CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7506 |
0.7547 |
0.0041 |
0.5% |
0.7500 |
High |
0.7547 |
0.7582 |
0.0035 |
0.5% |
0.7582 |
Low |
0.7506 |
0.7541 |
0.0036 |
0.5% |
0.7478 |
Close |
0.7542 |
0.7559 |
0.0017 |
0.2% |
0.7559 |
Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0104 |
ATR |
0.0031 |
0.0032 |
0.0001 |
2.2% |
0.0000 |
Volume |
65 |
170 |
105 |
161.5% |
441 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7661 |
0.7581 |
|
R3 |
0.7641 |
0.7620 |
0.7570 |
|
R2 |
0.7601 |
0.7601 |
0.7566 |
|
R1 |
0.7580 |
0.7580 |
0.7562 |
0.7590 |
PP |
0.7560 |
0.7560 |
0.7560 |
0.7566 |
S1 |
0.7539 |
0.7539 |
0.7555 |
0.7550 |
S2 |
0.7520 |
0.7520 |
0.7551 |
|
S3 |
0.7479 |
0.7499 |
0.7547 |
|
S4 |
0.7439 |
0.7458 |
0.7536 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7850 |
0.7808 |
0.7615 |
|
R3 |
0.7746 |
0.7704 |
0.7587 |
|
R2 |
0.7643 |
0.7643 |
0.7577 |
|
R1 |
0.7601 |
0.7601 |
0.7568 |
0.7622 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7550 |
S1 |
0.7497 |
0.7497 |
0.7549 |
0.7518 |
S2 |
0.7436 |
0.7436 |
0.7540 |
|
S3 |
0.7332 |
0.7394 |
0.7530 |
|
S4 |
0.7229 |
0.7290 |
0.7502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7582 |
0.7478 |
0.0104 |
1.4% |
0.0030 |
0.4% |
78% |
True |
False |
88 |
10 |
0.7582 |
0.7367 |
0.0215 |
2.8% |
0.0032 |
0.4% |
89% |
True |
False |
121 |
20 |
0.7582 |
0.7354 |
0.0228 |
3.0% |
0.0024 |
0.3% |
90% |
True |
False |
106 |
40 |
0.7582 |
0.7226 |
0.0356 |
4.7% |
0.0024 |
0.3% |
94% |
True |
False |
81 |
60 |
0.7582 |
0.7226 |
0.0356 |
4.7% |
0.0024 |
0.3% |
94% |
True |
False |
64 |
80 |
0.7582 |
0.7226 |
0.0356 |
4.7% |
0.0021 |
0.3% |
94% |
True |
False |
49 |
100 |
0.7582 |
0.7226 |
0.0356 |
4.7% |
0.0020 |
0.3% |
94% |
True |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7754 |
2.618 |
0.7688 |
1.618 |
0.7647 |
1.000 |
0.7622 |
0.618 |
0.7607 |
HIGH |
0.7582 |
0.618 |
0.7566 |
0.500 |
0.7561 |
0.382 |
0.7556 |
LOW |
0.7541 |
0.618 |
0.7516 |
1.000 |
0.7501 |
1.618 |
0.7475 |
2.618 |
0.7435 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7561 |
0.7552 |
PP |
0.7560 |
0.7546 |
S1 |
0.7559 |
0.7540 |
|