CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7372 |
0.0009 |
0.1% |
0.7422 |
| High |
0.7390 |
0.7391 |
0.0001 |
0.0% |
0.7430 |
| Low |
0.7359 |
0.7361 |
0.0002 |
0.0% |
0.7355 |
| Close |
0.7372 |
0.7380 |
0.0008 |
0.1% |
0.7372 |
| Range |
0.0031 |
0.0030 |
-0.0002 |
-4.8% |
0.0076 |
| ATR |
0.0036 |
0.0035 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
6,962 |
18,286 |
11,324 |
162.7% |
17,781 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7452 |
0.7396 |
|
| R3 |
0.7436 |
0.7423 |
0.7388 |
|
| R2 |
0.7407 |
0.7407 |
0.7385 |
|
| R1 |
0.7393 |
0.7393 |
0.7383 |
0.7400 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7381 |
| S1 |
0.7364 |
0.7364 |
0.7377 |
0.7371 |
| S2 |
0.7348 |
0.7348 |
0.7375 |
|
| S3 |
0.7318 |
0.7334 |
0.7372 |
|
| S4 |
0.7289 |
0.7305 |
0.7364 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7568 |
0.7414 |
|
| R3 |
0.7537 |
0.7492 |
0.7393 |
|
| R2 |
0.7461 |
0.7461 |
0.7386 |
|
| R1 |
0.7417 |
0.7417 |
0.7379 |
0.7401 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7378 |
| S1 |
0.7341 |
0.7341 |
0.7365 |
0.7326 |
| S2 |
0.7310 |
0.7310 |
0.7358 |
|
| S3 |
0.7235 |
0.7266 |
0.7351 |
|
| S4 |
0.7159 |
0.7190 |
0.7330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7355 |
0.0044 |
0.6% |
0.0027 |
0.4% |
59% |
False |
False |
6,650 |
| 10 |
0.7430 |
0.7352 |
0.0079 |
1.1% |
0.0033 |
0.4% |
36% |
False |
False |
4,220 |
| 20 |
0.7430 |
0.7244 |
0.0186 |
2.5% |
0.0036 |
0.5% |
73% |
False |
False |
2,298 |
| 40 |
0.7430 |
0.7212 |
0.0219 |
3.0% |
0.0036 |
0.5% |
77% |
False |
False |
1,330 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0036 |
0.5% |
62% |
False |
False |
965 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0032 |
0.4% |
62% |
False |
False |
746 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0028 |
0.4% |
41% |
False |
False |
598 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0025 |
0.3% |
38% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7516 |
|
2.618 |
0.7468 |
|
1.618 |
0.7438 |
|
1.000 |
0.7420 |
|
0.618 |
0.7409 |
|
HIGH |
0.7391 |
|
0.618 |
0.7379 |
|
0.500 |
0.7376 |
|
0.382 |
0.7372 |
|
LOW |
0.7361 |
|
0.618 |
0.7343 |
|
1.000 |
0.7332 |
|
1.618 |
0.7313 |
|
2.618 |
0.7284 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7379 |
0.7378 |
| PP |
0.7377 |
0.7375 |
| S1 |
0.7376 |
0.7373 |
|