CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7247 |
0.7250 |
0.0003 |
0.0% |
0.7324 |
High |
0.7254 |
0.7262 |
0.0008 |
0.1% |
0.7341 |
Low |
0.7221 |
0.7233 |
0.0012 |
0.2% |
0.7221 |
Close |
0.7245 |
0.7251 |
0.0006 |
0.1% |
0.7245 |
Range |
0.0033 |
0.0029 |
-0.0005 |
-13.6% |
0.0120 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
52,379 |
42,517 |
-9,862 |
-18.8% |
327,321 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7334 |
0.7321 |
0.7266 |
|
R3 |
0.7305 |
0.7292 |
0.7258 |
|
R2 |
0.7277 |
0.7277 |
0.7256 |
|
R1 |
0.7264 |
0.7264 |
0.7253 |
0.7270 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7252 |
S1 |
0.7235 |
0.7235 |
0.7248 |
0.7242 |
S2 |
0.7220 |
0.7220 |
0.7245 |
|
S3 |
0.7191 |
0.7207 |
0.7243 |
|
S4 |
0.7163 |
0.7178 |
0.7235 |
|
|
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 |
0.7306 |
0.7221 |
0.0085 |
1.2% |
0.0035 |
0.5% |
35% |
False |
False |
59,799 |
10 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0041 |
0.6% |
36% |
False |
False |
74,350 |
20 |
0.7355 |
0.7199 |
0.0157 |
2.2% |
0.0041 |
0.6% |
33% |
False |
False |
80,599 |
40 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0042 |
0.6% |
18% |
False |
False |
86,326 |
60 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0040 |
0.6% |
18% |
False |
False |
65,378 |
80 |
0.7616 |
0.7199 |
0.0418 |
5.8% |
0.0039 |
0.5% |
12% |
False |
False |
49,078 |
100 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0039 |
0.5% |
11% |
False |
False |
39,296 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0037 |
0.5% |
11% |
False |
False |
32,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7383 |
2.618 |
0.7336 |
1.618 |
0.7308 |
1.000 |
0.7290 |
0.618 |
0.7279 |
HIGH |
0.7262 |
0.618 |
0.7251 |
0.500 |
0.7247 |
0.382 |
0.7244 |
LOW |
0.7233 |
0.618 |
0.7215 |
1.000 |
0.7205 |
1.618 |
0.7187 |
2.618 |
0.7158 |
4.250 |
0.7112 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7249 |
0.7250 |
PP |
0.7248 |
0.7250 |
S1 |
0.7247 |
0.7250 |
|