CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7469 |
0.7487 |
0.0018 |
0.2% |
0.7372 |
| High |
0.7501 |
0.7502 |
0.0001 |
0.0% |
0.7501 |
| Low |
0.7465 |
0.7468 |
0.0004 |
0.0% |
0.7354 |
| Close |
0.7490 |
0.7478 |
-0.0012 |
-0.2% |
0.7490 |
| Range |
0.0036 |
0.0034 |
-0.0003 |
-6.9% |
0.0147 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
123,315 |
72,878 |
-50,437 |
-40.9% |
378,794 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7564 |
0.7496 |
|
| R3 |
0.7549 |
0.7530 |
0.7487 |
|
| R2 |
0.7516 |
0.7516 |
0.7484 |
|
| R1 |
0.7497 |
0.7497 |
0.7481 |
0.7490 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7479 |
| S1 |
0.7463 |
0.7463 |
0.7474 |
0.7456 |
| S2 |
0.7449 |
0.7449 |
0.7471 |
|
| S3 |
0.7415 |
0.7430 |
0.7468 |
|
| S4 |
0.7382 |
0.7396 |
0.7459 |
|
|
| 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 |
0.7502 |
0.7354 |
0.0148 |
2.0% |
0.0047 |
0.6% |
84% |
True |
False |
86,677 |
| 10 |
0.7502 |
0.7354 |
0.0148 |
2.0% |
0.0037 |
0.5% |
84% |
True |
False |
46,663 |
| 20 |
0.7502 |
0.7279 |
0.0223 |
3.0% |
0.0037 |
0.5% |
89% |
True |
False |
23,874 |
| 40 |
0.7502 |
0.7212 |
0.0290 |
3.9% |
0.0038 |
0.5% |
92% |
True |
False |
12,120 |
| 60 |
0.7502 |
0.7212 |
0.0290 |
3.9% |
0.0038 |
0.5% |
92% |
True |
False |
8,169 |
| 80 |
0.7502 |
0.7212 |
0.0290 |
3.9% |
0.0034 |
0.5% |
92% |
True |
False |
6,163 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0029 |
0.4% |
64% |
False |
False |
4,932 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0026 |
0.4% |
60% |
False |
False |
4,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7644 |
|
2.618 |
0.7589 |
|
1.618 |
0.7556 |
|
1.000 |
0.7535 |
|
0.618 |
0.7522 |
|
HIGH |
0.7502 |
|
0.618 |
0.7489 |
|
0.500 |
0.7485 |
|
0.382 |
0.7481 |
|
LOW |
0.7468 |
|
0.618 |
0.7447 |
|
1.000 |
0.7435 |
|
1.618 |
0.7414 |
|
2.618 |
0.7380 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7470 |
| PP |
0.7482 |
0.7463 |
| S1 |
0.7480 |
0.7456 |
|