CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 29-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7430 |
0.7447 |
0.0017 |
0.2% |
0.7457 |
High |
0.7467 |
0.7469 |
0.0002 |
0.0% |
0.7467 |
Low |
0.7429 |
0.7442 |
0.0013 |
0.2% |
0.7406 |
Close |
0.7448 |
0.7457 |
0.0010 |
0.1% |
0.7448 |
Range |
0.0038 |
0.0027 |
-0.0011 |
-28.0% |
0.0061 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
344 |
261 |
-83 |
-24.1% |
1,573 |
|
Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7537 |
0.7524 |
0.7472 |
|
R3 |
0.7510 |
0.7497 |
0.7464 |
|
R2 |
0.7483 |
0.7483 |
0.7462 |
|
R1 |
0.7470 |
0.7470 |
0.7459 |
0.7476 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7459 |
S1 |
0.7443 |
0.7443 |
0.7455 |
0.7449 |
S2 |
0.7429 |
0.7429 |
0.7452 |
|
S3 |
0.7402 |
0.7416 |
0.7450 |
|
S4 |
0.7375 |
0.7389 |
0.7442 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7622 |
0.7595 |
0.7481 |
|
R3 |
0.7561 |
0.7535 |
0.7464 |
|
R2 |
0.7501 |
0.7501 |
0.7459 |
|
R1 |
0.7474 |
0.7474 |
0.7453 |
0.7457 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7432 |
S1 |
0.7414 |
0.7414 |
0.7442 |
0.7397 |
S2 |
0.7380 |
0.7380 |
0.7436 |
|
S3 |
0.7319 |
0.7353 |
0.7431 |
|
S4 |
0.7259 |
0.7293 |
0.7414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7469 |
0.7406 |
0.0063 |
0.8% |
0.0032 |
0.4% |
82% |
True |
False |
264 |
10 |
0.7483 |
0.7399 |
0.0084 |
1.1% |
0.0035 |
0.5% |
69% |
False |
False |
340 |
20 |
0.7604 |
0.7399 |
0.0205 |
2.7% |
0.0037 |
0.5% |
28% |
False |
False |
254 |
40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0031 |
0.4% |
38% |
False |
False |
185 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0028 |
0.4% |
61% |
False |
False |
136 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
61% |
False |
False |
114 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
61% |
False |
False |
93 |
120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0023 |
0.3% |
61% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7583 |
2.618 |
0.7539 |
1.618 |
0.7512 |
1.000 |
0.7496 |
0.618 |
0.7485 |
HIGH |
0.7469 |
0.618 |
0.7458 |
0.500 |
0.7455 |
0.382 |
0.7452 |
LOW |
0.7442 |
0.618 |
0.7425 |
1.000 |
0.7415 |
1.618 |
0.7398 |
2.618 |
0.7371 |
4.250 |
0.7327 |
|
|
Fisher Pivots for day following 29-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7456 |
0.7451 |
PP |
0.7456 |
0.7444 |
S1 |
0.7455 |
0.7438 |
|