CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 20-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7475 |
0.7510 |
0.0035 |
0.5% |
0.7372 |
High |
0.7511 |
0.7523 |
0.0012 |
0.2% |
0.7501 |
Low |
0.7472 |
0.7490 |
0.0018 |
0.2% |
0.7354 |
Close |
0.7509 |
0.7506 |
-0.0003 |
0.0% |
0.7490 |
Range |
0.0039 |
0.0033 |
-0.0006 |
-15.4% |
0.0147 |
ATR |
0.0039 |
0.0038 |
0.0000 |
-1.1% |
0.0000 |
Volume |
79,777 |
86,775 |
6,998 |
8.8% |
378,794 |
|
Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7605 |
0.7589 |
0.7524 |
|
R3 |
0.7572 |
0.7556 |
0.7515 |
|
R2 |
0.7539 |
0.7539 |
0.7512 |
|
R1 |
0.7523 |
0.7523 |
0.7509 |
0.7514 |
PP |
0.7506 |
0.7506 |
0.7506 |
0.7502 |
S1 |
0.7490 |
0.7490 |
0.7503 |
0.7481 |
S2 |
0.7473 |
0.7473 |
0.7500 |
|
S3 |
0.7440 |
0.7457 |
0.7497 |
|
S4 |
0.7407 |
0.7424 |
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 |
0.7523 |
0.7410 |
0.0113 |
1.5% |
0.0042 |
0.6% |
85% |
True |
False |
91,466 |
10 |
0.7523 |
0.7354 |
0.0169 |
2.3% |
0.0039 |
0.5% |
90% |
True |
False |
62,777 |
20 |
0.7523 |
0.7279 |
0.0244 |
3.3% |
0.0038 |
0.5% |
93% |
True |
False |
32,174 |
40 |
0.7523 |
0.7212 |
0.0311 |
4.1% |
0.0038 |
0.5% |
95% |
True |
False |
16,272 |
60 |
0.7523 |
0.7212 |
0.0311 |
4.1% |
0.0038 |
0.5% |
95% |
True |
False |
10,938 |
80 |
0.7523 |
0.7212 |
0.0311 |
4.1% |
0.0034 |
0.5% |
95% |
True |
False |
8,244 |
100 |
0.7589 |
0.7212 |
0.0377 |
5.0% |
0.0030 |
0.4% |
78% |
False |
False |
6,597 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0027 |
0.4% |
66% |
False |
False |
5,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7663 |
2.618 |
0.7609 |
1.618 |
0.7576 |
1.000 |
0.7556 |
0.618 |
0.7543 |
HIGH |
0.7523 |
0.618 |
0.7510 |
0.500 |
0.7506 |
0.382 |
0.7502 |
LOW |
0.7490 |
0.618 |
0.7469 |
1.000 |
0.7457 |
1.618 |
0.7436 |
2.618 |
0.7403 |
4.250 |
0.7349 |
|
|
Fisher Pivots for day following 20-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7506 |
0.7502 |
PP |
0.7506 |
0.7499 |
S1 |
0.7506 |
0.7495 |
|