CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7411 |
-0.0032 |
-0.4% |
0.7471 |
| High |
0.7457 |
0.7436 |
-0.0021 |
-0.3% |
0.7483 |
| Low |
0.7406 |
0.7407 |
0.0001 |
0.0% |
0.7399 |
| Close |
0.7412 |
0.7431 |
0.0019 |
0.2% |
0.7457 |
| Range |
0.0051 |
0.0029 |
-0.0022 |
-43.1% |
0.0084 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
256 |
282 |
26 |
10.2% |
1,574 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7500 |
0.7446 |
|
| R3 |
0.7483 |
0.7471 |
0.7438 |
|
| R2 |
0.7454 |
0.7454 |
0.7436 |
|
| R1 |
0.7442 |
0.7442 |
0.7433 |
0.7448 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7427 |
| S1 |
0.7413 |
0.7413 |
0.7428 |
0.7419 |
| S2 |
0.7396 |
0.7396 |
0.7425 |
|
| S3 |
0.7367 |
0.7384 |
0.7423 |
|
| S4 |
0.7338 |
0.7355 |
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 |
0.7464 |
0.7406 |
0.0058 |
0.8% |
0.0034 |
0.5% |
42% |
False |
False |
270 |
| 10 |
0.7508 |
0.7399 |
0.0109 |
1.5% |
0.0037 |
0.5% |
29% |
False |
False |
340 |
| 20 |
0.7604 |
0.7399 |
0.0205 |
2.8% |
0.0036 |
0.5% |
15% |
False |
False |
233 |
| 40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0031 |
0.4% |
27% |
False |
False |
171 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
54% |
False |
False |
128 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
54% |
False |
False |
108 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
54% |
False |
False |
87 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0022 |
0.3% |
54% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7512 |
|
1.618 |
0.7483 |
|
1.000 |
0.7465 |
|
0.618 |
0.7454 |
|
HIGH |
0.7436 |
|
0.618 |
0.7425 |
|
0.500 |
0.7422 |
|
0.382 |
0.7418 |
|
LOW |
0.7407 |
|
0.618 |
0.7389 |
|
1.000 |
0.7378 |
|
1.618 |
0.7360 |
|
2.618 |
0.7331 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7432 |
| PP |
0.7425 |
0.7431 |
| S1 |
0.7422 |
0.7431 |
|