CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7293 |
0.7290 |
-0.0003 |
0.0% |
0.7250 |
| High |
0.7307 |
0.7313 |
0.0006 |
0.1% |
0.7327 |
| Low |
0.7276 |
0.7285 |
0.0010 |
0.1% |
0.7227 |
| Close |
0.7290 |
0.7302 |
0.0012 |
0.2% |
0.7292 |
| Range |
0.0032 |
0.0028 |
-0.0004 |
-12.7% |
0.0100 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
53,502 |
65,830 |
12,328 |
23.0% |
348,048 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7369 |
0.7317 |
|
| R3 |
0.7355 |
0.7342 |
0.7309 |
|
| R2 |
0.7327 |
0.7327 |
0.7307 |
|
| R1 |
0.7314 |
0.7314 |
0.7304 |
0.7321 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7303 |
| S1 |
0.7287 |
0.7287 |
0.7299 |
0.7293 |
| S2 |
0.7272 |
0.7272 |
0.7296 |
|
| S3 |
0.7245 |
0.7259 |
0.7294 |
|
| S4 |
0.7217 |
0.7232 |
0.7286 |
|
|
| 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 |
0.7262 |
0.0066 |
0.9% |
0.0035 |
0.5% |
61% |
False |
False |
66,798 |
| 10 |
0.7327 |
0.7221 |
0.0106 |
1.5% |
0.0039 |
0.5% |
76% |
False |
False |
65,165 |
| 20 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0041 |
0.6% |
72% |
False |
False |
75,675 |
| 40 |
0.7462 |
0.7199 |
0.0263 |
3.6% |
0.0042 |
0.6% |
39% |
False |
False |
83,356 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
36% |
False |
False |
72,421 |
| 80 |
0.7580 |
0.7199 |
0.0382 |
5.2% |
0.0039 |
0.5% |
27% |
False |
False |
54,381 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
23% |
False |
False |
43,536 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
23% |
False |
False |
36,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7429 |
|
2.618 |
0.7384 |
|
1.618 |
0.7357 |
|
1.000 |
0.7340 |
|
0.618 |
0.7329 |
|
HIGH |
0.7313 |
|
0.618 |
0.7302 |
|
0.500 |
0.7299 |
|
0.382 |
0.7296 |
|
LOW |
0.7285 |
|
0.618 |
0.7268 |
|
1.000 |
0.7258 |
|
1.618 |
0.7241 |
|
2.618 |
0.7213 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7297 |
| PP |
0.7300 |
0.7293 |
| S1 |
0.7299 |
0.7289 |
|