CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7359 |
-0.0030 |
-0.4% |
0.7339 |
| High |
0.7389 |
0.7382 |
-0.0007 |
-0.1% |
0.7416 |
| Low |
0.7357 |
0.7356 |
-0.0001 |
0.0% |
0.7322 |
| Close |
0.7362 |
0.7361 |
-0.0001 |
0.0% |
0.7412 |
| Range |
0.0032 |
0.0026 |
-0.0006 |
-19.0% |
0.0094 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
64,351 |
64,394 |
43 |
0.1% |
418,359 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7427 |
0.7375 |
|
| R3 |
0.7417 |
0.7402 |
0.7368 |
|
| R2 |
0.7392 |
0.7392 |
0.7366 |
|
| R1 |
0.7376 |
0.7376 |
0.7363 |
0.7384 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7370 |
| S1 |
0.7351 |
0.7351 |
0.7359 |
0.7359 |
| S2 |
0.7341 |
0.7341 |
0.7356 |
|
| S3 |
0.7315 |
0.7325 |
0.7354 |
|
| S4 |
0.7290 |
0.7300 |
0.7347 |
|
|
| 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% |
0.0037 |
0.5% |
26% |
False |
False |
76,617 |
| 10 |
0.7420 |
0.7267 |
0.0153 |
2.1% |
0.0039 |
0.5% |
62% |
False |
False |
79,855 |
| 20 |
0.7420 |
0.7221 |
0.0199 |
2.7% |
0.0039 |
0.5% |
71% |
False |
False |
72,510 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0040 |
0.5% |
74% |
False |
False |
77,983 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
57% |
False |
False |
83,748 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
57% |
False |
False |
64,333 |
| 100 |
0.7636 |
0.7199 |
0.0438 |
5.9% |
0.0039 |
0.5% |
37% |
False |
False |
51,500 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
36% |
False |
False |
42,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7490 |
|
2.618 |
0.7448 |
|
1.618 |
0.7423 |
|
1.000 |
0.7407 |
|
0.618 |
0.7397 |
|
HIGH |
0.7382 |
|
0.618 |
0.7372 |
|
0.500 |
0.7369 |
|
0.382 |
0.7366 |
|
LOW |
0.7356 |
|
0.618 |
0.7340 |
|
1.000 |
0.7331 |
|
1.618 |
0.7315 |
|
2.618 |
0.7289 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7388 |
| PP |
0.7366 |
0.7379 |
| S1 |
0.7364 |
0.7370 |
|