CME Canadian Dollar Future September 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 |
0.7459 |
0.7460 |
0.0002 |
0.0% |
0.7457 |
| High |
0.7462 |
0.7480 |
0.0018 |
0.2% |
0.7467 |
| Low |
0.7459 |
0.7460 |
0.0002 |
0.0% |
0.7410 |
| Close |
0.7462 |
0.7480 |
0.0018 |
0.2% |
0.7452 |
| Range |
0.0003 |
0.0020 |
0.0017 |
550.0% |
0.0057 |
| ATR |
0.0024 |
0.0024 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
23 |
78 |
55 |
239.1% |
218 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7525 |
0.7490 |
|
| R3 |
0.7512 |
0.7506 |
0.7485 |
|
| R2 |
0.7493 |
0.7493 |
0.7483 |
|
| R1 |
0.7486 |
0.7486 |
0.7481 |
0.7489 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7475 |
| S1 |
0.7467 |
0.7467 |
0.7478 |
0.7470 |
| S2 |
0.7454 |
0.7454 |
0.7476 |
|
| S3 |
0.7434 |
0.7447 |
0.7474 |
|
| S4 |
0.7415 |
0.7428 |
0.7469 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7589 |
0.7483 |
|
| R3 |
0.7556 |
0.7532 |
0.7468 |
|
| R2 |
0.7499 |
0.7499 |
0.7462 |
|
| R1 |
0.7476 |
0.7476 |
0.7457 |
0.7459 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7435 |
| S1 |
0.7419 |
0.7419 |
0.7447 |
0.7403 |
| S2 |
0.7386 |
0.7386 |
0.7442 |
|
| S3 |
0.7330 |
0.7363 |
0.7436 |
|
| S4 |
0.7273 |
0.7306 |
0.7421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7480 |
0.7410 |
0.0070 |
0.9% |
0.0014 |
0.2% |
100% |
True |
False |
27 |
| 10 |
0.7480 |
0.7407 |
0.0073 |
1.0% |
0.0011 |
0.2% |
100% |
True |
False |
38 |
| 20 |
0.7537 |
0.7407 |
0.0130 |
1.7% |
0.0015 |
0.2% |
56% |
False |
False |
22 |
| 40 |
0.7602 |
0.7379 |
0.0224 |
3.0% |
0.0016 |
0.2% |
45% |
False |
False |
24 |
| 60 |
0.7602 |
0.7254 |
0.0348 |
4.7% |
0.0015 |
0.2% |
65% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7531 |
|
1.618 |
0.7511 |
|
1.000 |
0.7499 |
|
0.618 |
0.7492 |
|
HIGH |
0.7480 |
|
0.618 |
0.7472 |
|
0.500 |
0.7470 |
|
0.382 |
0.7467 |
|
LOW |
0.7460 |
|
0.618 |
0.7448 |
|
1.000 |
0.7441 |
|
1.618 |
0.7428 |
|
2.618 |
0.7409 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7472 |
| PP |
0.7473 |
0.7465 |
| S1 |
0.7470 |
0.7457 |
|