CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7411 |
0.0043 |
0.6% |
0.7422 |
| High |
0.7421 |
0.7476 |
0.0055 |
0.7% |
0.7430 |
| Low |
0.7359 |
0.7410 |
0.0051 |
0.7% |
0.7355 |
| Close |
0.7417 |
0.7468 |
0.0051 |
0.7% |
0.7372 |
| Range |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0076 |
| ATR |
0.0037 |
0.0040 |
0.0002 |
5.4% |
0.0000 |
| Volume |
81,553 |
94,585 |
13,032 |
16.0% |
17,781 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7624 |
0.7504 |
|
| R3 |
0.7583 |
0.7558 |
0.7486 |
|
| R2 |
0.7517 |
0.7517 |
0.7480 |
|
| R1 |
0.7492 |
0.7492 |
0.7474 |
0.7505 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7457 |
| S1 |
0.7426 |
0.7426 |
0.7461 |
0.7439 |
| S2 |
0.7385 |
0.7385 |
0.7455 |
|
| S3 |
0.7319 |
0.7360 |
0.7449 |
|
| S4 |
0.7253 |
0.7294 |
0.7431 |
|
|
| 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 |
0.7476 |
0.7354 |
0.0123 |
1.6% |
0.0046 |
0.6% |
93% |
True |
False |
52,488 |
| 10 |
0.7476 |
0.7354 |
0.0123 |
1.6% |
0.0039 |
0.5% |
93% |
True |
False |
27,506 |
| 20 |
0.7476 |
0.7274 |
0.0202 |
2.7% |
0.0038 |
0.5% |
96% |
True |
False |
14,100 |
| 40 |
0.7476 |
0.7212 |
0.0265 |
3.5% |
0.0037 |
0.5% |
97% |
True |
False |
7,231 |
| 60 |
0.7476 |
0.7212 |
0.0265 |
3.5% |
0.0038 |
0.5% |
97% |
True |
False |
4,915 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.6% |
0.0034 |
0.5% |
94% |
False |
False |
3,711 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
62% |
False |
False |
2,970 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0026 |
0.3% |
58% |
False |
False |
2,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7649 |
|
1.618 |
0.7583 |
|
1.000 |
0.7542 |
|
0.618 |
0.7517 |
|
HIGH |
0.7476 |
|
0.618 |
0.7451 |
|
0.500 |
0.7443 |
|
0.382 |
0.7435 |
|
LOW |
0.7410 |
|
0.618 |
0.7369 |
|
1.000 |
0.7344 |
|
1.618 |
0.7303 |
|
2.618 |
0.7237 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7459 |
0.7450 |
| PP |
0.7451 |
0.7432 |
| S1 |
0.7443 |
0.7415 |
|