CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 17-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7430 |
0.7407 |
-0.0023 |
-0.3% |
0.7485 |
High |
0.7455 |
0.7415 |
-0.0041 |
-0.5% |
0.7512 |
Low |
0.7427 |
0.7407 |
-0.0020 |
-0.3% |
0.7465 |
Close |
0.7430 |
0.7415 |
-0.0015 |
-0.2% |
0.7479 |
Range |
0.0029 |
0.0008 |
-0.0021 |
-73.7% |
0.0047 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-1.4% |
0.0000 |
Volume |
8 |
7 |
-1 |
-12.5% |
53 |
|
Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7435 |
0.7432 |
0.7419 |
|
R3 |
0.7427 |
0.7425 |
0.7417 |
|
R2 |
0.7420 |
0.7420 |
0.7416 |
|
R1 |
0.7417 |
0.7417 |
0.7415 |
0.7418 |
PP |
0.7412 |
0.7412 |
0.7412 |
0.7413 |
S1 |
0.7410 |
0.7410 |
0.7414 |
0.7411 |
S2 |
0.7405 |
0.7405 |
0.7413 |
|
S3 |
0.7397 |
0.7402 |
0.7412 |
|
S4 |
0.7390 |
0.7395 |
0.7410 |
|
|
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 |
0.7407 |
0.0103 |
1.4% |
0.0022 |
0.3% |
7% |
False |
True |
6 |
10 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0018 |
0.2% |
6% |
False |
True |
7 |
20 |
0.7602 |
0.7407 |
0.0195 |
2.6% |
0.0018 |
0.2% |
4% |
False |
True |
11 |
40 |
0.7602 |
0.7296 |
0.0306 |
4.1% |
0.0017 |
0.2% |
39% |
False |
False |
15 |
60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
49% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7446 |
2.618 |
0.7434 |
1.618 |
0.7427 |
1.000 |
0.7422 |
0.618 |
0.7419 |
HIGH |
0.7415 |
0.618 |
0.7412 |
0.500 |
0.7411 |
0.382 |
0.7410 |
LOW |
0.7407 |
0.618 |
0.7402 |
1.000 |
0.7400 |
1.618 |
0.7395 |
2.618 |
0.7387 |
4.250 |
0.7375 |
|
|
Fisher Pivots for day following 17-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7413 |
0.7458 |
PP |
0.7412 |
0.7444 |
S1 |
0.7411 |
0.7429 |
|