CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7346 |
0.0008 |
0.1% |
0.7293 |
| High |
0.7348 |
0.7377 |
0.0030 |
0.4% |
0.7359 |
| Low |
0.7322 |
0.7346 |
0.0024 |
0.3% |
0.7267 |
| Close |
0.7342 |
0.7374 |
0.0032 |
0.4% |
0.7350 |
| Range |
0.0026 |
0.0031 |
0.0006 |
21.6% |
0.0092 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
75,815 |
83,781 |
7,966 |
10.5% |
302,790 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7447 |
0.7391 |
|
| R3 |
0.7428 |
0.7416 |
0.7382 |
|
| R2 |
0.7397 |
0.7397 |
0.7379 |
|
| R1 |
0.7385 |
0.7385 |
0.7376 |
0.7391 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7368 |
| S1 |
0.7354 |
0.7354 |
0.7371 |
0.7360 |
| S2 |
0.7335 |
0.7335 |
0.7368 |
|
| S3 |
0.7304 |
0.7323 |
0.7365 |
|
| S4 |
0.7273 |
0.7292 |
0.7356 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7600 |
0.7566 |
0.7400 |
|
| R3 |
0.7508 |
0.7475 |
0.7375 |
|
| R2 |
0.7417 |
0.7417 |
0.7366 |
|
| R1 |
0.7383 |
0.7383 |
0.7358 |
0.7400 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7333 |
| S1 |
0.7292 |
0.7292 |
0.7341 |
0.7308 |
| S2 |
0.7234 |
0.7234 |
0.7333 |
|
| S3 |
0.7142 |
0.7200 |
0.7324 |
|
| S4 |
0.7051 |
0.7109 |
0.7299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7377 |
0.7267 |
0.0110 |
1.5% |
0.0038 |
0.5% |
97% |
True |
False |
81,776 |
| 10 |
0.7377 |
0.7227 |
0.0150 |
2.0% |
0.0042 |
0.6% |
98% |
True |
False |
76,791 |
| 20 |
0.7377 |
0.7199 |
0.0179 |
2.4% |
0.0041 |
0.6% |
98% |
True |
False |
75,571 |
| 40 |
0.7377 |
0.7199 |
0.0179 |
2.4% |
0.0041 |
0.6% |
98% |
True |
False |
81,475 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
61% |
False |
False |
78,045 |
| 80 |
0.7499 |
0.7199 |
0.0301 |
4.1% |
0.0039 |
0.5% |
58% |
False |
False |
58,658 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
39% |
False |
False |
46,959 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
39% |
False |
False |
39,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7458 |
|
1.618 |
0.7427 |
|
1.000 |
0.7408 |
|
0.618 |
0.7396 |
|
HIGH |
0.7377 |
|
0.618 |
0.7365 |
|
0.500 |
0.7362 |
|
0.382 |
0.7358 |
|
LOW |
0.7346 |
|
0.618 |
0.7327 |
|
1.000 |
0.7315 |
|
1.618 |
0.7296 |
|
2.618 |
0.7265 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7361 |
| PP |
0.7366 |
0.7349 |
| S1 |
0.7362 |
0.7336 |
|