CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7442 |
0.0012 |
0.2% |
0.7471 |
| High |
0.7442 |
0.7457 |
0.0015 |
0.2% |
0.7483 |
| Low |
0.7426 |
0.7406 |
-0.0020 |
-0.3% |
0.7399 |
| Close |
0.7437 |
0.7412 |
-0.0025 |
-0.3% |
0.7457 |
| Range |
0.0017 |
0.0051 |
0.0035 |
209.1% |
0.0084 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.6% |
0.0000 |
| Volume |
179 |
256 |
77 |
43.0% |
1,574 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7546 |
0.7440 |
|
| R3 |
0.7527 |
0.7495 |
0.7426 |
|
| R2 |
0.7476 |
0.7476 |
0.7421 |
|
| R1 |
0.7444 |
0.7444 |
0.7417 |
0.7435 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7420 |
| S1 |
0.7393 |
0.7393 |
0.7407 |
0.7384 |
| S2 |
0.7374 |
0.7374 |
0.7403 |
|
| S3 |
0.7323 |
0.7342 |
0.7398 |
|
| S4 |
0.7272 |
0.7291 |
0.7384 |
|
|
| 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 |
0.7406 |
0.0058 |
0.8% |
0.0032 |
0.4% |
10% |
False |
True |
272 |
| 10 |
0.7508 |
0.7399 |
0.0109 |
1.5% |
0.0035 |
0.5% |
12% |
False |
False |
315 |
| 20 |
0.7604 |
0.7399 |
0.0205 |
2.8% |
0.0036 |
0.5% |
6% |
False |
False |
224 |
| 40 |
0.7604 |
0.7354 |
0.0250 |
3.4% |
0.0030 |
0.4% |
23% |
False |
False |
165 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
49% |
False |
False |
128 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
49% |
False |
False |
104 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
49% |
False |
False |
84 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0022 |
0.3% |
49% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7591 |
|
1.618 |
0.7540 |
|
1.000 |
0.7508 |
|
0.618 |
0.7489 |
|
HIGH |
0.7457 |
|
0.618 |
0.7438 |
|
0.500 |
0.7432 |
|
0.382 |
0.7425 |
|
LOW |
0.7406 |
|
0.618 |
0.7374 |
|
1.000 |
0.7355 |
|
1.618 |
0.7323 |
|
2.618 |
0.7272 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7432 |
0.7435 |
| PP |
0.7425 |
0.7427 |
| S1 |
0.7419 |
0.7420 |
|