CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 06-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7395 |
0.7387 |
-0.0008 |
-0.1% |
0.7357 |
High |
0.7396 |
0.7400 |
0.0004 |
0.0% |
0.7433 |
Low |
0.7380 |
0.7382 |
0.0003 |
0.0% |
0.7354 |
Close |
0.7383 |
0.7382 |
-0.0001 |
0.0% |
0.7433 |
Range |
0.0017 |
0.0018 |
0.0001 |
6.1% |
0.0079 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
80 |
45 |
-35 |
-43.8% |
359 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7440 |
0.7429 |
0.7392 |
|
R3 |
0.7423 |
0.7411 |
0.7387 |
|
R2 |
0.7405 |
0.7405 |
0.7385 |
|
R1 |
0.7394 |
0.7394 |
0.7384 |
0.7391 |
PP |
0.7388 |
0.7388 |
0.7388 |
0.7386 |
S1 |
0.7376 |
0.7376 |
0.7380 |
0.7373 |
S2 |
0.7370 |
0.7370 |
0.7379 |
|
S3 |
0.7353 |
0.7359 |
0.7377 |
|
S4 |
0.7335 |
0.7341 |
0.7372 |
|
|
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% |
0.0020 |
0.3% |
23% |
False |
False |
136 |
10 |
0.7433 |
0.7298 |
0.0135 |
1.8% |
0.0021 |
0.3% |
62% |
False |
False |
83 |
20 |
0.7433 |
0.7249 |
0.0185 |
2.5% |
0.0021 |
0.3% |
72% |
False |
False |
57 |
40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0022 |
0.3% |
75% |
False |
False |
57 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
62% |
False |
False |
42 |
80 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
62% |
False |
False |
32 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0017 |
0.2% |
39% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7474 |
2.618 |
0.7445 |
1.618 |
0.7428 |
1.000 |
0.7417 |
0.618 |
0.7410 |
HIGH |
0.7400 |
0.618 |
0.7393 |
0.500 |
0.7391 |
0.382 |
0.7389 |
LOW |
0.7382 |
0.618 |
0.7371 |
1.000 |
0.7365 |
1.618 |
0.7354 |
2.618 |
0.7336 |
4.250 |
0.7308 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7391 |
0.7395 |
PP |
0.7388 |
0.7390 |
S1 |
0.7385 |
0.7386 |
|