CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 14-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7398 |
0.7430 |
0.0033 |
0.4% |
0.7408 |
High |
0.7427 |
0.7485 |
0.0058 |
0.8% |
0.7410 |
Low |
0.7379 |
0.7430 |
0.0051 |
0.7% |
0.7371 |
Close |
0.7427 |
0.7478 |
0.0051 |
0.7% |
0.7383 |
Range |
0.0048 |
0.0055 |
0.0007 |
14.7% |
0.0039 |
ATR |
0.0028 |
0.0030 |
0.0002 |
7.7% |
0.0000 |
Volume |
107 |
401 |
294 |
274.8% |
543 |
|
Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7628 |
0.7607 |
0.7507 |
|
R3 |
0.7573 |
0.7553 |
0.7492 |
|
R2 |
0.7519 |
0.7519 |
0.7487 |
|
R1 |
0.7498 |
0.7498 |
0.7482 |
0.7508 |
PP |
0.7464 |
0.7464 |
0.7464 |
0.7469 |
S1 |
0.7444 |
0.7444 |
0.7473 |
0.7454 |
S2 |
0.7410 |
0.7410 |
0.7468 |
|
S3 |
0.7355 |
0.7389 |
0.7463 |
|
S4 |
0.7301 |
0.7335 |
0.7448 |
|
|
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 |
0.7485 |
0.7367 |
0.0118 |
1.6% |
0.0032 |
0.4% |
94% |
True |
False |
145 |
10 |
0.7485 |
0.7367 |
0.0118 |
1.6% |
0.0023 |
0.3% |
94% |
True |
False |
140 |
20 |
0.7485 |
0.7286 |
0.0199 |
2.7% |
0.0023 |
0.3% |
96% |
True |
False |
85 |
40 |
0.7485 |
0.7226 |
0.0259 |
3.5% |
0.0023 |
0.3% |
97% |
True |
False |
73 |
60 |
0.7485 |
0.7226 |
0.0259 |
3.5% |
0.0022 |
0.3% |
97% |
True |
False |
54 |
80 |
0.7485 |
0.7226 |
0.0259 |
3.5% |
0.0020 |
0.3% |
97% |
True |
False |
42 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0018 |
0.2% |
63% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7716 |
2.618 |
0.7627 |
1.618 |
0.7573 |
1.000 |
0.7539 |
0.618 |
0.7518 |
HIGH |
0.7485 |
0.618 |
0.7464 |
0.500 |
0.7457 |
0.382 |
0.7451 |
LOW |
0.7430 |
0.618 |
0.7396 |
1.000 |
0.7376 |
1.618 |
0.7342 |
2.618 |
0.7287 |
4.250 |
0.7198 |
|
|
Fisher Pivots for day following 14-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7471 |
0.7460 |
PP |
0.7464 |
0.7443 |
S1 |
0.7457 |
0.7426 |
|