CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7422 |
-0.0005 |
-0.1% |
0.7503 |
| High |
0.7427 |
0.7429 |
0.0002 |
0.0% |
0.7509 |
| Low |
0.7399 |
0.7409 |
0.0010 |
0.1% |
0.7454 |
| Close |
0.7410 |
0.7418 |
0.0008 |
0.1% |
0.7474 |
| Range |
0.0028 |
0.0020 |
-0.0008 |
-29.1% |
0.0055 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
274 |
294 |
20 |
7.3% |
852 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7467 |
0.7429 |
|
| R3 |
0.7458 |
0.7448 |
0.7423 |
|
| R2 |
0.7438 |
0.7438 |
0.7422 |
|
| R1 |
0.7428 |
0.7428 |
0.7420 |
0.7423 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7416 |
| S1 |
0.7409 |
0.7409 |
0.7416 |
0.7404 |
| S2 |
0.7399 |
0.7399 |
0.7414 |
|
| S3 |
0.7380 |
0.7389 |
0.7413 |
|
| S4 |
0.7360 |
0.7370 |
0.7407 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7614 |
0.7504 |
|
| R3 |
0.7589 |
0.7559 |
0.7489 |
|
| R2 |
0.7534 |
0.7534 |
0.7484 |
|
| R1 |
0.7504 |
0.7504 |
0.7479 |
0.7491 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7473 |
| S1 |
0.7449 |
0.7449 |
0.7468 |
0.7436 |
| S2 |
0.7424 |
0.7424 |
0.7463 |
|
| S3 |
0.7369 |
0.7394 |
0.7458 |
|
| S4 |
0.7314 |
0.7339 |
0.7443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7508 |
0.7399 |
0.0109 |
1.5% |
0.0039 |
0.5% |
18% |
False |
False |
410 |
| 10 |
0.7540 |
0.7399 |
0.0141 |
1.9% |
0.0037 |
0.5% |
13% |
False |
False |
259 |
| 20 |
0.7604 |
0.7399 |
0.0205 |
2.8% |
0.0035 |
0.5% |
9% |
False |
False |
192 |
| 40 |
0.7604 |
0.7298 |
0.0306 |
4.1% |
0.0029 |
0.4% |
39% |
False |
False |
141 |
| 60 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
51% |
False |
False |
115 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0026 |
0.3% |
51% |
False |
False |
91 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0023 |
0.3% |
51% |
False |
False |
73 |
| 120 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0021 |
0.3% |
48% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7511 |
|
2.618 |
0.7480 |
|
1.618 |
0.7460 |
|
1.000 |
0.7448 |
|
0.618 |
0.7441 |
|
HIGH |
0.7429 |
|
0.618 |
0.7421 |
|
0.500 |
0.7419 |
|
0.382 |
0.7416 |
|
LOW |
0.7409 |
|
0.618 |
0.7397 |
|
1.000 |
0.7390 |
|
1.618 |
0.7377 |
|
2.618 |
0.7358 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7441 |
| PP |
0.7419 |
0.7433 |
| S1 |
0.7418 |
0.7426 |
|