CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7507 |
-0.0013 |
-0.2% |
0.7561 |
| High |
0.7520 |
0.7524 |
0.0004 |
0.0% |
0.7604 |
| Low |
0.7495 |
0.7498 |
0.0004 |
0.0% |
0.7554 |
| Close |
0.7504 |
0.7503 |
-0.0002 |
0.0% |
0.7570 |
| Range |
0.0026 |
0.0026 |
0.0000 |
0.0% |
0.0050 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
129 |
164 |
35 |
27.1% |
391 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7569 |
0.7517 |
|
| R3 |
0.7559 |
0.7544 |
0.7510 |
|
| R2 |
0.7534 |
0.7534 |
0.7507 |
|
| R1 |
0.7518 |
0.7518 |
0.7505 |
0.7513 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7506 |
| S1 |
0.7493 |
0.7493 |
0.7500 |
0.7488 |
| S2 |
0.7483 |
0.7483 |
0.7498 |
|
| S3 |
0.7457 |
0.7467 |
0.7495 |
|
| S4 |
0.7432 |
0.7442 |
0.7488 |
|
|
| 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% |
0.0037 |
0.5% |
7% |
False |
False |
152 |
| 10 |
0.7604 |
0.7495 |
0.0109 |
1.5% |
0.0035 |
0.5% |
7% |
False |
False |
134 |
| 20 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0030 |
0.4% |
57% |
False |
False |
120 |
| 40 |
0.7604 |
0.7249 |
0.0355 |
4.7% |
0.0025 |
0.3% |
72% |
False |
False |
88 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0024 |
0.3% |
73% |
False |
False |
78 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0023 |
0.3% |
73% |
False |
False |
61 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0021 |
0.3% |
73% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7590 |
|
1.618 |
0.7565 |
|
1.000 |
0.7549 |
|
0.618 |
0.7539 |
|
HIGH |
0.7524 |
|
0.618 |
0.7514 |
|
0.500 |
0.7511 |
|
0.382 |
0.7508 |
|
LOW |
0.7498 |
|
0.618 |
0.7482 |
|
1.000 |
0.7473 |
|
1.618 |
0.7457 |
|
2.618 |
0.7431 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7511 |
0.7533 |
| PP |
0.7508 |
0.7523 |
| S1 |
0.7505 |
0.7513 |
|