CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 11-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7381 |
0.7395 |
0.0014 |
0.2% |
0.7408 |
High |
0.7395 |
0.7395 |
0.0001 |
0.0% |
0.7410 |
Low |
0.7373 |
0.7390 |
0.0017 |
0.2% |
0.7371 |
Close |
0.7383 |
0.7390 |
0.0007 |
0.1% |
0.7383 |
Range |
0.0022 |
0.0005 |
-0.0017 |
-76.7% |
0.0039 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-3.9% |
0.0000 |
Volume |
110 |
68 |
-42 |
-38.2% |
543 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7407 |
0.7403 |
0.7393 |
|
R3 |
0.7402 |
0.7398 |
0.7391 |
|
R2 |
0.7397 |
0.7397 |
0.7391 |
|
R1 |
0.7393 |
0.7393 |
0.7390 |
0.7393 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7391 |
S1 |
0.7388 |
0.7388 |
0.7390 |
0.7388 |
S2 |
0.7387 |
0.7387 |
0.7389 |
|
S3 |
0.7382 |
0.7383 |
0.7389 |
|
S4 |
0.7377 |
0.7378 |
0.7387 |
|
|
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 |
0.7400 |
0.7371 |
0.0029 |
0.4% |
0.0014 |
0.2% |
67% |
False |
False |
69 |
10 |
0.7433 |
0.7367 |
0.0067 |
0.9% |
0.0016 |
0.2% |
35% |
False |
False |
94 |
20 |
0.7433 |
0.7268 |
0.0166 |
2.2% |
0.0020 |
0.3% |
74% |
False |
False |
65 |
40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0021 |
0.3% |
79% |
False |
False |
60 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
65% |
False |
False |
45 |
80 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
65% |
False |
False |
35 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0017 |
0.2% |
41% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7416 |
2.618 |
0.7408 |
1.618 |
0.7403 |
1.000 |
0.7400 |
0.618 |
0.7398 |
HIGH |
0.7395 |
0.618 |
0.7393 |
0.500 |
0.7393 |
0.382 |
0.7392 |
LOW |
0.7390 |
0.618 |
0.7387 |
1.000 |
0.7385 |
1.618 |
0.7382 |
2.618 |
0.7377 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7393 |
0.7388 |
PP |
0.7392 |
0.7385 |
S1 |
0.7391 |
0.7383 |
|