CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7475 |
-0.0012 |
-0.2% |
0.7372 |
| High |
0.7502 |
0.7511 |
0.0010 |
0.1% |
0.7501 |
| Low |
0.7468 |
0.7472 |
0.0004 |
0.1% |
0.7354 |
| Close |
0.7478 |
0.7509 |
0.0032 |
0.4% |
0.7490 |
| Range |
0.0034 |
0.0039 |
0.0006 |
16.4% |
0.0147 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0000 |
| Volume |
72,878 |
79,777 |
6,899 |
9.5% |
378,794 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7601 |
0.7530 |
|
| R3 |
0.7575 |
0.7562 |
0.7520 |
|
| R2 |
0.7536 |
0.7536 |
0.7516 |
|
| R1 |
0.7523 |
0.7523 |
0.7513 |
0.7530 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7501 |
| S1 |
0.7484 |
0.7484 |
0.7505 |
0.7491 |
| S2 |
0.7458 |
0.7458 |
0.7502 |
|
| S3 |
0.7419 |
0.7445 |
0.7498 |
|
| S4 |
0.7380 |
0.7406 |
0.7488 |
|
|
| 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 |
0.7511 |
0.7359 |
0.0152 |
2.0% |
0.0047 |
0.6% |
99% |
True |
False |
90,421 |
| 10 |
0.7511 |
0.7354 |
0.0158 |
2.1% |
0.0038 |
0.5% |
99% |
True |
False |
54,421 |
| 20 |
0.7511 |
0.7279 |
0.0233 |
3.1% |
0.0038 |
0.5% |
99% |
True |
False |
27,852 |
| 40 |
0.7511 |
0.7212 |
0.0300 |
4.0% |
0.0038 |
0.5% |
99% |
True |
False |
14,109 |
| 60 |
0.7511 |
0.7212 |
0.0300 |
4.0% |
0.0038 |
0.5% |
99% |
True |
False |
9,494 |
| 80 |
0.7511 |
0.7212 |
0.0300 |
4.0% |
0.0034 |
0.5% |
99% |
True |
False |
7,160 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.5% |
0.0030 |
0.4% |
72% |
False |
False |
5,730 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0027 |
0.4% |
67% |
False |
False |
4,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7677 |
|
2.618 |
0.7613 |
|
1.618 |
0.7574 |
|
1.000 |
0.7550 |
|
0.618 |
0.7535 |
|
HIGH |
0.7511 |
|
0.618 |
0.7496 |
|
0.500 |
0.7492 |
|
0.382 |
0.7487 |
|
LOW |
0.7472 |
|
0.618 |
0.7448 |
|
1.000 |
0.7433 |
|
1.618 |
0.7409 |
|
2.618 |
0.7370 |
|
4.250 |
0.7306 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7503 |
0.7502 |
| PP |
0.7497 |
0.7495 |
| S1 |
0.7492 |
0.7488 |
|