CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 31-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.7460 |
0.7490 |
0.0030 |
0.4% |
0.7457 |
High |
0.7480 |
0.7490 |
0.0011 |
0.1% |
0.7467 |
Low |
0.7460 |
0.7476 |
0.0016 |
0.2% |
0.7410 |
Close |
0.7480 |
0.7476 |
-0.0004 |
0.0% |
0.7452 |
Range |
0.0020 |
0.0014 |
-0.0006 |
-28.2% |
0.0057 |
ATR |
0.0024 |
0.0023 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
78 |
7 |
-71 |
-91.0% |
218 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7523 |
0.7513 |
0.7484 |
|
R3 |
0.7509 |
0.7499 |
0.7480 |
|
R2 |
0.7495 |
0.7495 |
0.7479 |
|
R1 |
0.7485 |
0.7485 |
0.7477 |
0.7483 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7480 |
S1 |
0.7471 |
0.7471 |
0.7475 |
0.7469 |
S2 |
0.7467 |
0.7467 |
0.7473 |
|
S3 |
0.7453 |
0.7457 |
0.7472 |
|
S4 |
0.7439 |
0.7443 |
0.7468 |
|
|
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 |
0.7490 |
0.7428 |
0.0063 |
0.8% |
0.0015 |
0.2% |
78% |
True |
False |
24 |
10 |
0.7490 |
0.7410 |
0.0080 |
1.1% |
0.0012 |
0.2% |
83% |
True |
False |
38 |
20 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0015 |
0.2% |
53% |
False |
False |
23 |
40 |
0.7602 |
0.7379 |
0.0224 |
3.0% |
0.0016 |
0.2% |
44% |
False |
False |
24 |
60 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
64% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7550 |
2.618 |
0.7527 |
1.618 |
0.7513 |
1.000 |
0.7504 |
0.618 |
0.7499 |
HIGH |
0.7490 |
0.618 |
0.7485 |
0.500 |
0.7483 |
0.382 |
0.7481 |
LOW |
0.7476 |
0.618 |
0.7467 |
1.000 |
0.7462 |
1.618 |
0.7453 |
2.618 |
0.7439 |
4.250 |
0.7417 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7483 |
0.7475 |
PP |
0.7481 |
0.7475 |
S1 |
0.7478 |
0.7474 |
|