CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 08-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7374 |
0.7381 |
0.0007 |
0.1% |
0.7408 |
High |
0.7381 |
0.7395 |
0.0014 |
0.2% |
0.7410 |
Low |
0.7371 |
0.7373 |
0.0002 |
0.0% |
0.7371 |
Close |
0.7378 |
0.7383 |
0.0005 |
0.1% |
0.7383 |
Range |
0.0010 |
0.0022 |
0.0012 |
126.3% |
0.0039 |
ATR |
0.0027 |
0.0027 |
0.0000 |
-1.5% |
0.0000 |
Volume |
46 |
110 |
64 |
139.1% |
543 |
|
Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7437 |
0.7395 |
|
R3 |
0.7427 |
0.7416 |
0.7389 |
|
R2 |
0.7405 |
0.7405 |
0.7387 |
|
R1 |
0.7394 |
0.7394 |
0.7385 |
0.7400 |
PP |
0.7384 |
0.7384 |
0.7384 |
0.7386 |
S1 |
0.7373 |
0.7373 |
0.7381 |
0.7378 |
S2 |
0.7362 |
0.7362 |
0.7379 |
|
S3 |
0.7341 |
0.7351 |
0.7377 |
|
S4 |
0.7319 |
0.7330 |
0.7371 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7503 |
0.7482 |
0.7404 |
|
R3 |
0.7465 |
0.7443 |
0.7394 |
|
R2 |
0.7426 |
0.7426 |
0.7390 |
|
R1 |
0.7405 |
0.7405 |
0.7387 |
0.7396 |
PP |
0.7388 |
0.7388 |
0.7388 |
0.7384 |
S1 |
0.7366 |
0.7366 |
0.7379 |
0.7358 |
S2 |
0.7349 |
0.7349 |
0.7376 |
|
S3 |
0.7311 |
0.7328 |
0.7372 |
|
S4 |
0.7272 |
0.7289 |
0.7362 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7410 |
0.7371 |
0.0039 |
0.5% |
0.0014 |
0.2% |
31% |
False |
False |
108 |
10 |
0.7433 |
0.7354 |
0.0079 |
1.1% |
0.0017 |
0.2% |
37% |
False |
False |
90 |
20 |
0.7433 |
0.7249 |
0.0185 |
2.5% |
0.0021 |
0.3% |
73% |
False |
False |
63 |
40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0021 |
0.3% |
76% |
False |
False |
59 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0021 |
0.3% |
62% |
False |
False |
44 |
80 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0018 |
0.3% |
62% |
False |
False |
34 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0017 |
0.2% |
39% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7486 |
2.618 |
0.7451 |
1.618 |
0.7429 |
1.000 |
0.7416 |
0.618 |
0.7408 |
HIGH |
0.7395 |
0.618 |
0.7386 |
0.500 |
0.7384 |
0.382 |
0.7381 |
LOW |
0.7373 |
0.618 |
0.7360 |
1.000 |
0.7352 |
1.618 |
0.7338 |
2.618 |
0.7317 |
4.250 |
0.7282 |
|
|
Fisher Pivots for day following 08-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7384 |
0.7385 |
PP |
0.7384 |
0.7385 |
S1 |
0.7383 |
0.7384 |
|