CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7398 |
0.0004 |
0.0% |
0.7408 |
| High |
0.7395 |
0.7398 |
0.0003 |
0.0% |
0.7410 |
| Low |
0.7390 |
0.7367 |
-0.0023 |
-0.3% |
0.7371 |
| Close |
0.7390 |
0.7376 |
-0.0014 |
-0.2% |
0.7383 |
| Range |
0.0005 |
0.0031 |
0.0026 |
520.0% |
0.0039 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
1.5% |
0.0000 |
| Volume |
68 |
43 |
-25 |
-36.8% |
543 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7456 |
0.7393 |
|
| R3 |
0.7442 |
0.7425 |
0.7385 |
|
| R2 |
0.7411 |
0.7411 |
0.7382 |
|
| R1 |
0.7394 |
0.7394 |
0.7379 |
0.7387 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7377 |
| S1 |
0.7363 |
0.7363 |
0.7373 |
0.7356 |
| S2 |
0.7349 |
0.7349 |
0.7370 |
|
| S3 |
0.7318 |
0.7332 |
0.7367 |
|
| S4 |
0.7287 |
0.7301 |
0.7359 |
|
|
| 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 |
0.7367 |
0.0033 |
0.4% |
0.0017 |
0.2% |
28% |
False |
True |
62 |
| 10 |
0.7433 |
0.7367 |
0.0067 |
0.9% |
0.0018 |
0.2% |
14% |
False |
False |
95 |
| 20 |
0.7433 |
0.7286 |
0.0147 |
2.0% |
0.0021 |
0.3% |
61% |
False |
False |
67 |
| 40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0022 |
0.3% |
72% |
False |
False |
61 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0021 |
0.3% |
60% |
False |
False |
46 |
| 80 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
60% |
False |
False |
35 |
| 100 |
0.7626 |
0.7226 |
0.0400 |
5.4% |
0.0017 |
0.2% |
38% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7479 |
|
1.618 |
0.7448 |
|
1.000 |
0.7429 |
|
0.618 |
0.7417 |
|
HIGH |
0.7398 |
|
0.618 |
0.7386 |
|
0.500 |
0.7383 |
|
0.382 |
0.7379 |
|
LOW |
0.7367 |
|
0.618 |
0.7348 |
|
1.000 |
0.7336 |
|
1.618 |
0.7317 |
|
2.618 |
0.7286 |
|
4.250 |
0.7235 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7383 |
| PP |
0.7380 |
0.7380 |
| S1 |
0.7378 |
0.7378 |
|