CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7457 |
0.0031 |
0.4% |
0.7471 |
| High |
0.7460 |
0.7464 |
0.0004 |
0.1% |
0.7483 |
| Low |
0.7419 |
0.7430 |
0.0011 |
0.1% |
0.7399 |
| Close |
0.7457 |
0.7434 |
-0.0023 |
-0.3% |
0.7457 |
| Range |
0.0041 |
0.0034 |
-0.0007 |
-17.1% |
0.0084 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
123 |
512 |
389 |
316.3% |
1,574 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7523 |
0.7452 |
|
| R3 |
0.7511 |
0.7489 |
0.7443 |
|
| R2 |
0.7477 |
0.7477 |
0.7440 |
|
| R1 |
0.7455 |
0.7455 |
0.7437 |
0.7449 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7439 |
| S1 |
0.7421 |
0.7421 |
0.7430 |
0.7415 |
| S2 |
0.7409 |
0.7409 |
0.7427 |
|
| S3 |
0.7375 |
0.7387 |
0.7424 |
|
| S4 |
0.7341 |
0.7353 |
0.7415 |
|
|
| 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 |
0.7483 |
0.7399 |
0.0084 |
1.1% |
0.0037 |
0.5% |
41% |
False |
False |
417 |
| 10 |
0.7509 |
0.7399 |
0.0110 |
1.5% |
0.0035 |
0.5% |
31% |
False |
False |
293 |
| 20 |
0.7604 |
0.7399 |
0.0205 |
2.8% |
0.0037 |
0.5% |
17% |
False |
False |
214 |
| 40 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0030 |
0.4% |
44% |
False |
False |
156 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
55% |
False |
False |
125 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
55% |
False |
False |
99 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
55% |
False |
False |
80 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0022 |
0.3% |
55% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7553 |
|
1.618 |
0.7519 |
|
1.000 |
0.7498 |
|
0.618 |
0.7485 |
|
HIGH |
0.7464 |
|
0.618 |
0.7451 |
|
0.500 |
0.7447 |
|
0.382 |
0.7443 |
|
LOW |
0.7430 |
|
0.618 |
0.7409 |
|
1.000 |
0.7396 |
|
1.618 |
0.7375 |
|
2.618 |
0.7341 |
|
4.250 |
0.7286 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7437 |
| PP |
0.7443 |
0.7436 |
| S1 |
0.7438 |
0.7435 |
|