CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7500 |
0.7510 |
0.0011 |
0.1% |
0.7395 |
High |
0.7509 |
0.7518 |
0.0009 |
0.1% |
0.7503 |
Low |
0.7478 |
0.7510 |
0.0032 |
0.4% |
0.7367 |
Close |
0.7487 |
0.7518 |
0.0031 |
0.4% |
0.7499 |
Range |
0.0031 |
0.0008 |
-0.0023 |
-75.4% |
0.0136 |
ATR |
0.0030 |
0.0030 |
0.0000 |
0.1% |
0.0000 |
Volume |
20 |
61 |
41 |
205.0% |
778 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7538 |
0.7535 |
0.7522 |
|
R3 |
0.7530 |
0.7528 |
0.7520 |
|
R2 |
0.7523 |
0.7523 |
0.7519 |
|
R1 |
0.7520 |
0.7520 |
0.7518 |
0.7521 |
PP |
0.7515 |
0.7515 |
0.7515 |
0.7516 |
S1 |
0.7513 |
0.7513 |
0.7517 |
0.7514 |
S2 |
0.7508 |
0.7508 |
0.7516 |
|
S3 |
0.7500 |
0.7505 |
0.7515 |
|
S4 |
0.7493 |
0.7498 |
0.7513 |
|
|
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 |
0.7518 |
0.7379 |
0.0139 |
1.8% |
0.0034 |
0.4% |
100% |
True |
False |
149 |
10 |
0.7518 |
0.7367 |
0.0151 |
2.0% |
0.0025 |
0.3% |
100% |
True |
False |
106 |
20 |
0.7518 |
0.7298 |
0.0220 |
2.9% |
0.0023 |
0.3% |
100% |
True |
False |
93 |
40 |
0.7518 |
0.7226 |
0.0292 |
3.9% |
0.0023 |
0.3% |
100% |
True |
False |
78 |
60 |
0.7518 |
0.7226 |
0.0292 |
3.9% |
0.0023 |
0.3% |
100% |
True |
False |
58 |
80 |
0.7518 |
0.7226 |
0.0292 |
3.9% |
0.0020 |
0.3% |
100% |
True |
False |
45 |
100 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0019 |
0.2% |
73% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7549 |
2.618 |
0.7537 |
1.618 |
0.7530 |
1.000 |
0.7525 |
0.618 |
0.7522 |
HIGH |
0.7518 |
0.618 |
0.7515 |
0.500 |
0.7514 |
0.382 |
0.7513 |
LOW |
0.7510 |
0.618 |
0.7505 |
1.000 |
0.7503 |
1.618 |
0.7498 |
2.618 |
0.7490 |
4.250 |
0.7478 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7516 |
0.7510 |
PP |
0.7515 |
0.7503 |
S1 |
0.7514 |
0.7496 |
|