CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7466 |
0.0039 |
0.5% |
0.7457 |
| High |
0.7435 |
0.7467 |
0.0032 |
0.4% |
0.7467 |
| Low |
0.7428 |
0.7435 |
0.0007 |
0.1% |
0.7410 |
| Close |
0.7435 |
0.7452 |
0.0017 |
0.2% |
0.7452 |
| Range |
0.0008 |
0.0032 |
0.0025 |
326.7% |
0.0057 |
| ATR |
0.0024 |
0.0025 |
0.0001 |
2.2% |
0.0000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
218 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7532 |
0.7470 |
|
| R3 |
0.7515 |
0.7500 |
0.7461 |
|
| R2 |
0.7483 |
0.7483 |
0.7458 |
|
| R1 |
0.7468 |
0.7468 |
0.7455 |
0.7459 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7447 |
| S1 |
0.7436 |
0.7436 |
0.7449 |
0.7427 |
| S2 |
0.7419 |
0.7419 |
0.7446 |
|
| S3 |
0.7387 |
0.7404 |
0.7443 |
|
| S4 |
0.7355 |
0.7372 |
0.7434 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7589 |
0.7483 |
|
| R3 |
0.7556 |
0.7532 |
0.7468 |
|
| R2 |
0.7499 |
0.7499 |
0.7462 |
|
| R1 |
0.7476 |
0.7476 |
0.7457 |
0.7459 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7435 |
| S1 |
0.7419 |
0.7419 |
0.7447 |
0.7403 |
| S2 |
0.7386 |
0.7386 |
0.7442 |
|
| S3 |
0.7330 |
0.7363 |
0.7436 |
|
| S4 |
0.7273 |
0.7306 |
0.7421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7467 |
0.7410 |
0.0057 |
0.8% |
0.0013 |
0.2% |
74% |
True |
False |
43 |
| 10 |
0.7510 |
0.7407 |
0.0103 |
1.4% |
0.0015 |
0.2% |
44% |
False |
False |
29 |
| 20 |
0.7602 |
0.7407 |
0.0195 |
2.6% |
0.0016 |
0.2% |
23% |
False |
False |
19 |
| 40 |
0.7602 |
0.7377 |
0.0226 |
3.0% |
0.0016 |
0.2% |
33% |
False |
False |
21 |
| 60 |
0.7602 |
0.7237 |
0.0366 |
4.9% |
0.0015 |
0.2% |
59% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7603 |
|
2.618 |
0.7550 |
|
1.618 |
0.7518 |
|
1.000 |
0.7499 |
|
0.618 |
0.7486 |
|
HIGH |
0.7467 |
|
0.618 |
0.7454 |
|
0.500 |
0.7451 |
|
0.382 |
0.7447 |
|
LOW |
0.7435 |
|
0.618 |
0.7415 |
|
1.000 |
0.7403 |
|
1.618 |
0.7383 |
|
2.618 |
0.7351 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7447 |
| PP |
0.7451 |
0.7443 |
| S1 |
0.7451 |
0.7438 |
|