CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7500 |
0.7505 |
0.0005 |
0.1% |
0.7485 |
| High |
0.7505 |
0.7510 |
0.0005 |
0.1% |
0.7512 |
| Low |
0.7465 |
0.7479 |
0.0014 |
0.2% |
0.7465 |
| Close |
0.7485 |
0.7479 |
-0.0006 |
-0.1% |
0.7479 |
| Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0047 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
1.5% |
0.0000 |
| Volume |
13 |
3 |
-10 |
-76.9% |
53 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7561 |
0.7496 |
|
| R3 |
0.7551 |
0.7530 |
0.7487 |
|
| R2 |
0.7520 |
0.7520 |
0.7484 |
|
| R1 |
0.7499 |
0.7499 |
0.7481 |
0.7494 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7486 |
| S1 |
0.7468 |
0.7468 |
0.7476 |
0.7463 |
| S2 |
0.7458 |
0.7458 |
0.7473 |
|
| S3 |
0.7427 |
0.7437 |
0.7470 |
|
| S4 |
0.7396 |
0.7406 |
0.7461 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7598 |
0.7504 |
|
| R3 |
0.7578 |
0.7552 |
0.7491 |
|
| R2 |
0.7532 |
0.7532 |
0.7487 |
|
| R1 |
0.7505 |
0.7505 |
0.7483 |
0.7495 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7480 |
| S1 |
0.7459 |
0.7459 |
0.7474 |
0.7449 |
| S2 |
0.7439 |
0.7439 |
0.7470 |
|
| S3 |
0.7392 |
0.7412 |
0.7466 |
|
| S4 |
0.7346 |
0.7366 |
0.7453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7512 |
0.7465 |
0.0047 |
0.6% |
0.0020 |
0.3% |
29% |
False |
False |
10 |
| 10 |
0.7582 |
0.7465 |
0.0117 |
1.6% |
0.0017 |
0.2% |
12% |
False |
False |
7 |
| 20 |
0.7602 |
0.7437 |
0.0165 |
2.2% |
0.0019 |
0.3% |
25% |
False |
False |
22 |
| 40 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0016 |
0.2% |
60% |
False |
False |
15 |
| 60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
66% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7641 |
|
2.618 |
0.7591 |
|
1.618 |
0.7560 |
|
1.000 |
0.7541 |
|
0.618 |
0.7529 |
|
HIGH |
0.7510 |
|
0.618 |
0.7498 |
|
0.500 |
0.7494 |
|
0.382 |
0.7490 |
|
LOW |
0.7479 |
|
0.618 |
0.7459 |
|
1.000 |
0.7448 |
|
1.618 |
0.7428 |
|
2.618 |
0.7397 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7494 |
0.7487 |
| PP |
0.7489 |
0.7484 |
| S1 |
0.7484 |
0.7481 |
|