CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 27-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7561 |
0.7588 |
0.0028 |
0.4% |
0.7500 |
High |
0.7595 |
0.7602 |
0.0007 |
0.1% |
0.7582 |
Low |
0.7561 |
0.7584 |
0.0024 |
0.3% |
0.7478 |
Close |
0.7593 |
0.7586 |
-0.0007 |
-0.1% |
0.7559 |
Range |
0.0035 |
0.0018 |
-0.0017 |
-47.8% |
0.0104 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
107 |
116 |
9 |
8.4% |
441 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7633 |
0.7595 |
|
R3 |
0.7627 |
0.7615 |
0.7590 |
|
R2 |
0.7609 |
0.7609 |
0.7589 |
|
R1 |
0.7597 |
0.7597 |
0.7587 |
0.7594 |
PP |
0.7591 |
0.7591 |
0.7591 |
0.7589 |
S1 |
0.7579 |
0.7579 |
0.7584 |
0.7576 |
S2 |
0.7573 |
0.7573 |
0.7582 |
|
S3 |
0.7555 |
0.7561 |
0.7581 |
|
S4 |
0.7537 |
0.7543 |
0.7576 |
|
|
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 |
0.7602 |
0.7498 |
0.0104 |
1.4% |
0.0033 |
0.4% |
84% |
True |
False |
116 |
10 |
0.7602 |
0.7379 |
0.0223 |
2.9% |
0.0034 |
0.4% |
93% |
True |
False |
133 |
20 |
0.7602 |
0.7367 |
0.0236 |
3.1% |
0.0026 |
0.3% |
93% |
True |
False |
114 |
40 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0024 |
0.3% |
96% |
True |
False |
79 |
60 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0024 |
0.3% |
96% |
True |
False |
67 |
80 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0021 |
0.3% |
96% |
True |
False |
52 |
100 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0020 |
0.3% |
96% |
True |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7679 |
2.618 |
0.7649 |
1.618 |
0.7631 |
1.000 |
0.7620 |
0.618 |
0.7613 |
HIGH |
0.7602 |
0.618 |
0.7595 |
0.500 |
0.7593 |
0.382 |
0.7591 |
LOW |
0.7584 |
0.618 |
0.7573 |
1.000 |
0.7566 |
1.618 |
0.7555 |
2.618 |
0.7537 |
4.250 |
0.7508 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7593 |
0.7581 |
PP |
0.7591 |
0.7576 |
S1 |
0.7588 |
0.7572 |
|