CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 29-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7592 |
0.7558 |
-0.0034 |
-0.4% |
0.7561 |
High |
0.7599 |
0.7604 |
0.0005 |
0.1% |
0.7604 |
Low |
0.7574 |
0.7554 |
-0.0020 |
-0.3% |
0.7554 |
Close |
0.7575 |
0.7570 |
-0.0005 |
-0.1% |
0.7570 |
Range |
0.0026 |
0.0050 |
0.0024 |
94.1% |
0.0050 |
ATR |
0.0031 |
0.0032 |
0.0001 |
4.4% |
0.0000 |
Volume |
74 |
94 |
20 |
27.0% |
391 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7724 |
0.7696 |
0.7597 |
|
R3 |
0.7675 |
0.7647 |
0.7583 |
|
R2 |
0.7625 |
0.7625 |
0.7579 |
|
R1 |
0.7597 |
0.7597 |
0.7574 |
0.7611 |
PP |
0.7576 |
0.7576 |
0.7576 |
0.7583 |
S1 |
0.7548 |
0.7548 |
0.7565 |
0.7562 |
S2 |
0.7526 |
0.7526 |
0.7560 |
|
S3 |
0.7477 |
0.7498 |
0.7556 |
|
S4 |
0.7427 |
0.7449 |
0.7542 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7724 |
0.7696 |
0.7597 |
|
R3 |
0.7675 |
0.7647 |
0.7583 |
|
R2 |
0.7625 |
0.7625 |
0.7579 |
|
R1 |
0.7597 |
0.7597 |
0.7574 |
0.7611 |
PP |
0.7576 |
0.7576 |
0.7576 |
0.7583 |
S1 |
0.7548 |
0.7548 |
0.7565 |
0.7562 |
S2 |
0.7526 |
0.7526 |
0.7560 |
|
S3 |
0.7477 |
0.7498 |
0.7556 |
|
S4 |
0.7427 |
0.7449 |
0.7542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7604 |
0.7541 |
0.0063 |
0.8% |
0.0034 |
0.4% |
46% |
True |
False |
112 |
10 |
0.7604 |
0.7475 |
0.0129 |
1.7% |
0.0031 |
0.4% |
74% |
True |
False |
99 |
20 |
0.7604 |
0.7367 |
0.0237 |
3.1% |
0.0027 |
0.4% |
86% |
True |
False |
119 |
40 |
0.7604 |
0.7248 |
0.0356 |
4.7% |
0.0025 |
0.3% |
90% |
True |
False |
77 |
60 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0025 |
0.3% |
91% |
True |
False |
69 |
80 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0021 |
0.3% |
91% |
True |
False |
54 |
100 |
0.7604 |
0.7226 |
0.0378 |
5.0% |
0.0020 |
0.3% |
91% |
True |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7814 |
2.618 |
0.7733 |
1.618 |
0.7684 |
1.000 |
0.7653 |
0.618 |
0.7634 |
HIGH |
0.7604 |
0.618 |
0.7585 |
0.500 |
0.7579 |
0.382 |
0.7573 |
LOW |
0.7554 |
0.618 |
0.7523 |
1.000 |
0.7505 |
1.618 |
0.7474 |
2.618 |
0.7424 |
4.250 |
0.7344 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7579 |
0.7579 |
PP |
0.7576 |
0.7576 |
S1 |
0.7573 |
0.7573 |
|