CME Canadian Dollar Future September 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 |
0.7590 |
0.7600 |
0.0010 |
0.1% |
0.7499 |
| High |
0.7592 |
0.7602 |
0.0011 |
0.1% |
0.7582 |
| Low |
0.7590 |
0.7581 |
-0.0009 |
-0.1% |
0.7490 |
| Close |
0.7592 |
0.7581 |
-0.0011 |
-0.1% |
0.7564 |
| Range |
0.0002 |
0.0021 |
0.0020 |
1,300.0% |
0.0092 |
| ATR |
0.0026 |
0.0025 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
1 |
16 |
15 |
1,500.0% |
114 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7651 |
0.7637 |
0.7593 |
|
| R3 |
0.7630 |
0.7616 |
0.7587 |
|
| R2 |
0.7609 |
0.7609 |
0.7585 |
|
| R1 |
0.7595 |
0.7595 |
0.7583 |
0.7592 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7586 |
| S1 |
0.7574 |
0.7574 |
0.7579 |
0.7571 |
| S2 |
0.7567 |
0.7567 |
0.7577 |
|
| S3 |
0.7546 |
0.7553 |
0.7575 |
|
| S4 |
0.7525 |
0.7532 |
0.7569 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7785 |
0.7615 |
|
| R3 |
0.7729 |
0.7693 |
0.7589 |
|
| R2 |
0.7637 |
0.7637 |
0.7581 |
|
| R1 |
0.7601 |
0.7601 |
0.7572 |
0.7619 |
| PP |
0.7545 |
0.7545 |
0.7545 |
0.7555 |
| S1 |
0.7509 |
0.7509 |
0.7556 |
0.7527 |
| S2 |
0.7453 |
0.7453 |
0.7547 |
|
| S3 |
0.7361 |
0.7417 |
0.7539 |
|
| S4 |
0.7269 |
0.7325 |
0.7513 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7657 |
|
1.618 |
0.7636 |
|
1.000 |
0.7623 |
|
0.618 |
0.7615 |
|
HIGH |
0.7602 |
|
0.618 |
0.7594 |
|
0.500 |
0.7592 |
|
0.382 |
0.7589 |
|
LOW |
0.7581 |
|
0.618 |
0.7568 |
|
1.000 |
0.7560 |
|
1.618 |
0.7547 |
|
2.618 |
0.7526 |
|
4.250 |
0.7492 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7582 |
| PP |
0.7588 |
0.7582 |
| S1 |
0.7585 |
0.7581 |
|