CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7290 |
0.7301 |
0.0011 |
0.1% |
0.7250 |
| High |
0.7313 |
0.7310 |
-0.0003 |
0.0% |
0.7327 |
| Low |
0.7285 |
0.7267 |
-0.0018 |
-0.2% |
0.7227 |
| Close |
0.7302 |
0.7301 |
-0.0001 |
0.0% |
0.7292 |
| Range |
0.0028 |
0.0043 |
0.0015 |
54.5% |
0.0100 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.3% |
0.0000 |
| Volume |
65,830 |
67,562 |
1,732 |
2.6% |
348,048 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7403 |
0.7324 |
|
| R3 |
0.7377 |
0.7360 |
0.7312 |
|
| R2 |
0.7335 |
0.7335 |
0.7308 |
|
| R1 |
0.7318 |
0.7318 |
0.7304 |
0.7322 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7294 |
| S1 |
0.7275 |
0.7275 |
0.7297 |
0.7279 |
| S2 |
0.7250 |
0.7250 |
0.7293 |
|
| S3 |
0.7207 |
0.7233 |
0.7289 |
|
| S4 |
0.7165 |
0.7190 |
0.7277 |
|
|
| 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 |
0.7315 |
0.7262 |
0.0053 |
0.7% |
0.0038 |
0.5% |
74% |
False |
False |
64,769 |
| 10 |
0.7327 |
0.7221 |
0.0106 |
1.5% |
0.0040 |
0.5% |
75% |
False |
False |
66,288 |
| 20 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0041 |
0.6% |
72% |
False |
False |
74,091 |
| 40 |
0.7462 |
0.7199 |
0.0263 |
3.6% |
0.0043 |
0.6% |
39% |
False |
False |
82,920 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
36% |
False |
False |
73,522 |
| 80 |
0.7548 |
0.7199 |
0.0349 |
4.8% |
0.0039 |
0.5% |
29% |
False |
False |
55,223 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0040 |
0.5% |
22% |
False |
False |
44,211 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
22% |
False |
False |
36,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7490 |
|
2.618 |
0.7421 |
|
1.618 |
0.7378 |
|
1.000 |
0.7352 |
|
0.618 |
0.7336 |
|
HIGH |
0.7310 |
|
0.618 |
0.7293 |
|
0.500 |
0.7288 |
|
0.382 |
0.7283 |
|
LOW |
0.7267 |
|
0.618 |
0.7241 |
|
1.000 |
0.7225 |
|
1.618 |
0.7198 |
|
2.618 |
0.7156 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7296 |
0.7297 |
| PP |
0.7292 |
0.7293 |
| S1 |
0.7288 |
0.7290 |
|