
0.7425 |
0.7413 |
0.7418 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7409 |
| S1 |
0.7397 |
0.7397 |
0.7407 |
0.7391 |
| S2 |
0.7384 |
0.7384 |
0.7405 |
|
| S3 |
0.7357 |
0.7370 |
0.7402 |
|
| S4 |
0.7329 |
0.7342 |
0.7395 |
|
|
| 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 |
0.7508 |
0.7399 |
0.0109 |
1.5% |
0.0038 |
0.5% |
10% |
False |
True |
358 |
| 10 |
0.7540 |
0.7399 |
0.0141 |
1.9% |
0.0037 |
0.5% |
8% |
False |
True |
243 |
| 20 |
0.7604 |
0.7399 |
0.0205 |
2.8% |
0.0035 |
0.5% |
5% |
False |
True |
178 |
| 40 |
0.7604 |
0.7286 |
0.0318 |
4.3% |
0.0029 |
0.4% |
39% |
False |
False |
134 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
49% |
False |
False |
110 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
49% |
False |
False |
87 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0023 |
0.3% |
49% |
False |
False |
71 |
| 120 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0021 |
0.3% |
46% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7543 |
|
2.618 |
0.7498 |
|
1.618 |
0.7471 |
|
1.000 |
0.7454 |
|
0.618 |
0.7443 |
|
HIGH |
0.7427 |
|
0.618 |
0.7416 |
|
0.500 |
0.7413 |
|
0.382 |
0.7410 |
|
LOW |
0.7399 |
|
0.618 |
0.7382 |
|
1.000 |
0.7372 |
|
1.618 |
0.7355 |
|
2.618 |
0.7327 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7453 |
| PP |
0.7412 |
0.7439 |
| S1 |
0.7411 |
0.7424 |
|