CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 16-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7505 |
0.7430 |
-0.0075 |
-1.0% |
0.7485 |
High |
0.7510 |
0.7455 |
-0.0055 |
-0.7% |
0.7512 |
Low |
0.7479 |
0.7427 |
-0.0052 |
-0.7% |
0.7465 |
Close |
0.7479 |
0.7430 |
-0.0049 |
-0.7% |
0.7479 |
Range |
0.0031 |
0.0029 |
-0.0003 |
-8.1% |
0.0047 |
ATR |
0.0026 |
0.0028 |
0.0002 |
7.1% |
0.0000 |
Volume |
3 |
8 |
5 |
166.7% |
53 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7523 |
0.7505 |
0.7445 |
|
R3 |
0.7494 |
0.7476 |
0.7437 |
|
R2 |
0.7466 |
0.7466 |
0.7435 |
|
R1 |
0.7448 |
0.7448 |
0.7432 |
0.7442 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7434 |
S1 |
0.7419 |
0.7419 |
0.7427 |
0.7414 |
S2 |
0.7409 |
0.7409 |
0.7424 |
|
S3 |
0.7380 |
0.7391 |
0.7422 |
|
S4 |
0.7352 |
0.7362 |
0.7414 |
|
|
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 |
0.7510 |
0.7427 |
0.0083 |
1.1% |
0.0021 |
0.3% |
4% |
False |
True |
7 |
10 |
0.7537 |
0.7427 |
0.0110 |
1.5% |
0.0018 |
0.2% |
3% |
False |
True |
7 |
20 |
0.7602 |
0.7427 |
0.0176 |
2.4% |
0.0018 |
0.2% |
2% |
False |
True |
11 |
40 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0017 |
0.2% |
44% |
False |
False |
15 |
60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
53% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7530 |
1.618 |
0.7501 |
1.000 |
0.7484 |
0.618 |
0.7473 |
HIGH |
0.7455 |
0.618 |
0.7444 |
0.500 |
0.7441 |
0.382 |
0.7437 |
LOW |
0.7427 |
0.618 |
0.7409 |
1.000 |
0.7398 |
1.618 |
0.7380 |
2.618 |
0.7352 |
4.250 |
0.7305 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7468 |
PP |
0.7437 |
0.7455 |
S1 |
0.7433 |
0.7442 |
|