CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 28-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7588 |
0.7592 |
0.0004 |
0.1% |
0.7500 |
High |
0.7602 |
0.7599 |
-0.0003 |
0.0% |
0.7582 |
Low |
0.7584 |
0.7574 |
-0.0011 |
-0.1% |
0.7478 |
Close |
0.7586 |
0.7575 |
-0.0011 |
-0.1% |
0.7559 |
Range |
0.0018 |
0.0026 |
0.0008 |
41.7% |
0.0104 |
ATR |
0.0031 |
0.0031 |
0.0000 |
-1.3% |
0.0000 |
Volume |
116 |
74 |
-42 |
-36.2% |
441 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7659 |
0.7642 |
0.7589 |
|
R3 |
0.7633 |
0.7617 |
0.7582 |
|
R2 |
0.7608 |
0.7608 |
0.7579 |
|
R1 |
0.7591 |
0.7591 |
0.7577 |
0.7587 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7580 |
S1 |
0.7566 |
0.7566 |
0.7572 |
0.7561 |
S2 |
0.7557 |
0.7557 |
0.7570 |
|
S3 |
0.7531 |
0.7540 |
0.7567 |
|
S4 |
0.7506 |
0.7515 |
0.7560 |
|
|
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 |
0.7506 |
0.0097 |
1.3% |
0.0032 |
0.4% |
72% |
False |
False |
106 |
10 |
0.7602 |
0.7430 |
0.0172 |
2.3% |
0.0031 |
0.4% |
84% |
False |
False |
129 |
20 |
0.7602 |
0.7367 |
0.0236 |
3.1% |
0.0026 |
0.3% |
88% |
False |
False |
117 |
40 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0024 |
0.3% |
93% |
False |
False |
78 |
60 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0024 |
0.3% |
93% |
False |
False |
68 |
80 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0021 |
0.3% |
93% |
False |
False |
53 |
100 |
0.7602 |
0.7226 |
0.0376 |
5.0% |
0.0020 |
0.3% |
93% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7707 |
2.618 |
0.7666 |
1.618 |
0.7640 |
1.000 |
0.7625 |
0.618 |
0.7615 |
HIGH |
0.7599 |
0.618 |
0.7589 |
0.500 |
0.7586 |
0.382 |
0.7583 |
LOW |
0.7574 |
0.618 |
0.7558 |
1.000 |
0.7548 |
1.618 |
0.7532 |
2.618 |
0.7507 |
4.250 |
0.7465 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7586 |
0.7581 |
PP |
0.7582 |
0.7579 |
S1 |
0.7578 |
0.7577 |
|