CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7376 |
0.0016 |
0.2% |
0.7339 |
| High |
0.7381 |
0.7416 |
0.0035 |
0.5% |
0.7416 |
| Low |
0.7341 |
0.7375 |
0.0035 |
0.5% |
0.7322 |
| Close |
0.7373 |
0.7412 |
0.0040 |
0.5% |
0.7412 |
| Range |
0.0040 |
0.0041 |
0.0001 |
1.3% |
0.0094 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.3% |
0.0000 |
| Volume |
100,322 |
86,033 |
-14,289 |
-14.2% |
418,359 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7508 |
0.7434 |
|
| R3 |
0.7482 |
0.7467 |
0.7423 |
|
| R2 |
0.7441 |
0.7441 |
0.7419 |
|
| R1 |
0.7427 |
0.7427 |
0.7416 |
0.7434 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7405 |
| S1 |
0.7386 |
0.7386 |
0.7408 |
0.7394 |
| S2 |
0.7360 |
0.7360 |
0.7405 |
|
| S3 |
0.7320 |
0.7346 |
0.7401 |
|
| S4 |
0.7279 |
0.7305 |
0.7390 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7631 |
0.7463 |
|
| R3 |
0.7570 |
0.7538 |
0.7438 |
|
| R2 |
0.7477 |
0.7477 |
0.7429 |
|
| R1 |
0.7444 |
0.7444 |
0.7421 |
0.7461 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7391 |
| S1 |
0.7351 |
0.7351 |
0.7403 |
0.7367 |
| S2 |
0.7290 |
0.7290 |
0.7395 |
|
| S3 |
0.7196 |
0.7257 |
0.7386 |
|
| S4 |
0.7103 |
0.7164 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7322 |
0.0094 |
1.3% |
0.0035 |
0.5% |
96% |
True |
False |
83,671 |
| 10 |
0.7416 |
0.7265 |
0.0151 |
2.0% |
0.0038 |
0.5% |
98% |
True |
False |
78,139 |
| 20 |
0.7416 |
0.7221 |
0.0195 |
2.6% |
0.0041 |
0.5% |
98% |
True |
False |
75,426 |
| 40 |
0.7416 |
0.7199 |
0.0217 |
2.9% |
0.0041 |
0.6% |
98% |
True |
False |
79,523 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
75% |
False |
False |
82,225 |
| 80 |
0.7489 |
0.7199 |
0.0291 |
3.9% |
0.0039 |
0.5% |
73% |
False |
False |
61,882 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
47% |
False |
False |
49,541 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
47% |
False |
False |
41,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7588 |
|
2.618 |
0.7522 |
|
1.618 |
0.7481 |
|
1.000 |
0.7456 |
|
0.618 |
0.7441 |
|
HIGH |
0.7416 |
|
0.618 |
0.7400 |
|
0.500 |
0.7395 |
|
0.382 |
0.7390 |
|
LOW |
0.7375 |
|
0.618 |
0.7350 |
|
1.000 |
0.7335 |
|
1.618 |
0.7309 |
|
2.618 |
0.7269 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7401 |
| PP |
0.7401 |
0.7389 |
| S1 |
0.7395 |
0.7378 |
|