CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 05-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7408 |
0.7395 |
-0.0013 |
-0.2% |
0.7357 |
High |
0.7410 |
0.7396 |
-0.0014 |
-0.2% |
0.7433 |
Low |
0.7406 |
0.7380 |
-0.0026 |
-0.4% |
0.7354 |
Close |
0.7406 |
0.7383 |
-0.0024 |
-0.3% |
0.7433 |
Range |
0.0004 |
0.0017 |
0.0013 |
312.5% |
0.0079 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-0.7% |
0.0000 |
Volume |
262 |
80 |
-182 |
-69.5% |
359 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7436 |
0.7426 |
0.7392 |
|
R3 |
0.7419 |
0.7409 |
0.7387 |
|
R2 |
0.7403 |
0.7403 |
0.7386 |
|
R1 |
0.7393 |
0.7393 |
0.7384 |
0.7389 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7384 |
S1 |
0.7376 |
0.7376 |
0.7381 |
0.7373 |
S2 |
0.7370 |
0.7370 |
0.7379 |
|
S3 |
0.7353 |
0.7360 |
0.7378 |
|
S4 |
0.7337 |
0.7343 |
0.7373 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7617 |
0.7476 |
|
R3 |
0.7565 |
0.7538 |
0.7455 |
|
R2 |
0.7486 |
0.7486 |
0.7447 |
|
R1 |
0.7459 |
0.7459 |
0.7440 |
0.7473 |
PP |
0.7407 |
0.7407 |
0.7407 |
0.7413 |
S1 |
0.7380 |
0.7380 |
0.7426 |
0.7394 |
S2 |
0.7328 |
0.7328 |
0.7419 |
|
S3 |
0.7249 |
0.7301 |
0.7411 |
|
S4 |
0.7170 |
0.7222 |
0.7390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7433 |
0.7367 |
0.0067 |
0.9% |
0.0019 |
0.3% |
24% |
False |
False |
129 |
10 |
0.7433 |
0.7298 |
0.0135 |
1.8% |
0.0020 |
0.3% |
63% |
False |
False |
80 |
20 |
0.7433 |
0.7249 |
0.0185 |
2.5% |
0.0020 |
0.3% |
73% |
False |
False |
56 |
40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0022 |
0.3% |
76% |
False |
False |
57 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
62% |
False |
False |
41 |
80 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
62% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7466 |
2.618 |
0.7439 |
1.618 |
0.7423 |
1.000 |
0.7413 |
0.618 |
0.7406 |
HIGH |
0.7396 |
0.618 |
0.7390 |
0.500 |
0.7388 |
0.382 |
0.7386 |
LOW |
0.7380 |
0.618 |
0.7369 |
1.000 |
0.7363 |
1.618 |
0.7353 |
2.618 |
0.7336 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7388 |
0.7406 |
PP |
0.7386 |
0.7398 |
S1 |
0.7384 |
0.7390 |
|