CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7305 |
0.7270 |
-0.0035 |
-0.5% |
0.7215 |
| High |
0.7306 |
0.7274 |
-0.0032 |
-0.4% |
0.7328 |
| Low |
0.7260 |
0.7243 |
-0.0017 |
-0.2% |
0.7199 |
| Close |
0.7271 |
0.7249 |
-0.0023 |
-0.3% |
0.7325 |
| Range |
0.0047 |
0.0032 |
-0.0015 |
-32.3% |
0.0130 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
72,210 |
56,325 |
-15,885 |
-22.0% |
445,599 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7350 |
0.7331 |
0.7266 |
|
| R3 |
0.7318 |
0.7299 |
0.7257 |
|
| R2 |
0.7287 |
0.7287 |
0.7254 |
|
| R1 |
0.7268 |
0.7268 |
0.7251 |
0.7261 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7252 |
| S1 |
0.7236 |
0.7236 |
0.7246 |
0.7230 |
| S2 |
0.7224 |
0.7224 |
0.7243 |
|
| S3 |
0.7192 |
0.7205 |
0.7240 |
|
| S4 |
0.7161 |
0.7173 |
0.7231 |
|
|
| 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 |
0.7222 |
0.0119 |
1.6% |
0.0047 |
0.6% |
22% |
False |
False |
80,348 |
| 10 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0041 |
0.6% |
35% |
False |
False |
81,894 |
| 20 |
0.7372 |
0.7199 |
0.0173 |
2.4% |
0.0042 |
0.6% |
29% |
False |
False |
82,775 |
| 40 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0042 |
0.6% |
17% |
False |
False |
88,910 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0040 |
0.6% |
17% |
False |
False |
62,545 |
| 80 |
0.7636 |
0.7199 |
0.0438 |
6.0% |
0.0039 |
0.5% |
11% |
False |
False |
46,951 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0039 |
0.5% |
11% |
False |
False |
37,595 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0036 |
0.5% |
11% |
False |
False |
31,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7408 |
|
2.618 |
0.7356 |
|
1.618 |
0.7325 |
|
1.000 |
0.7306 |
|
0.618 |
0.7293 |
|
HIGH |
0.7274 |
|
0.618 |
0.7262 |
|
0.500 |
0.7258 |
|
0.382 |
0.7255 |
|
LOW |
0.7243 |
|
0.618 |
0.7223 |
|
1.000 |
0.7211 |
|
1.618 |
0.7192 |
|
2.618 |
0.7160 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7258 |
0.7292 |
| PP |
0.7255 |
0.7277 |
| S1 |
0.7252 |
0.7263 |
|