CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 21-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7516 |
0.7506 |
-0.0011 |
-0.1% |
0.7395 |
High |
0.7530 |
0.7547 |
0.0017 |
0.2% |
0.7503 |
Low |
0.7498 |
0.7506 |
0.0008 |
0.1% |
0.7367 |
Close |
0.7514 |
0.7542 |
0.0028 |
0.4% |
0.7499 |
Range |
0.0032 |
0.0042 |
0.0010 |
29.7% |
0.0136 |
ATR |
0.0030 |
0.0031 |
0.0001 |
2.7% |
0.0000 |
Volume |
125 |
65 |
-60 |
-48.0% |
778 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7656 |
0.7641 |
0.7565 |
|
R3 |
0.7615 |
0.7599 |
0.7553 |
|
R2 |
0.7573 |
0.7573 |
0.7550 |
|
R1 |
0.7558 |
0.7558 |
0.7546 |
0.7565 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7535 |
S1 |
0.7516 |
0.7516 |
0.7538 |
0.7524 |
S2 |
0.7490 |
0.7490 |
0.7534 |
|
S3 |
0.7449 |
0.7475 |
0.7531 |
|
S4 |
0.7407 |
0.7433 |
0.7519 |
|
|
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 |
0.7547 |
0.7475 |
0.0073 |
1.0% |
0.0028 |
0.4% |
93% |
True |
False |
86 |
10 |
0.7547 |
0.7367 |
0.0180 |
2.4% |
0.0030 |
0.4% |
97% |
True |
False |
115 |
20 |
0.7547 |
0.7325 |
0.0223 |
3.0% |
0.0025 |
0.3% |
98% |
True |
False |
100 |
40 |
0.7547 |
0.7226 |
0.0321 |
4.3% |
0.0024 |
0.3% |
98% |
True |
False |
77 |
60 |
0.7547 |
0.7226 |
0.0321 |
4.3% |
0.0024 |
0.3% |
98% |
True |
False |
61 |
80 |
0.7547 |
0.7226 |
0.0321 |
4.3% |
0.0021 |
0.3% |
98% |
True |
False |
47 |
100 |
0.7547 |
0.7226 |
0.0321 |
4.3% |
0.0019 |
0.3% |
98% |
True |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7656 |
1.618 |
0.7614 |
1.000 |
0.7589 |
0.618 |
0.7573 |
HIGH |
0.7547 |
0.618 |
0.7531 |
0.500 |
0.7526 |
0.382 |
0.7521 |
LOW |
0.7506 |
0.618 |
0.7480 |
1.000 |
0.7464 |
1.618 |
0.7438 |
2.618 |
0.7397 |
4.250 |
0.7329 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7537 |
0.7536 |
PP |
0.7532 |
0.7529 |
S1 |
0.7526 |
0.7523 |
|