CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7561 |
0.0014 |
0.2% |
0.7500 |
| High |
0.7582 |
0.7595 |
0.0014 |
0.2% |
0.7582 |
| Low |
0.7541 |
0.7561 |
0.0020 |
0.3% |
0.7478 |
| Close |
0.7559 |
0.7593 |
0.0034 |
0.4% |
0.7559 |
| Range |
0.0041 |
0.0035 |
-0.0006 |
-14.8% |
0.0104 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
1.1% |
0.0000 |
| Volume |
170 |
107 |
-63 |
-37.1% |
441 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7674 |
0.7611 |
|
| R3 |
0.7652 |
0.7639 |
0.7602 |
|
| R2 |
0.7617 |
0.7617 |
0.7599 |
|
| R1 |
0.7605 |
0.7605 |
0.7596 |
0.7611 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7586 |
| S1 |
0.7570 |
0.7570 |
0.7589 |
0.7577 |
| S2 |
0.7548 |
0.7548 |
0.7586 |
|
| S3 |
0.7514 |
0.7536 |
0.7583 |
|
| S4 |
0.7479 |
0.7501 |
0.7574 |
|
|
| 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 |
0.7595 |
0.7498 |
0.0097 |
1.3% |
0.0031 |
0.4% |
97% |
True |
False |
105 |
| 10 |
0.7595 |
0.7367 |
0.0228 |
3.0% |
0.0035 |
0.5% |
99% |
True |
False |
125 |
| 20 |
0.7595 |
0.7367 |
0.0229 |
3.0% |
0.0026 |
0.3% |
99% |
True |
False |
110 |
| 40 |
0.7595 |
0.7226 |
0.0369 |
4.9% |
0.0024 |
0.3% |
99% |
True |
False |
76 |
| 60 |
0.7595 |
0.7226 |
0.0369 |
4.9% |
0.0024 |
0.3% |
99% |
True |
False |
66 |
| 80 |
0.7595 |
0.7226 |
0.0369 |
4.9% |
0.0021 |
0.3% |
99% |
True |
False |
50 |
| 100 |
0.7595 |
0.7226 |
0.0369 |
4.9% |
0.0020 |
0.3% |
99% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7685 |
|
1.618 |
0.7651 |
|
1.000 |
0.7630 |
|
0.618 |
0.7616 |
|
HIGH |
0.7595 |
|
0.618 |
0.7582 |
|
0.500 |
0.7578 |
|
0.382 |
0.7574 |
|
LOW |
0.7561 |
|
0.618 |
0.7539 |
|
1.000 |
0.7526 |
|
1.618 |
0.7505 |
|
2.618 |
0.7470 |
|
4.250 |
0.7414 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7578 |
| PP |
0.7583 |
0.7564 |
| S1 |
0.7578 |
0.7550 |
|