CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7538 |
0.7550 |
0.0012 |
0.2% |
0.7487 |
High |
0.7576 |
0.7589 |
0.0014 |
0.2% |
0.7576 |
Low |
0.7533 |
0.7550 |
0.0017 |
0.2% |
0.7468 |
Close |
0.7552 |
0.7586 |
0.0034 |
0.5% |
0.7552 |
Range |
0.0043 |
0.0040 |
-0.0004 |
-8.1% |
0.0108 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0000 |
Volume |
83,496 |
48,946 |
-34,550 |
-41.4% |
404,961 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7693 |
0.7679 |
0.7607 |
|
R3 |
0.7654 |
0.7639 |
0.7596 |
|
R2 |
0.7614 |
0.7614 |
0.7593 |
|
R1 |
0.7600 |
0.7600 |
0.7589 |
0.7607 |
PP |
0.7575 |
0.7575 |
0.7575 |
0.7578 |
S1 |
0.7560 |
0.7560 |
0.7582 |
0.7568 |
S2 |
0.7535 |
0.7535 |
0.7578 |
|
S3 |
0.7496 |
0.7521 |
0.7575 |
|
S4 |
0.7456 |
0.7481 |
0.7564 |
|
|
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 |
0.7589 |
0.7472 |
0.0117 |
1.5% |
0.0041 |
0.5% |
97% |
True |
False |
76,205 |
10 |
0.7589 |
0.7354 |
0.0236 |
3.1% |
0.0044 |
0.6% |
99% |
True |
False |
81,441 |
20 |
0.7589 |
0.7352 |
0.0238 |
3.1% |
0.0038 |
0.5% |
99% |
True |
False |
42,831 |
40 |
0.7589 |
0.7212 |
0.0378 |
5.0% |
0.0038 |
0.5% |
99% |
True |
False |
21,600 |
60 |
0.7589 |
0.7212 |
0.0378 |
5.0% |
0.0038 |
0.5% |
99% |
True |
False |
14,503 |
80 |
0.7589 |
0.7212 |
0.0378 |
5.0% |
0.0036 |
0.5% |
99% |
True |
False |
10,921 |
100 |
0.7589 |
0.7212 |
0.0378 |
5.0% |
0.0031 |
0.4% |
99% |
True |
False |
8,742 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0028 |
0.4% |
84% |
False |
False |
7,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7757 |
2.618 |
0.7692 |
1.618 |
0.7653 |
1.000 |
0.7629 |
0.618 |
0.7613 |
HIGH |
0.7589 |
0.618 |
0.7574 |
0.500 |
0.7569 |
0.382 |
0.7565 |
LOW |
0.7550 |
0.618 |
0.7525 |
1.000 |
0.7510 |
1.618 |
0.7486 |
2.618 |
0.7446 |
4.250 |
0.7382 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7571 |
PP |
0.7575 |
0.7556 |
S1 |
0.7569 |
0.7541 |
|