CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7412 |
0.0036 |
0.5% |
0.7339 |
| High |
0.7416 |
0.7420 |
0.0004 |
0.1% |
0.7416 |
| Low |
0.7375 |
0.7375 |
-0.0001 |
0.0% |
0.7322 |
| Close |
0.7412 |
0.7386 |
-0.0027 |
-0.4% |
0.7412 |
| Range |
0.0041 |
0.0045 |
0.0005 |
11.1% |
0.0094 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.7% |
0.0000 |
| Volume |
86,033 |
67,989 |
-18,044 |
-21.0% |
418,359 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7502 |
0.7410 |
|
| R3 |
0.7483 |
0.7457 |
0.7398 |
|
| R2 |
0.7438 |
0.7438 |
0.7394 |
|
| R1 |
0.7412 |
0.7412 |
0.7390 |
0.7403 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7389 |
| S1 |
0.7367 |
0.7367 |
0.7381 |
0.7358 |
| S2 |
0.7348 |
0.7348 |
0.7377 |
|
| S3 |
0.7303 |
0.7322 |
0.7373 |
|
| S4 |
0.7258 |
0.7277 |
0.7361 |
|
|
| 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 |
0.7420 |
0.7341 |
0.0079 |
1.1% |
0.0039 |
0.5% |
57% |
True |
False |
82,106 |
| 10 |
0.7420 |
0.7267 |
0.0153 |
2.1% |
0.0039 |
0.5% |
78% |
True |
False |
78,913 |
| 20 |
0.7420 |
0.7221 |
0.0199 |
2.7% |
0.0040 |
0.5% |
83% |
True |
False |
73,225 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0041 |
0.6% |
85% |
True |
False |
78,739 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
65% |
False |
False |
82,942 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
65% |
False |
False |
62,729 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
41% |
False |
False |
50,217 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
41% |
False |
False |
41,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7611 |
|
2.618 |
0.7537 |
|
1.618 |
0.7492 |
|
1.000 |
0.7465 |
|
0.618 |
0.7447 |
|
HIGH |
0.7420 |
|
0.618 |
0.7402 |
|
0.500 |
0.7397 |
|
0.382 |
0.7392 |
|
LOW |
0.7375 |
|
0.618 |
0.7347 |
|
1.000 |
0.7330 |
|
1.618 |
0.7302 |
|
2.618 |
0.7257 |
|
4.250 |
0.7183 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7397 |
0.7384 |
| PP |
0.7393 |
0.7382 |
| S1 |
0.7389 |
0.7380 |
|