CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7500 |
0.0004 |
0.0% |
0.7528 |
High |
0.7497 |
0.7505 |
0.0009 |
0.1% |
0.7537 |
Low |
0.7496 |
0.7465 |
-0.0031 |
-0.4% |
0.7496 |
Close |
0.7496 |
0.7485 |
-0.0012 |
-0.2% |
0.7504 |
Range |
0.0001 |
0.0040 |
0.0040 |
7,900.0% |
0.0041 |
ATR |
0.0025 |
0.0026 |
0.0001 |
4.4% |
0.0000 |
Volume |
2 |
13 |
11 |
550.0% |
9 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7605 |
0.7585 |
0.7507 |
|
R3 |
0.7565 |
0.7545 |
0.7496 |
|
R2 |
0.7525 |
0.7525 |
0.7492 |
|
R1 |
0.7505 |
0.7505 |
0.7488 |
0.7495 |
PP |
0.7485 |
0.7485 |
0.7485 |
0.7480 |
S1 |
0.7465 |
0.7465 |
0.7481 |
0.7455 |
S2 |
0.7445 |
0.7445 |
0.7477 |
|
S3 |
0.7405 |
0.7425 |
0.7474 |
|
S4 |
0.7365 |
0.7385 |
0.7463 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7634 |
0.7609 |
0.7526 |
|
R3 |
0.7593 |
0.7569 |
0.7515 |
|
R2 |
0.7553 |
0.7553 |
0.7511 |
|
R1 |
0.7528 |
0.7528 |
0.7508 |
0.7520 |
PP |
0.7512 |
0.7512 |
0.7512 |
0.7508 |
S1 |
0.7488 |
0.7488 |
0.7500 |
0.7480 |
S2 |
0.7472 |
0.7472 |
0.7497 |
|
S3 |
0.7431 |
0.7447 |
0.7493 |
|
S4 |
0.7391 |
0.7407 |
0.7482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7537 |
0.7465 |
0.0072 |
1.0% |
0.0022 |
0.3% |
27% |
False |
True |
10 |
10 |
0.7602 |
0.7465 |
0.0137 |
1.8% |
0.0016 |
0.2% |
14% |
False |
True |
9 |
20 |
0.7602 |
0.7393 |
0.0210 |
2.8% |
0.0020 |
0.3% |
44% |
False |
False |
26 |
40 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0015 |
0.2% |
62% |
False |
False |
15 |
60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0014 |
0.2% |
68% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7675 |
2.618 |
0.7610 |
1.618 |
0.7570 |
1.000 |
0.7545 |
0.618 |
0.7530 |
HIGH |
0.7505 |
0.618 |
0.7490 |
0.500 |
0.7485 |
0.382 |
0.7480 |
LOW |
0.7465 |
0.618 |
0.7440 |
1.000 |
0.7425 |
1.618 |
0.7400 |
2.618 |
0.7360 |
4.250 |
0.7295 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7485 |
PP |
0.7485 |
0.7485 |
S1 |
0.7485 |
0.7485 |
|