CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7371 |
0.0025 |
0.3% |
0.7293 |
| High |
0.7377 |
0.7387 |
0.0010 |
0.1% |
0.7359 |
| Low |
0.7346 |
0.7347 |
0.0001 |
0.0% |
0.7267 |
| Close |
0.7374 |
0.7364 |
-0.0010 |
-0.1% |
0.7350 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.0% |
0.0092 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
83,781 |
72,408 |
-11,373 |
-13.6% |
302,790 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7465 |
0.7386 |
|
| R3 |
0.7446 |
0.7425 |
0.7375 |
|
| R2 |
0.7406 |
0.7406 |
0.7371 |
|
| R1 |
0.7385 |
0.7385 |
0.7367 |
0.7375 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7361 |
| S1 |
0.7345 |
0.7345 |
0.7360 |
0.7335 |
| S2 |
0.7326 |
0.7326 |
0.7356 |
|
| S3 |
0.7286 |
0.7305 |
0.7353 |
|
| S4 |
0.7246 |
0.7265 |
0.7342 |
|
|
| 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 |
0.7387 |
0.7267 |
0.0120 |
1.6% |
0.0041 |
0.6% |
81% |
True |
False |
83,092 |
| 10 |
0.7387 |
0.7262 |
0.0125 |
1.7% |
0.0038 |
0.5% |
82% |
True |
False |
74,945 |
| 20 |
0.7387 |
0.7199 |
0.0188 |
2.6% |
0.0041 |
0.6% |
88% |
True |
False |
75,399 |
| 40 |
0.7387 |
0.7199 |
0.0188 |
2.6% |
0.0041 |
0.6% |
88% |
True |
False |
80,277 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
58% |
False |
False |
79,205 |
| 80 |
0.7492 |
0.7199 |
0.0293 |
4.0% |
0.0040 |
0.5% |
56% |
False |
False |
59,562 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
36% |
False |
False |
47,683 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
36% |
False |
False |
39,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7491 |
|
1.618 |
0.7451 |
|
1.000 |
0.7427 |
|
0.618 |
0.7411 |
|
HIGH |
0.7387 |
|
0.618 |
0.7371 |
|
0.500 |
0.7367 |
|
0.382 |
0.7362 |
|
LOW |
0.7347 |
|
0.618 |
0.7322 |
|
1.000 |
0.7307 |
|
1.618 |
0.7282 |
|
2.618 |
0.7242 |
|
4.250 |
0.7177 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7367 |
0.7360 |
| PP |
0.7366 |
0.7357 |
| S1 |
0.7365 |
0.7354 |
|