CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7494 |
0.7538 |
0.0045 |
0.6% |
0.7487 |
High |
0.7543 |
0.7576 |
0.0033 |
0.4% |
0.7576 |
Low |
0.7492 |
0.7533 |
0.0041 |
0.5% |
0.7468 |
Close |
0.7535 |
0.7552 |
0.0017 |
0.2% |
0.7552 |
Range |
0.0051 |
0.0043 |
-0.0008 |
-15.7% |
0.0108 |
ATR |
0.0039 |
0.0040 |
0.0000 |
0.7% |
0.0000 |
Volume |
82,035 |
83,496 |
1,461 |
1.8% |
404,961 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7660 |
0.7575 |
|
R3 |
0.7639 |
0.7617 |
0.7563 |
|
R2 |
0.7596 |
0.7596 |
0.7559 |
|
R1 |
0.7574 |
0.7574 |
0.7555 |
0.7585 |
PP |
0.7553 |
0.7553 |
0.7553 |
0.7559 |
S1 |
0.7531 |
0.7531 |
0.7548 |
0.7542 |
S2 |
0.7510 |
0.7510 |
0.7544 |
|
S3 |
0.7467 |
0.7488 |
0.7540 |
|
S4 |
0.7424 |
0.7445 |
0.7528 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7810 |
0.7611 |
|
R3 |
0.7747 |
0.7703 |
0.7581 |
|
R2 |
0.7639 |
0.7639 |
0.7571 |
|
R1 |
0.7595 |
0.7595 |
0.7561 |
0.7617 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7543 |
S1 |
0.7488 |
0.7488 |
0.7542 |
0.7510 |
S2 |
0.7424 |
0.7424 |
0.7532 |
|
S3 |
0.7317 |
0.7380 |
0.7522 |
|
S4 |
0.7209 |
0.7273 |
0.7492 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7576 |
0.7468 |
0.0108 |
1.4% |
0.0040 |
0.5% |
78% |
True |
False |
80,992 |
10 |
0.7576 |
0.7354 |
0.0222 |
2.9% |
0.0043 |
0.6% |
89% |
True |
False |
78,375 |
20 |
0.7576 |
0.7338 |
0.0238 |
3.2% |
0.0038 |
0.5% |
90% |
True |
False |
40,400 |
40 |
0.7576 |
0.7212 |
0.0364 |
4.8% |
0.0038 |
0.5% |
93% |
True |
False |
20,386 |
60 |
0.7576 |
0.7212 |
0.0364 |
4.8% |
0.0039 |
0.5% |
93% |
True |
False |
13,692 |
80 |
0.7576 |
0.7212 |
0.0364 |
4.8% |
0.0035 |
0.5% |
93% |
True |
False |
10,313 |
100 |
0.7576 |
0.7212 |
0.0364 |
4.8% |
0.0030 |
0.4% |
93% |
True |
False |
8,253 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0028 |
0.4% |
77% |
False |
False |
6,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7758 |
2.618 |
0.7688 |
1.618 |
0.7645 |
1.000 |
0.7619 |
0.618 |
0.7602 |
HIGH |
0.7576 |
0.618 |
0.7559 |
0.500 |
0.7554 |
0.382 |
0.7549 |
LOW |
0.7533 |
0.618 |
0.7506 |
1.000 |
0.7490 |
1.618 |
0.7463 |
2.618 |
0.7420 |
4.250 |
0.7350 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7554 |
0.7545 |
PP |
0.7553 |
0.7539 |
S1 |
0.7552 |
0.7533 |
|