CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7254 |
0.7247 |
-0.0007 |
-0.1% |
0.7324 |
| High |
0.7278 |
0.7254 |
-0.0024 |
-0.3% |
0.7341 |
| Low |
0.7242 |
0.7221 |
-0.0021 |
-0.3% |
0.7221 |
| Close |
0.7244 |
0.7245 |
0.0001 |
0.0% |
0.7245 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-9.6% |
0.0120 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
75,567 |
52,379 |
-23,188 |
-30.7% |
327,321 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7339 |
0.7325 |
0.7263 |
|
| R3 |
0.7306 |
0.7292 |
0.7254 |
|
| R2 |
0.7273 |
0.7273 |
0.7251 |
|
| R1 |
0.7259 |
0.7259 |
0.7248 |
0.7249 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7235 |
| S1 |
0.7226 |
0.7226 |
0.7241 |
0.7216 |
| S2 |
0.7207 |
0.7207 |
0.7238 |
|
| S3 |
0.7174 |
0.7193 |
0.7235 |
|
| S4 |
0.7141 |
0.7160 |
0.7226 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7557 |
0.7311 |
|
| R3 |
0.7509 |
0.7437 |
0.7278 |
|
| R2 |
0.7389 |
0.7389 |
0.7267 |
|
| R1 |
0.7317 |
0.7317 |
0.7256 |
0.7293 |
| PP |
0.7269 |
0.7269 |
0.7269 |
0.7257 |
| S1 |
0.7197 |
0.7197 |
0.7234 |
0.7173 |
| S2 |
0.7149 |
0.7149 |
0.7223 |
|
| S3 |
0.7029 |
0.7077 |
0.7212 |
|
| S4 |
0.6909 |
0.6957 |
0.7179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7221 |
0.0120 |
1.7% |
0.0037 |
0.5% |
20% |
False |
True |
65,464 |
| 10 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0041 |
0.6% |
32% |
False |
False |
77,292 |
| 20 |
0.7356 |
0.7199 |
0.0157 |
2.2% |
0.0041 |
0.6% |
29% |
False |
False |
81,305 |
| 40 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0042 |
0.6% |
16% |
False |
False |
87,044 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0040 |
0.6% |
16% |
False |
False |
64,673 |
| 80 |
0.7616 |
0.7199 |
0.0418 |
5.8% |
0.0039 |
0.5% |
11% |
False |
False |
48,547 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0039 |
0.5% |
10% |
False |
False |
38,872 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0037 |
0.5% |
10% |
False |
False |
32,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7394 |
|
2.618 |
0.7340 |
|
1.618 |
0.7307 |
|
1.000 |
0.7287 |
|
0.618 |
0.7274 |
|
HIGH |
0.7254 |
|
0.618 |
0.7241 |
|
0.500 |
0.7238 |
|
0.382 |
0.7234 |
|
LOW |
0.7221 |
|
0.618 |
0.7201 |
|
1.000 |
0.7188 |
|
1.618 |
0.7168 |
|
2.618 |
0.7135 |
|
4.250 |
0.7081 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7242 |
0.7250 |
| PP |
0.7240 |
0.7248 |
| S1 |
0.7238 |
0.7246 |
|