CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7282 |
0.7324 |
0.0042 |
0.6% |
0.7215 |
High |
0.7328 |
0.7341 |
0.0013 |
0.2% |
0.7328 |
Low |
0.7272 |
0.7302 |
0.0031 |
0.4% |
0.7199 |
Close |
0.7325 |
0.7310 |
-0.0016 |
-0.2% |
0.7325 |
Range |
0.0057 |
0.0039 |
-0.0018 |
-31.0% |
0.0130 |
ATR |
0.0044 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
Volume |
112,009 |
70,840 |
-41,169 |
-36.8% |
445,599 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7435 |
0.7411 |
0.7331 |
|
R3 |
0.7396 |
0.7372 |
0.7320 |
|
R2 |
0.7357 |
0.7357 |
0.7317 |
|
R1 |
0.7333 |
0.7333 |
0.7313 |
0.7325 |
PP |
0.7318 |
0.7318 |
0.7318 |
0.7314 |
S1 |
0.7294 |
0.7294 |
0.7306 |
0.7286 |
S2 |
0.7279 |
0.7279 |
0.7302 |
|
S3 |
0.7240 |
0.7255 |
0.7299 |
|
S4 |
0.7201 |
0.7216 |
0.7288 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7672 |
0.7628 |
0.7396 |
|
R3 |
0.7543 |
0.7499 |
0.7361 |
|
R2 |
0.7413 |
0.7413 |
0.7349 |
|
R1 |
0.7369 |
0.7369 |
0.7337 |
0.7391 |
PP |
0.7284 |
0.7284 |
0.7284 |
0.7295 |
S1 |
0.7240 |
0.7240 |
0.7313 |
0.7262 |
S2 |
0.7154 |
0.7154 |
0.7301 |
|
S3 |
0.7025 |
0.7110 |
0.7289 |
|
S4 |
0.6895 |
0.6981 |
0.7254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7341 |
0.7199 |
0.0143 |
1.9% |
0.0046 |
0.6% |
78% |
True |
False |
88,901 |
10 |
0.7341 |
0.7199 |
0.0143 |
1.9% |
0.0043 |
0.6% |
78% |
True |
False |
87,380 |
20 |
0.7377 |
0.7199 |
0.0178 |
2.4% |
0.0041 |
0.6% |
62% |
False |
False |
84,499 |
40 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0042 |
0.6% |
39% |
False |
False |
88,968 |
60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
39% |
False |
False |
60,410 |
80 |
0.7636 |
0.7199 |
0.0438 |
6.0% |
0.0039 |
0.5% |
25% |
False |
False |
45,348 |
100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
24% |
False |
False |
36,315 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0036 |
0.5% |
24% |
False |
False |
30,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7507 |
2.618 |
0.7443 |
1.618 |
0.7404 |
1.000 |
0.7380 |
0.618 |
0.7365 |
HIGH |
0.7341 |
0.618 |
0.7326 |
0.500 |
0.7322 |
0.382 |
0.7317 |
LOW |
0.7302 |
0.618 |
0.7278 |
1.000 |
0.7263 |
1.618 |
0.7239 |
2.618 |
0.7200 |
4.250 |
0.7136 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7322 |
0.7300 |
PP |
0.7318 |
0.7291 |
S1 |
0.7314 |
0.7282 |
|