CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 21-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7510 |
0.7494 |
-0.0016 |
-0.2% |
0.7372 |
High |
0.7523 |
0.7543 |
0.0021 |
0.3% |
0.7501 |
Low |
0.7490 |
0.7492 |
0.0003 |
0.0% |
0.7354 |
Close |
0.7506 |
0.7535 |
0.0029 |
0.4% |
0.7490 |
Range |
0.0033 |
0.0051 |
0.0018 |
54.5% |
0.0147 |
ATR |
0.0038 |
0.0039 |
0.0001 |
2.3% |
0.0000 |
Volume |
86,775 |
82,035 |
-4,740 |
-5.5% |
378,794 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7676 |
0.7656 |
0.7563 |
|
R3 |
0.7625 |
0.7605 |
0.7549 |
|
R2 |
0.7574 |
0.7574 |
0.7544 |
|
R1 |
0.7554 |
0.7554 |
0.7539 |
0.7564 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7528 |
S1 |
0.7503 |
0.7503 |
0.7530 |
0.7513 |
S2 |
0.7472 |
0.7472 |
0.7525 |
|
S3 |
0.7421 |
0.7452 |
0.7520 |
|
S4 |
0.7370 |
0.7401 |
0.7506 |
|
|
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 |
0.7543 |
0.7465 |
0.0079 |
1.0% |
0.0039 |
0.5% |
89% |
True |
False |
88,956 |
10 |
0.7543 |
0.7354 |
0.0190 |
2.5% |
0.0042 |
0.6% |
96% |
True |
False |
70,722 |
20 |
0.7543 |
0.7307 |
0.0236 |
3.1% |
0.0038 |
0.5% |
96% |
True |
False |
36,257 |
40 |
0.7543 |
0.7212 |
0.0332 |
4.4% |
0.0038 |
0.5% |
97% |
True |
False |
18,307 |
60 |
0.7543 |
0.7212 |
0.0332 |
4.4% |
0.0039 |
0.5% |
97% |
True |
False |
12,303 |
80 |
0.7543 |
0.7212 |
0.0332 |
4.4% |
0.0035 |
0.5% |
97% |
True |
False |
9,270 |
100 |
0.7543 |
0.7212 |
0.0332 |
4.4% |
0.0030 |
0.4% |
97% |
True |
False |
7,418 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0027 |
0.4% |
73% |
False |
False |
6,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7760 |
2.618 |
0.7677 |
1.618 |
0.7626 |
1.000 |
0.7594 |
0.618 |
0.7575 |
HIGH |
0.7543 |
0.618 |
0.7524 |
0.500 |
0.7518 |
0.382 |
0.7511 |
LOW |
0.7492 |
0.618 |
0.7460 |
1.000 |
0.7441 |
1.618 |
0.7409 |
2.618 |
0.7358 |
4.250 |
0.7275 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7529 |
0.7526 |
PP |
0.7523 |
0.7517 |
S1 |
0.7518 |
0.7508 |
|