CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7457 |
0.7431 |
-0.0027 |
-0.4% |
0.7471 |
High |
0.7464 |
0.7442 |
-0.0022 |
-0.3% |
0.7483 |
Low |
0.7430 |
0.7426 |
-0.0005 |
-0.1% |
0.7399 |
Close |
0.7434 |
0.7437 |
0.0004 |
0.0% |
0.7457 |
Range |
0.0034 |
0.0017 |
-0.0018 |
-51.5% |
0.0084 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
512 |
179 |
-333 |
-65.0% |
1,574 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7484 |
0.7477 |
0.7446 |
|
R3 |
0.7468 |
0.7461 |
0.7442 |
|
R2 |
0.7451 |
0.7451 |
0.7440 |
|
R1 |
0.7444 |
0.7444 |
0.7439 |
0.7448 |
PP |
0.7435 |
0.7435 |
0.7435 |
0.7437 |
S1 |
0.7428 |
0.7428 |
0.7435 |
0.7431 |
S2 |
0.7418 |
0.7418 |
0.7434 |
|
S3 |
0.7402 |
0.7411 |
0.7432 |
|
S4 |
0.7385 |
0.7395 |
0.7428 |
|
|
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 |
0.7464 |
0.7399 |
0.0065 |
0.9% |
0.0028 |
0.4% |
58% |
False |
False |
276 |
10 |
0.7509 |
0.7399 |
0.0110 |
1.5% |
0.0034 |
0.5% |
35% |
False |
False |
304 |
20 |
0.7604 |
0.7399 |
0.0205 |
2.7% |
0.0035 |
0.5% |
19% |
False |
False |
220 |
40 |
0.7604 |
0.7325 |
0.0279 |
3.8% |
0.0030 |
0.4% |
40% |
False |
False |
160 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
56% |
False |
False |
125 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
56% |
False |
False |
101 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
56% |
False |
False |
81 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0022 |
0.3% |
56% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7512 |
2.618 |
0.7485 |
1.618 |
0.7469 |
1.000 |
0.7459 |
0.618 |
0.7452 |
HIGH |
0.7442 |
0.618 |
0.7436 |
0.500 |
0.7434 |
0.382 |
0.7432 |
LOW |
0.7426 |
0.618 |
0.7415 |
1.000 |
0.7409 |
1.618 |
0.7399 |
2.618 |
0.7382 |
4.250 |
0.7355 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7436 |
0.7442 |
PP |
0.7435 |
0.7440 |
S1 |
0.7434 |
0.7439 |
|