CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7377 |
0.7368 |
-0.0009 |
-0.1% |
0.7422 |
| High |
0.7393 |
0.7421 |
0.0028 |
0.4% |
0.7430 |
| Low |
0.7354 |
0.7359 |
0.0006 |
0.1% |
0.7355 |
| Close |
0.7366 |
0.7417 |
0.0051 |
0.7% |
0.7372 |
| Range |
0.0040 |
0.0062 |
0.0023 |
57.0% |
0.0076 |
| ATR |
0.0036 |
0.0037 |
0.0002 |
5.3% |
0.0000 |
| Volume |
61,055 |
81,553 |
20,498 |
33.6% |
17,781 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7563 |
0.7451 |
|
| R3 |
0.7523 |
0.7501 |
0.7434 |
|
| R2 |
0.7461 |
0.7461 |
0.7428 |
|
| R1 |
0.7439 |
0.7439 |
0.7422 |
0.7450 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7404 |
| S1 |
0.7377 |
0.7377 |
0.7411 |
0.7388 |
| S2 |
0.7337 |
0.7337 |
0.7405 |
|
| S3 |
0.7275 |
0.7315 |
0.7399 |
|
| S4 |
0.7213 |
0.7253 |
0.7382 |
|
|
| 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 |
0.7421 |
0.7354 |
0.0068 |
0.9% |
0.0036 |
0.5% |
93% |
True |
False |
34,088 |
| 10 |
0.7430 |
0.7352 |
0.0079 |
1.1% |
0.0036 |
0.5% |
83% |
False |
False |
18,243 |
| 20 |
0.7430 |
0.7274 |
0.0156 |
2.1% |
0.0036 |
0.5% |
91% |
False |
False |
9,390 |
| 40 |
0.7430 |
0.7212 |
0.0219 |
2.9% |
0.0037 |
0.5% |
94% |
False |
False |
4,873 |
| 60 |
0.7483 |
0.7212 |
0.0271 |
3.7% |
0.0037 |
0.5% |
76% |
False |
False |
3,341 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.4% |
75% |
False |
False |
2,528 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0028 |
0.4% |
50% |
False |
False |
2,024 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0025 |
0.3% |
46% |
False |
False |
1,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7583 |
|
1.618 |
0.7521 |
|
1.000 |
0.7483 |
|
0.618 |
0.7459 |
|
HIGH |
0.7421 |
|
0.618 |
0.7397 |
|
0.500 |
0.7390 |
|
0.382 |
0.7383 |
|
LOW |
0.7359 |
|
0.618 |
0.7321 |
|
1.000 |
0.7297 |
|
1.618 |
0.7259 |
|
2.618 |
0.7197 |
|
4.250 |
0.7096 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7407 |
| PP |
0.7399 |
0.7397 |
| S1 |
0.7390 |
0.7387 |
|