CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 28-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7584 |
-0.0005 |
-0.1% |
0.7487 |
High |
0.7599 |
0.7595 |
-0.0004 |
-0.1% |
0.7576 |
Low |
0.7575 |
0.7565 |
-0.0010 |
-0.1% |
0.7468 |
Close |
0.7579 |
0.7568 |
-0.0011 |
-0.1% |
0.7552 |
Range |
0.0025 |
0.0030 |
0.0006 |
22.4% |
0.0108 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
89,861 |
78,605 |
-11,256 |
-12.5% |
404,961 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7666 |
0.7647 |
0.7585 |
|
R3 |
0.7636 |
0.7617 |
0.7576 |
|
R2 |
0.7606 |
0.7606 |
0.7574 |
|
R1 |
0.7587 |
0.7587 |
0.7571 |
0.7582 |
PP |
0.7576 |
0.7576 |
0.7576 |
0.7573 |
S1 |
0.7557 |
0.7557 |
0.7565 |
0.7552 |
S2 |
0.7546 |
0.7546 |
0.7563 |
|
S3 |
0.7516 |
0.7527 |
0.7560 |
|
S4 |
0.7486 |
0.7497 |
0.7552 |
|
|
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 |
0.7599 |
0.7492 |
0.0107 |
1.4% |
0.0038 |
0.5% |
71% |
False |
False |
76,588 |
10 |
0.7599 |
0.7410 |
0.0189 |
2.5% |
0.0040 |
0.5% |
84% |
False |
False |
84,027 |
20 |
0.7599 |
0.7352 |
0.0248 |
3.3% |
0.0038 |
0.5% |
87% |
False |
False |
51,135 |
40 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0038 |
0.5% |
92% |
False |
False |
25,801 |
60 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0037 |
0.5% |
92% |
False |
False |
17,303 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0035 |
0.5% |
92% |
False |
False |
13,026 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0031 |
0.4% |
92% |
False |
False |
10,427 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0028 |
0.4% |
80% |
False |
False |
8,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7674 |
1.618 |
0.7644 |
1.000 |
0.7625 |
0.618 |
0.7614 |
HIGH |
0.7595 |
0.618 |
0.7584 |
0.500 |
0.7580 |
0.382 |
0.7576 |
LOW |
0.7565 |
0.618 |
0.7546 |
1.000 |
0.7535 |
1.618 |
0.7516 |
2.618 |
0.7486 |
4.250 |
0.7438 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7574 |
PP |
0.7576 |
0.7572 |
S1 |
0.7572 |
0.7570 |
|