CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7368 |
0.7368 |
0.0000 |
0.0% |
0.7350 |
High |
0.7391 |
0.7373 |
-0.0018 |
-0.2% |
0.7427 |
Low |
0.7366 |
0.7355 |
-0.0012 |
-0.2% |
0.7338 |
Close |
0.7372 |
0.7368 |
-0.0004 |
0.0% |
0.7423 |
Range |
0.0025 |
0.0018 |
-0.0007 |
-26.5% |
0.0089 |
ATR |
0.0038 |
0.0036 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
3,215 |
2,585 |
-630 |
-19.6% |
6,471 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7419 |
0.7412 |
0.7378 |
|
R3 |
0.7401 |
0.7394 |
0.7373 |
|
R2 |
0.7383 |
0.7383 |
0.7371 |
|
R1 |
0.7376 |
0.7376 |
0.7370 |
0.7377 |
PP |
0.7365 |
0.7365 |
0.7365 |
0.7366 |
S1 |
0.7358 |
0.7358 |
0.7366 |
0.7359 |
S2 |
0.7347 |
0.7347 |
0.7365 |
|
S3 |
0.7329 |
0.7340 |
0.7363 |
|
S4 |
0.7311 |
0.7322 |
0.7358 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7663 |
0.7632 |
0.7471 |
|
R3 |
0.7574 |
0.7543 |
0.7447 |
|
R2 |
0.7485 |
0.7485 |
0.7439 |
|
R1 |
0.7454 |
0.7454 |
0.7431 |
0.7469 |
PP |
0.7396 |
0.7396 |
0.7396 |
0.7403 |
S1 |
0.7365 |
0.7365 |
0.7414 |
0.7380 |
S2 |
0.7307 |
0.7307 |
0.7406 |
|
S3 |
0.7218 |
0.7276 |
0.7398 |
|
S4 |
0.7129 |
0.7187 |
0.7374 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7430 |
0.7355 |
0.0076 |
1.0% |
0.0032 |
0.4% |
18% |
False |
True |
2,524 |
10 |
0.7430 |
0.7307 |
0.0123 |
1.7% |
0.0035 |
0.5% |
50% |
False |
False |
1,792 |
20 |
0.7430 |
0.7233 |
0.0197 |
2.7% |
0.0036 |
0.5% |
69% |
False |
False |
1,057 |
40 |
0.7430 |
0.7212 |
0.0219 |
3.0% |
0.0037 |
0.5% |
72% |
False |
False |
714 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0036 |
0.5% |
57% |
False |
False |
551 |
80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0031 |
0.4% |
57% |
False |
False |
432 |
100 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0027 |
0.4% |
38% |
False |
False |
347 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0024 |
0.3% |
35% |
False |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7449 |
2.618 |
0.7420 |
1.618 |
0.7402 |
1.000 |
0.7391 |
0.618 |
0.7384 |
HIGH |
0.7373 |
0.618 |
0.7366 |
0.500 |
0.7364 |
0.382 |
0.7361 |
LOW |
0.7355 |
0.618 |
0.7343 |
1.000 |
0.7337 |
1.618 |
0.7325 |
2.618 |
0.7307 |
4.250 |
0.7278 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7367 |
0.7376 |
PP |
0.7365 |
0.7374 |
S1 |
0.7364 |
0.7371 |
|