CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 18-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7423 |
0.0016 |
0.2% |
0.7485 |
High |
0.7415 |
0.7426 |
0.0012 |
0.2% |
0.7512 |
Low |
0.7407 |
0.7421 |
0.0014 |
0.2% |
0.7465 |
Close |
0.7415 |
0.7421 |
0.0007 |
0.1% |
0.7479 |
Range |
0.0008 |
0.0005 |
-0.0003 |
-33.3% |
0.0047 |
ATR |
0.0028 |
0.0026 |
-0.0001 |
-4.2% |
0.0000 |
Volume |
7 |
43 |
36 |
514.3% |
53 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7438 |
0.7434 |
0.7424 |
|
R3 |
0.7433 |
0.7429 |
0.7422 |
|
R2 |
0.7428 |
0.7428 |
0.7422 |
|
R1 |
0.7424 |
0.7424 |
0.7421 |
0.7424 |
PP |
0.7423 |
0.7423 |
0.7423 |
0.7422 |
S1 |
0.7419 |
0.7419 |
0.7421 |
0.7419 |
S2 |
0.7418 |
0.7418 |
0.7420 |
|
S3 |
0.7413 |
0.7414 |
0.7420 |
|
S4 |
0.7408 |
0.7409 |
0.7418 |
|
|
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% |
14% |
False |
False |
14 |
10 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0018 |
0.2% |
11% |
False |
False |
11 |
20 |
0.7602 |
0.7407 |
0.0195 |
2.6% |
0.0018 |
0.2% |
7% |
False |
False |
13 |
40 |
0.7602 |
0.7311 |
0.0292 |
3.9% |
0.0016 |
0.2% |
38% |
False |
False |
16 |
60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
50% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7447 |
2.618 |
0.7439 |
1.618 |
0.7434 |
1.000 |
0.7431 |
0.618 |
0.7429 |
HIGH |
0.7426 |
0.618 |
0.7424 |
0.500 |
0.7424 |
0.382 |
0.7423 |
LOW |
0.7421 |
0.618 |
0.7418 |
1.000 |
0.7416 |
1.618 |
0.7413 |
2.618 |
0.7408 |
4.250 |
0.7400 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7424 |
0.7431 |
PP |
0.7423 |
0.7428 |
S1 |
0.7422 |
0.7424 |
|