CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 29-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7584 |
0.7568 |
-0.0016 |
-0.2% |
0.7550 |
High |
0.7595 |
0.7597 |
0.0002 |
0.0% |
0.7599 |
Low |
0.7565 |
0.7547 |
-0.0018 |
-0.2% |
0.7547 |
Close |
0.7568 |
0.7563 |
-0.0006 |
-0.1% |
0.7563 |
Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0052 |
ATR |
0.0038 |
0.0039 |
0.0001 |
2.3% |
0.0000 |
Volume |
78,605 |
86,720 |
8,115 |
10.3% |
304,132 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7719 |
0.7691 |
0.7590 |
|
R3 |
0.7669 |
0.7641 |
0.7576 |
|
R2 |
0.7619 |
0.7619 |
0.7572 |
|
R1 |
0.7591 |
0.7591 |
0.7567 |
0.7580 |
PP |
0.7569 |
0.7569 |
0.7569 |
0.7563 |
S1 |
0.7541 |
0.7541 |
0.7558 |
0.7530 |
S2 |
0.7519 |
0.7519 |
0.7553 |
|
S3 |
0.7469 |
0.7491 |
0.7549 |
|
S4 |
0.7419 |
0.7441 |
0.7535 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7726 |
0.7696 |
0.7591 |
|
R3 |
0.7674 |
0.7644 |
0.7577 |
|
R2 |
0.7622 |
0.7622 |
0.7572 |
|
R1 |
0.7592 |
0.7592 |
0.7567 |
0.7607 |
PP |
0.7570 |
0.7570 |
0.7570 |
0.7577 |
S1 |
0.7540 |
0.7540 |
0.7558 |
0.7555 |
S2 |
0.7518 |
0.7518 |
0.7553 |
|
S3 |
0.7466 |
0.7488 |
0.7548 |
|
S4 |
0.7414 |
0.7436 |
0.7534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7599 |
0.7533 |
0.0067 |
0.9% |
0.0037 |
0.5% |
45% |
False |
False |
77,525 |
10 |
0.7599 |
0.7465 |
0.0135 |
1.8% |
0.0038 |
0.5% |
73% |
False |
False |
83,240 |
20 |
0.7599 |
0.7354 |
0.0246 |
3.2% |
0.0038 |
0.5% |
85% |
False |
False |
55,373 |
40 |
0.7599 |
0.7233 |
0.0366 |
4.8% |
0.0039 |
0.5% |
90% |
False |
False |
27,948 |
60 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0038 |
0.5% |
91% |
False |
False |
18,741 |
80 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0036 |
0.5% |
91% |
False |
False |
14,109 |
100 |
0.7599 |
0.7212 |
0.0388 |
5.1% |
0.0031 |
0.4% |
91% |
False |
False |
11,294 |
120 |
0.7656 |
0.7212 |
0.0444 |
5.9% |
0.0029 |
0.4% |
79% |
False |
False |
9,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7810 |
2.618 |
0.7728 |
1.618 |
0.7678 |
1.000 |
0.7647 |
0.618 |
0.7628 |
HIGH |
0.7597 |
0.618 |
0.7578 |
0.500 |
0.7572 |
0.382 |
0.7566 |
LOW |
0.7547 |
0.618 |
0.7516 |
1.000 |
0.7497 |
1.618 |
0.7466 |
2.618 |
0.7416 |
4.250 |
0.7335 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7572 |
0.7573 |
PP |
0.7569 |
0.7570 |
S1 |
0.7566 |
0.7566 |
|