CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7273 |
-0.0040 |
-0.5% |
0.7250 |
| High |
0.7315 |
0.7298 |
-0.0017 |
-0.2% |
0.7327 |
| Low |
0.7262 |
0.7265 |
0.0003 |
0.0% |
0.7227 |
| Close |
0.7270 |
0.7292 |
0.0022 |
0.3% |
0.7292 |
| Range |
0.0053 |
0.0034 |
-0.0020 |
-36.8% |
0.0100 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
76,711 |
60,244 |
-16,467 |
-21.5% |
348,048 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7385 |
0.7372 |
0.7310 |
|
| R3 |
0.7352 |
0.7339 |
0.7301 |
|
| R2 |
0.7318 |
0.7318 |
0.7298 |
|
| R1 |
0.7305 |
0.7305 |
0.7295 |
0.7312 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7288 |
| S1 |
0.7272 |
0.7272 |
0.7289 |
0.7278 |
| S2 |
0.7251 |
0.7251 |
0.7286 |
|
| S3 |
0.7218 |
0.7238 |
0.7283 |
|
| S4 |
0.7184 |
0.7205 |
0.7274 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7537 |
0.7347 |
|
| R3 |
0.7482 |
0.7437 |
0.7320 |
|
| R2 |
0.7382 |
0.7382 |
0.7310 |
|
| R1 |
0.7337 |
0.7337 |
0.7301 |
0.7360 |
| PP |
0.7282 |
0.7282 |
0.7282 |
0.7293 |
| S1 |
0.7237 |
0.7237 |
0.7283 |
0.7260 |
| S2 |
0.7182 |
0.7182 |
0.7274 |
|
| S3 |
0.7082 |
0.7137 |
0.7265 |
|
| S4 |
0.6982 |
0.7037 |
0.7237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7227 |
0.0100 |
1.4% |
0.0046 |
0.6% |
65% |
False |
False |
69,609 |
| 10 |
0.7341 |
0.7221 |
0.0120 |
1.6% |
0.0042 |
0.6% |
59% |
False |
False |
67,536 |
| 20 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0042 |
0.6% |
66% |
False |
False |
78,013 |
| 40 |
0.7462 |
0.7199 |
0.0263 |
3.6% |
0.0042 |
0.6% |
36% |
False |
False |
83,937 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
33% |
False |
False |
70,450 |
| 80 |
0.7613 |
0.7199 |
0.0415 |
5.7% |
0.0040 |
0.5% |
23% |
False |
False |
52,892 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
21% |
False |
False |
42,345 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
21% |
False |
False |
35,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7440 |
|
2.618 |
0.7386 |
|
1.618 |
0.7352 |
|
1.000 |
0.7332 |
|
0.618 |
0.7319 |
|
HIGH |
0.7298 |
|
0.618 |
0.7285 |
|
0.500 |
0.7281 |
|
0.382 |
0.7277 |
|
LOW |
0.7265 |
|
0.618 |
0.7244 |
|
1.000 |
0.7231 |
|
1.618 |
0.7210 |
|
2.618 |
0.7177 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7294 |
| PP |
0.7285 |
0.7294 |
| S1 |
0.7281 |
0.7293 |
|