CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7468 |
0.0021 |
0.3% |
0.7457 |
| High |
0.7469 |
0.7476 |
0.0008 |
0.1% |
0.7467 |
| Low |
0.7442 |
0.7449 |
0.0008 |
0.1% |
0.7406 |
| Close |
0.7457 |
0.7475 |
0.0018 |
0.2% |
0.7448 |
| Range |
0.0027 |
0.0027 |
0.0000 |
0.0% |
0.0061 |
| ATR |
0.0034 |
0.0034 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
261 |
466 |
205 |
78.5% |
1,573 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7538 |
0.7490 |
|
| R3 |
0.7521 |
0.7511 |
0.7482 |
|
| R2 |
0.7494 |
0.7494 |
0.7480 |
|
| R1 |
0.7484 |
0.7484 |
0.7477 |
0.7489 |
| PP |
0.7467 |
0.7467 |
0.7467 |
0.7469 |
| S1 |
0.7457 |
0.7457 |
0.7473 |
0.7462 |
| S2 |
0.7440 |
0.7440 |
0.7470 |
|
| S3 |
0.7413 |
0.7430 |
0.7468 |
|
| S4 |
0.7386 |
0.7403 |
0.7460 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7595 |
0.7481 |
|
| R3 |
0.7561 |
0.7535 |
0.7464 |
|
| R2 |
0.7501 |
0.7501 |
0.7459 |
|
| R1 |
0.7474 |
0.7474 |
0.7453 |
0.7457 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7432 |
| S1 |
0.7414 |
0.7414 |
0.7442 |
0.7397 |
| S2 |
0.7380 |
0.7380 |
0.7436 |
|
| S3 |
0.7319 |
0.7353 |
0.7431 |
|
| S4 |
0.7259 |
0.7293 |
0.7414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7476 |
0.7406 |
0.0070 |
0.9% |
0.0034 |
0.5% |
99% |
True |
False |
321 |
| 10 |
0.7476 |
0.7399 |
0.0077 |
1.0% |
0.0031 |
0.4% |
99% |
True |
False |
299 |
| 20 |
0.7572 |
0.7399 |
0.0173 |
2.3% |
0.0036 |
0.5% |
44% |
False |
False |
272 |
| 40 |
0.7604 |
0.7367 |
0.0237 |
3.2% |
0.0031 |
0.4% |
46% |
False |
False |
196 |
| 60 |
0.7604 |
0.7248 |
0.0356 |
4.8% |
0.0029 |
0.4% |
64% |
False |
False |
142 |
| 80 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0027 |
0.4% |
66% |
False |
False |
120 |
| 100 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0024 |
0.3% |
66% |
False |
False |
97 |
| 120 |
0.7604 |
0.7226 |
0.0378 |
5.1% |
0.0023 |
0.3% |
66% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7591 |
|
2.618 |
0.7547 |
|
1.618 |
0.7520 |
|
1.000 |
0.7503 |
|
0.618 |
0.7493 |
|
HIGH |
0.7476 |
|
0.618 |
0.7466 |
|
0.500 |
0.7463 |
|
0.382 |
0.7459 |
|
LOW |
0.7449 |
|
0.618 |
0.7432 |
|
1.000 |
0.7422 |
|
1.618 |
0.7405 |
|
2.618 |
0.7378 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7471 |
0.7468 |
| PP |
0.7467 |
0.7460 |
| S1 |
0.7463 |
0.7453 |
|