CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7475 |
0.0045 |
0.6% |
0.7395 |
| High |
0.7485 |
0.7503 |
0.0019 |
0.2% |
0.7503 |
| Low |
0.7430 |
0.7475 |
0.0045 |
0.6% |
0.7367 |
| Close |
0.7478 |
0.7499 |
0.0021 |
0.3% |
0.7499 |
| Range |
0.0055 |
0.0029 |
-0.0026 |
-47.7% |
0.0136 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
401 |
159 |
-242 |
-60.3% |
778 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7567 |
0.7514 |
|
| R3 |
0.7549 |
0.7538 |
0.7506 |
|
| R2 |
0.7521 |
0.7521 |
0.7504 |
|
| R1 |
0.7510 |
0.7510 |
0.7501 |
0.7515 |
| PP |
0.7492 |
0.7492 |
0.7492 |
0.7495 |
| S1 |
0.7481 |
0.7481 |
0.7496 |
0.7487 |
| S2 |
0.7464 |
0.7464 |
0.7493 |
|
| S3 |
0.7435 |
0.7453 |
0.7491 |
|
| S4 |
0.7407 |
0.7424 |
0.7483 |
|
|
| 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 |
0.7503 |
0.7367 |
0.0136 |
1.8% |
0.0033 |
0.4% |
97% |
True |
False |
155 |
| 10 |
0.7503 |
0.7367 |
0.0136 |
1.8% |
0.0024 |
0.3% |
97% |
True |
False |
132 |
| 20 |
0.7503 |
0.7286 |
0.0217 |
2.9% |
0.0023 |
0.3% |
98% |
True |
False |
91 |
| 40 |
0.7503 |
0.7226 |
0.0277 |
3.7% |
0.0024 |
0.3% |
98% |
True |
False |
77 |
| 60 |
0.7503 |
0.7226 |
0.0277 |
3.7% |
0.0022 |
0.3% |
98% |
True |
False |
57 |
| 80 |
0.7503 |
0.7226 |
0.0277 |
3.7% |
0.0020 |
0.3% |
98% |
True |
False |
44 |
| 100 |
0.7626 |
0.7226 |
0.0400 |
5.3% |
0.0018 |
0.2% |
68% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7578 |
|
1.618 |
0.7549 |
|
1.000 |
0.7532 |
|
0.618 |
0.7521 |
|
HIGH |
0.7503 |
|
0.618 |
0.7492 |
|
0.500 |
0.7489 |
|
0.382 |
0.7485 |
|
LOW |
0.7475 |
|
0.618 |
0.7457 |
|
1.000 |
0.7446 |
|
1.618 |
0.7428 |
|
2.618 |
0.7400 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7495 |
0.7479 |
| PP |
0.7492 |
0.7460 |
| S1 |
0.7489 |
0.7441 |
|