CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7520 |
-0.0039 |
-0.5% |
0.7561 |
| High |
0.7572 |
0.7520 |
-0.0052 |
-0.7% |
0.7604 |
| Low |
0.7516 |
0.7495 |
-0.0021 |
-0.3% |
0.7554 |
| Close |
0.7519 |
0.7504 |
-0.0015 |
-0.2% |
0.7570 |
| Range |
0.0057 |
0.0026 |
-0.0031 |
-54.9% |
0.0050 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
301 |
129 |
-172 |
-57.1% |
391 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7569 |
0.7518 |
|
| R3 |
0.7557 |
0.7543 |
0.7511 |
|
| R2 |
0.7532 |
0.7532 |
0.7509 |
|
| R1 |
0.7518 |
0.7518 |
0.7506 |
0.7512 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7503 |
| S1 |
0.7492 |
0.7492 |
0.7502 |
0.7487 |
| S2 |
0.7481 |
0.7481 |
0.7499 |
|
| S3 |
0.7455 |
0.7467 |
0.7497 |
|
| S4 |
0.7430 |
0.7441 |
0.7490 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7696 |
0.7597 |
|
| R3 |
0.7675 |
0.7647 |
0.7583 |
|
| R2 |
0.7625 |
0.7625 |
0.7579 |
|
| R1 |
0.7597 |
0.7597 |
0.7574 |
0.7611 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7583 |
| S1 |
0.7548 |
0.7548 |
0.7565 |
0.7562 |
| S2 |
0.7526 |
0.7526 |
0.7560 |
|
| S3 |
0.7477 |
0.7498 |
0.7556 |
|
| S4 |
0.7427 |
0.7449 |
0.7542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7495 |
0.0109 |
1.5% |
0.0035 |
0.5% |
9% |
False |
True |
142 |
| 10 |
0.7604 |
0.7495 |
0.0109 |
1.5% |
0.0033 |
0.4% |
9% |
False |
True |
124 |
| 20 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0030 |
0.4% |
58% |
False |
False |
116 |
| 40 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0025 |
0.3% |
72% |
False |
False |
84 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0025 |
0.3% |
74% |
False |
False |
76 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0022 |
0.3% |
74% |
False |
False |
59 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0021 |
0.3% |
74% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7628 |
|
2.618 |
0.7587 |
|
1.618 |
0.7561 |
|
1.000 |
0.7546 |
|
0.618 |
0.7536 |
|
HIGH |
0.7520 |
|
0.618 |
0.7510 |
|
0.500 |
0.7507 |
|
0.382 |
0.7504 |
|
LOW |
0.7495 |
|
0.618 |
0.7479 |
|
1.000 |
0.7469 |
|
1.618 |
0.7453 |
|
2.618 |
0.7428 |
|
4.250 |
0.7386 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7549 |
| PP |
0.7506 |
0.7534 |
| S1 |
0.7505 |
0.7519 |
|