CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 19-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7422 |
0.7426 |
0.0004 |
0.1% |
0.7471 |
High |
0.7429 |
0.7460 |
0.0032 |
0.4% |
0.7483 |
Low |
0.7409 |
0.7419 |
0.0010 |
0.1% |
0.7399 |
Close |
0.7418 |
0.7457 |
0.0039 |
0.5% |
0.7457 |
Range |
0.0020 |
0.0041 |
0.0022 |
110.3% |
0.0084 |
ATR |
0.0035 |
0.0035 |
0.0001 |
1.5% |
0.0000 |
Volume |
294 |
123 |
-171 |
-58.2% |
1,574 |
|
Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7568 |
0.7553 |
0.7479 |
|
R3 |
0.7527 |
0.7512 |
0.7468 |
|
R2 |
0.7486 |
0.7486 |
0.7464 |
|
R1 |
0.7471 |
0.7471 |
0.7460 |
0.7479 |
PP |
0.7445 |
0.7445 |
0.7445 |
0.7449 |
S1 |
0.7430 |
0.7430 |
0.7453 |
0.7438 |
S2 |
0.7404 |
0.7404 |
0.7449 |
|
S3 |
0.7363 |
0.7389 |
0.7445 |
|
S4 |
0.7322 |
0.7348 |
0.7434 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7697 |
0.7660 |
0.7502 |
|
R3 |
0.7613 |
0.7577 |
0.7479 |
|
R2 |
0.7530 |
0.7530 |
0.7472 |
|
R1 |
0.7493 |
0.7493 |
0.7464 |
0.7470 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7434 |
S1 |
0.7410 |
0.7410 |
0.7449 |
0.7386 |
S2 |
0.7363 |
0.7363 |
0.7441 |
|
S3 |
0.7279 |
0.7326 |
0.7434 |
|
S4 |
0.7196 |
0.7243 |
0.7411 |
|
|
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% |
53% |
False |
False |
403 |
10 |
0.7540 |
0.7399 |
0.0141 |
1.9% |
0.0038 |
0.5% |
41% |
False |
False |
255 |
20 |
0.7604 |
0.7399 |
0.0205 |
2.7% |
0.0036 |
0.5% |
28% |
False |
False |
195 |
40 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0030 |
0.4% |
52% |
False |
False |
144 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
61% |
False |
False |
117 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.4% |
61% |
False |
False |
92 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0023 |
0.3% |
61% |
False |
False |
75 |
120 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0022 |
0.3% |
58% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7634 |
2.618 |
0.7567 |
1.618 |
0.7526 |
1.000 |
0.7501 |
0.618 |
0.7485 |
HIGH |
0.7460 |
0.618 |
0.7444 |
0.500 |
0.7440 |
0.382 |
0.7435 |
LOW |
0.7419 |
0.618 |
0.7394 |
1.000 |
0.7378 |
1.618 |
0.7353 |
2.618 |
0.7312 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 19-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7451 |
0.7448 |
PP |
0.7445 |
0.7439 |
S1 |
0.7440 |
0.7430 |
|