CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7371 |
0.7361 |
-0.0010 |
-0.1% |
0.7293 |
High |
0.7387 |
0.7381 |
-0.0006 |
-0.1% |
0.7359 |
Low |
0.7347 |
0.7341 |
-0.0006 |
-0.1% |
0.7267 |
Close |
0.7364 |
0.7373 |
0.0009 |
0.1% |
0.7350 |
Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0092 |
ATR |
0.0041 |
0.0041 |
0.0000 |
-0.2% |
0.0000 |
Volume |
72,408 |
100,322 |
27,914 |
38.6% |
302,790 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7485 |
0.7469 |
0.7395 |
|
R3 |
0.7445 |
0.7429 |
0.7384 |
|
R2 |
0.7405 |
0.7405 |
0.7380 |
|
R1 |
0.7389 |
0.7389 |
0.7376 |
0.7397 |
PP |
0.7365 |
0.7365 |
0.7365 |
0.7369 |
S1 |
0.7349 |
0.7349 |
0.7369 |
0.7357 |
S2 |
0.7325 |
0.7325 |
0.7365 |
|
S3 |
0.7285 |
0.7309 |
0.7362 |
|
S4 |
0.7245 |
0.7269 |
0.7351 |
|
|
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 |
0.7295 |
0.0092 |
1.2% |
0.0040 |
0.5% |
85% |
False |
False |
89,644 |
10 |
0.7387 |
0.7262 |
0.0125 |
1.7% |
0.0039 |
0.5% |
89% |
False |
False |
77,207 |
20 |
0.7387 |
0.7221 |
0.0166 |
2.2% |
0.0042 |
0.6% |
92% |
False |
False |
75,642 |
40 |
0.7387 |
0.7199 |
0.0188 |
2.6% |
0.0041 |
0.6% |
93% |
False |
False |
79,758 |
60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
61% |
False |
False |
80,838 |
80 |
0.7489 |
0.7199 |
0.0291 |
3.9% |
0.0039 |
0.5% |
60% |
False |
False |
60,809 |
100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0040 |
0.5% |
38% |
False |
False |
48,684 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
38% |
False |
False |
40,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7551 |
2.618 |
0.7485 |
1.618 |
0.7445 |
1.000 |
0.7421 |
0.618 |
0.7405 |
HIGH |
0.7381 |
0.618 |
0.7365 |
0.500 |
0.7361 |
0.382 |
0.7356 |
LOW |
0.7341 |
0.618 |
0.7316 |
1.000 |
0.7301 |
1.618 |
0.7276 |
2.618 |
0.7236 |
4.250 |
0.7171 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7369 |
0.7370 |
PP |
0.7365 |
0.7367 |
S1 |
0.7361 |
0.7364 |
|