CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7477 |
0.7463 |
-0.0014 |
-0.2% |
0.7362 |
High |
0.7489 |
0.7500 |
0.0011 |
0.1% |
0.7490 |
Low |
0.7458 |
0.7463 |
0.0006 |
0.1% |
0.7344 |
Close |
0.7468 |
0.7493 |
0.0026 |
0.3% |
0.7479 |
Range |
0.0032 |
0.0037 |
0.0005 |
15.9% |
0.0147 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.6% |
0.0000 |
Volume |
9,341 |
224 |
-9,117 |
-97.6% |
507,158 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7595 |
0.7580 |
0.7513 |
|
R3 |
0.7558 |
0.7544 |
0.7503 |
|
R2 |
0.7522 |
0.7522 |
0.7500 |
|
R1 |
0.7507 |
0.7507 |
0.7496 |
0.7515 |
PP |
0.7485 |
0.7485 |
0.7485 |
0.7489 |
S1 |
0.7471 |
0.7471 |
0.7490 |
0.7478 |
S2 |
0.7449 |
0.7449 |
0.7486 |
|
S3 |
0.7412 |
0.7434 |
0.7483 |
|
S4 |
0.7376 |
0.7398 |
0.7473 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7825 |
0.7560 |
|
R3 |
0.7731 |
0.7678 |
0.7519 |
|
R2 |
0.7584 |
0.7584 |
0.7506 |
|
R1 |
0.7532 |
0.7532 |
0.7492 |
0.7558 |
PP |
0.7438 |
0.7438 |
0.7438 |
0.7451 |
S1 |
0.7385 |
0.7385 |
0.7466 |
0.7411 |
S2 |
0.7291 |
0.7291 |
0.7452 |
|
S3 |
0.7145 |
0.7239 |
0.7439 |
|
S4 |
0.6998 |
0.7092 |
0.7398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7500 |
0.7350 |
0.0150 |
2.0% |
0.0046 |
0.6% |
96% |
True |
False |
66,612 |
10 |
0.7500 |
0.7343 |
0.0157 |
2.1% |
0.0038 |
0.5% |
96% |
True |
False |
71,366 |
20 |
0.7500 |
0.7267 |
0.0233 |
3.1% |
0.0038 |
0.5% |
97% |
True |
False |
75,682 |
40 |
0.7500 |
0.7199 |
0.0301 |
4.0% |
0.0040 |
0.5% |
98% |
True |
False |
76,137 |
60 |
0.7500 |
0.7199 |
0.0301 |
4.0% |
0.0041 |
0.6% |
98% |
True |
False |
80,966 |
80 |
0.7500 |
0.7199 |
0.0301 |
4.0% |
0.0040 |
0.5% |
98% |
True |
False |
72,418 |
100 |
0.7613 |
0.7199 |
0.0415 |
5.5% |
0.0039 |
0.5% |
71% |
False |
False |
57,984 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
65% |
False |
False |
48,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7655 |
2.618 |
0.7595 |
1.618 |
0.7559 |
1.000 |
0.7536 |
0.618 |
0.7522 |
HIGH |
0.7500 |
0.618 |
0.7486 |
0.500 |
0.7481 |
0.382 |
0.7477 |
LOW |
0.7463 |
0.618 |
0.7440 |
1.000 |
0.7427 |
1.618 |
0.7404 |
2.618 |
0.7367 |
4.250 |
0.7308 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7489 |
0.7488 |
PP |
0.7485 |
0.7483 |
S1 |
0.7481 |
0.7477 |
|