CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7249 |
0.7307 |
0.0058 |
0.8% |
0.7324 |
| High |
0.7311 |
0.7327 |
0.0016 |
0.2% |
0.7341 |
| Low |
0.7227 |
0.7297 |
0.0070 |
1.0% |
0.7221 |
| Close |
0.7305 |
0.7312 |
0.0008 |
0.1% |
0.7245 |
| Range |
0.0084 |
0.0030 |
-0.0054 |
-64.3% |
0.0120 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
90,869 |
77,707 |
-13,162 |
-14.5% |
327,321 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7402 |
0.7387 |
0.7329 |
|
| R3 |
0.7372 |
0.7357 |
0.7320 |
|
| R2 |
0.7342 |
0.7342 |
0.7318 |
|
| R1 |
0.7327 |
0.7327 |
0.7315 |
0.7335 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7316 |
| S1 |
0.7297 |
0.7297 |
0.7309 |
0.7305 |
| S2 |
0.7282 |
0.7282 |
0.7307 |
|
| S3 |
0.7252 |
0.7267 |
0.7304 |
|
| S4 |
0.7222 |
0.7237 |
0.7296 |
|
|
| 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 |
0.7327 |
0.7221 |
0.0106 |
1.4% |
0.0042 |
0.6% |
86% |
True |
False |
67,807 |
| 10 |
0.7341 |
0.7221 |
0.0120 |
1.6% |
0.0045 |
0.6% |
76% |
False |
False |
74,078 |
| 20 |
0.7341 |
0.7199 |
0.0143 |
1.9% |
0.0041 |
0.6% |
80% |
False |
False |
80,178 |
| 40 |
0.7462 |
0.7199 |
0.0263 |
3.6% |
0.0042 |
0.6% |
43% |
False |
False |
85,401 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
40% |
False |
False |
68,183 |
| 80 |
0.7613 |
0.7199 |
0.0415 |
5.7% |
0.0039 |
0.5% |
27% |
False |
False |
51,183 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
25% |
False |
False |
40,981 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0037 |
0.5% |
25% |
False |
False |
34,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7455 |
|
2.618 |
0.7406 |
|
1.618 |
0.7376 |
|
1.000 |
0.7357 |
|
0.618 |
0.7346 |
|
HIGH |
0.7327 |
|
0.618 |
0.7316 |
|
0.500 |
0.7312 |
|
0.382 |
0.7308 |
|
LOW |
0.7297 |
|
0.618 |
0.7278 |
|
1.000 |
0.7267 |
|
1.618 |
0.7248 |
|
2.618 |
0.7218 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7312 |
0.7300 |
| PP |
0.7312 |
0.7289 |
| S1 |
0.7312 |
0.7277 |
|