CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7437 |
0.7457 |
0.0021 |
0.3% |
0.7430 |
| High |
0.7447 |
0.7457 |
0.0010 |
0.1% |
0.7455 |
| Low |
0.7437 |
0.7438 |
0.0002 |
0.0% |
0.7407 |
| Close |
0.7461 |
0.7438 |
-0.0023 |
-0.3% |
0.7461 |
| Range |
0.0011 |
0.0019 |
0.0009 |
81.0% |
0.0048 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
19 |
182 |
163 |
857.9% |
77 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7489 |
0.7448 |
|
| R3 |
0.7482 |
0.7470 |
0.7443 |
|
| R2 |
0.7463 |
0.7463 |
0.7441 |
|
| R1 |
0.7451 |
0.7451 |
0.7440 |
0.7448 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7443 |
| S1 |
0.7432 |
0.7432 |
0.7436 |
0.7429 |
| S2 |
0.7425 |
0.7425 |
0.7435 |
|
| S3 |
0.7406 |
0.7413 |
0.7433 |
|
| S4 |
0.7387 |
0.7394 |
0.7428 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7571 |
0.7487 |
|
| R3 |
0.7537 |
0.7523 |
0.7474 |
|
| R2 |
0.7489 |
0.7489 |
0.7469 |
|
| R1 |
0.7475 |
0.7475 |
0.7465 |
0.7482 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7444 |
| S1 |
0.7427 |
0.7427 |
0.7456 |
0.7434 |
| S2 |
0.7393 |
0.7393 |
0.7452 |
|
| S3 |
0.7345 |
0.7379 |
0.7447 |
|
| S4 |
0.7297 |
0.7331 |
0.7434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7457 |
0.7407 |
0.0050 |
0.7% |
0.0014 |
0.2% |
62% |
True |
False |
51 |
| 10 |
0.7512 |
0.7407 |
0.0105 |
1.4% |
0.0017 |
0.2% |
30% |
False |
False |
31 |
| 20 |
0.7602 |
0.7407 |
0.0195 |
2.6% |
0.0018 |
0.2% |
16% |
False |
False |
18 |
| 40 |
0.7602 |
0.7328 |
0.0274 |
3.7% |
0.0017 |
0.2% |
40% |
False |
False |
21 |
| 60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
55% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7538 |
|
2.618 |
0.7507 |
|
1.618 |
0.7488 |
|
1.000 |
0.7476 |
|
0.618 |
0.7469 |
|
HIGH |
0.7457 |
|
0.618 |
0.7450 |
|
0.500 |
0.7448 |
|
0.382 |
0.7445 |
|
LOW |
0.7438 |
|
0.618 |
0.7426 |
|
1.000 |
0.7419 |
|
1.618 |
0.7407 |
|
2.618 |
0.7388 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7448 |
0.7439 |
| PP |
0.7444 |
0.7439 |
| S1 |
0.7441 |
0.7438 |
|