CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7469 |
0.0058 |
0.8% |
0.7372 |
| High |
0.7476 |
0.7501 |
0.0025 |
0.3% |
0.7501 |
| Low |
0.7410 |
0.7465 |
0.0055 |
0.7% |
0.7354 |
| Close |
0.7468 |
0.7490 |
0.0022 |
0.3% |
0.7490 |
| Range |
0.0066 |
0.0036 |
-0.0030 |
-45.5% |
0.0147 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
94,585 |
123,315 |
28,730 |
30.4% |
378,794 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7593 |
0.7577 |
0.7509 |
|
| R3 |
0.7557 |
0.7541 |
0.7499 |
|
| R2 |
0.7521 |
0.7521 |
0.7496 |
|
| R1 |
0.7505 |
0.7505 |
0.7493 |
0.7513 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7489 |
| S1 |
0.7469 |
0.7469 |
0.7486 |
0.7477 |
| S2 |
0.7449 |
0.7449 |
0.7483 |
|
| S3 |
0.7413 |
0.7433 |
0.7480 |
|
| S4 |
0.7377 |
0.7397 |
0.7470 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7836 |
0.7570 |
|
| R3 |
0.7742 |
0.7689 |
0.7530 |
|
| R2 |
0.7595 |
0.7595 |
0.7516 |
|
| R1 |
0.7542 |
0.7542 |
0.7503 |
0.7569 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7461 |
| S1 |
0.7395 |
0.7395 |
0.7476 |
0.7422 |
| S2 |
0.7301 |
0.7301 |
0.7463 |
|
| S3 |
0.7154 |
0.7248 |
0.7449 |
|
| S4 |
0.7007 |
0.7101 |
0.7409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7501 |
0.7354 |
0.0147 |
2.0% |
0.0047 |
0.6% |
93% |
True |
False |
75,758 |
| 10 |
0.7501 |
0.7354 |
0.0147 |
2.0% |
0.0038 |
0.5% |
93% |
True |
False |
39,657 |
| 20 |
0.7501 |
0.7276 |
0.0225 |
3.0% |
0.0037 |
0.5% |
95% |
True |
False |
20,251 |
| 40 |
0.7501 |
0.7212 |
0.0289 |
3.9% |
0.0038 |
0.5% |
96% |
True |
False |
10,304 |
| 60 |
0.7501 |
0.7212 |
0.0289 |
3.9% |
0.0038 |
0.5% |
96% |
True |
False |
6,969 |
| 80 |
0.7501 |
0.7212 |
0.0289 |
3.9% |
0.0034 |
0.5% |
96% |
True |
False |
5,252 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
67% |
False |
False |
4,203 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0026 |
0.3% |
63% |
False |
False |
3,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7654 |
|
2.618 |
0.7595 |
|
1.618 |
0.7559 |
|
1.000 |
0.7537 |
|
0.618 |
0.7523 |
|
HIGH |
0.7501 |
|
0.618 |
0.7487 |
|
0.500 |
0.7483 |
|
0.382 |
0.7478 |
|
LOW |
0.7465 |
|
0.618 |
0.7442 |
|
1.000 |
0.7429 |
|
1.618 |
0.7406 |
|
2.618 |
0.7370 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7470 |
| PP |
0.7485 |
0.7450 |
| S1 |
0.7483 |
0.7430 |
|