CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 18-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7475 |
0.7500 |
0.0025 |
0.3% |
0.7395 |
High |
0.7503 |
0.7509 |
0.0006 |
0.1% |
0.7503 |
Low |
0.7475 |
0.7478 |
0.0004 |
0.0% |
0.7367 |
Close |
0.7499 |
0.7487 |
-0.0012 |
-0.2% |
0.7499 |
Range |
0.0029 |
0.0031 |
0.0002 |
7.0% |
0.0136 |
ATR |
0.0030 |
0.0030 |
0.0000 |
0.2% |
0.0000 |
Volume |
159 |
20 |
-139 |
-87.4% |
778 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7565 |
0.7504 |
|
R3 |
0.7552 |
0.7535 |
0.7495 |
|
R2 |
0.7522 |
0.7522 |
0.7493 |
|
R1 |
0.7504 |
0.7504 |
0.7490 |
0.7498 |
PP |
0.7491 |
0.7491 |
0.7491 |
0.7488 |
S1 |
0.7474 |
0.7474 |
0.7484 |
0.7467 |
S2 |
0.7461 |
0.7461 |
0.7481 |
|
S3 |
0.7430 |
0.7443 |
0.7479 |
|
S4 |
0.7400 |
0.7413 |
0.7470 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7864 |
0.7817 |
0.7573 |
|
R3 |
0.7728 |
0.7681 |
0.7536 |
|
R2 |
0.7592 |
0.7592 |
0.7523 |
|
R1 |
0.7545 |
0.7545 |
0.7511 |
0.7569 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7468 |
S1 |
0.7409 |
0.7409 |
0.7486 |
0.7433 |
S2 |
0.7320 |
0.7320 |
0.7474 |
|
S3 |
0.7184 |
0.7273 |
0.7461 |
|
S4 |
0.7048 |
0.7137 |
0.7424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7509 |
0.7367 |
0.0142 |
1.9% |
0.0038 |
0.5% |
85% |
True |
False |
146 |
10 |
0.7509 |
0.7367 |
0.0142 |
1.9% |
0.0026 |
0.3% |
85% |
True |
False |
107 |
20 |
0.7509 |
0.7298 |
0.0211 |
2.8% |
0.0023 |
0.3% |
90% |
True |
False |
91 |
40 |
0.7509 |
0.7226 |
0.0283 |
3.8% |
0.0024 |
0.3% |
92% |
True |
False |
77 |
60 |
0.7509 |
0.7226 |
0.0283 |
3.8% |
0.0023 |
0.3% |
92% |
True |
False |
57 |
80 |
0.7509 |
0.7226 |
0.0283 |
3.8% |
0.0020 |
0.3% |
92% |
True |
False |
44 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0019 |
0.3% |
65% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7638 |
2.618 |
0.7588 |
1.618 |
0.7558 |
1.000 |
0.7539 |
0.618 |
0.7527 |
HIGH |
0.7509 |
0.618 |
0.7497 |
0.500 |
0.7493 |
0.382 |
0.7490 |
LOW |
0.7478 |
0.618 |
0.7459 |
1.000 |
0.7448 |
1.618 |
0.7429 |
2.618 |
0.7398 |
4.250 |
0.7348 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7493 |
0.7481 |
PP |
0.7491 |
0.7475 |
S1 |
0.7489 |
0.7469 |
|