CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7471 |
0.7463 |
-0.0008 |
-0.1% |
0.7490 |
| High |
0.7501 |
0.7479 |
-0.0022 |
-0.3% |
0.7503 |
| Low |
0.7463 |
0.7413 |
-0.0051 |
-0.7% |
0.7446 |
| Close |
0.7467 |
0.7418 |
-0.0049 |
-0.7% |
0.7467 |
| Range |
0.0038 |
0.0067 |
0.0029 |
75.0% |
0.0058 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.9% |
0.0000 |
| Volume |
67,526 |
118,864 |
51,338 |
76.0% |
327,044 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7593 |
0.7454 |
|
| R3 |
0.7569 |
0.7527 |
0.7436 |
|
| R2 |
0.7503 |
0.7503 |
0.7430 |
|
| R1 |
0.7460 |
0.7460 |
0.7424 |
0.7448 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7430 |
| S1 |
0.7394 |
0.7394 |
0.7411 |
0.7382 |
| S2 |
0.7370 |
0.7370 |
0.7405 |
|
| S3 |
0.7303 |
0.7327 |
0.7399 |
|
| S4 |
0.7237 |
0.7261 |
0.7381 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7613 |
0.7498 |
|
| R3 |
0.7587 |
0.7555 |
0.7482 |
|
| R2 |
0.7529 |
0.7529 |
0.7477 |
|
| R1 |
0.7498 |
0.7498 |
0.7472 |
0.7485 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7465 |
| S1 |
0.7440 |
0.7440 |
0.7461 |
0.7427 |
| S2 |
0.7414 |
0.7414 |
0.7456 |
|
| S3 |
0.7357 |
0.7383 |
0.7451 |
|
| S4 |
0.7299 |
0.7325 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7503 |
0.7413 |
0.0091 |
1.2% |
0.0043 |
0.6% |
6% |
False |
True |
76,607 |
| 10 |
0.7568 |
0.7413 |
0.0156 |
2.1% |
0.0043 |
0.6% |
3% |
False |
True |
74,590 |
| 20 |
0.7599 |
0.7413 |
0.0187 |
2.5% |
0.0041 |
0.5% |
3% |
False |
True |
78,915 |
| 40 |
0.7599 |
0.7274 |
0.0325 |
4.4% |
0.0039 |
0.5% |
44% |
False |
False |
46,508 |
| 60 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
53% |
False |
False |
31,126 |
| 80 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0038 |
0.5% |
53% |
False |
False |
23,415 |
| 100 |
0.7599 |
0.7212 |
0.0388 |
5.2% |
0.0035 |
0.5% |
53% |
False |
False |
18,752 |
| 120 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0031 |
0.4% |
50% |
False |
False |
15,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7653 |
|
1.618 |
0.7587 |
|
1.000 |
0.7546 |
|
0.618 |
0.7520 |
|
HIGH |
0.7479 |
|
0.618 |
0.7454 |
|
0.500 |
0.7446 |
|
0.382 |
0.7438 |
|
LOW |
0.7413 |
|
0.618 |
0.7371 |
|
1.000 |
0.7346 |
|
1.618 |
0.7305 |
|
2.618 |
0.7238 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7446 |
0.7457 |
| PP |
0.7436 |
0.7444 |
| S1 |
0.7427 |
0.7431 |
|