CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7254 |
-0.0016 |
-0.2% |
0.7215 |
| High |
0.7274 |
0.7278 |
0.0004 |
0.1% |
0.7328 |
| Low |
0.7243 |
0.7242 |
-0.0001 |
0.0% |
0.7199 |
| Close |
0.7249 |
0.7244 |
-0.0005 |
-0.1% |
0.7325 |
| Range |
0.0032 |
0.0037 |
0.0005 |
15.9% |
0.0130 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
56,325 |
75,567 |
19,242 |
34.2% |
445,599 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7364 |
0.7340 |
0.7264 |
|
| R3 |
0.7327 |
0.7304 |
0.7254 |
|
| R2 |
0.7291 |
0.7291 |
0.7250 |
|
| R1 |
0.7267 |
0.7267 |
0.7247 |
0.7261 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7251 |
| S1 |
0.7231 |
0.7231 |
0.7240 |
0.7224 |
| S2 |
0.7218 |
0.7218 |
0.7237 |
|
| S3 |
0.7181 |
0.7194 |
0.7233 |
|
| S4 |
0.7145 |
0.7158 |
0.7223 |
|
|
| 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 |
0.7242 |
0.0100 |
1.4% |
0.0042 |
0.6% |
2% |
False |
True |
77,390 |
| 10 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0042 |
0.6% |
32% |
False |
False |
79,998 |
| 20 |
0.7356 |
0.7199 |
0.0157 |
2.2% |
0.0040 |
0.6% |
29% |
False |
False |
82,392 |
| 40 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0042 |
0.6% |
16% |
False |
False |
88,498 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0040 |
0.6% |
16% |
False |
False |
63,801 |
| 80 |
0.7636 |
0.7199 |
0.0438 |
6.0% |
0.0039 |
0.5% |
10% |
False |
False |
47,893 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0039 |
0.5% |
10% |
False |
False |
38,350 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0036 |
0.5% |
10% |
False |
False |
31,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7374 |
|
1.618 |
0.7337 |
|
1.000 |
0.7315 |
|
0.618 |
0.7301 |
|
HIGH |
0.7278 |
|
0.618 |
0.7264 |
|
0.500 |
0.7260 |
|
0.382 |
0.7255 |
|
LOW |
0.7242 |
|
0.618 |
0.7219 |
|
1.000 |
0.7205 |
|
1.618 |
0.7182 |
|
2.618 |
0.7146 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7274 |
| PP |
0.7254 |
0.7264 |
| S1 |
0.7249 |
0.7254 |
|