CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7354 |
-0.0003 |
0.0% |
0.7412 |
| High |
0.7363 |
0.7381 |
0.0018 |
0.2% |
0.7420 |
| Low |
0.7343 |
0.7348 |
0.0005 |
0.1% |
0.7343 |
| Close |
0.7358 |
0.7363 |
0.0005 |
0.1% |
0.7363 |
| Range |
0.0020 |
0.0033 |
0.0013 |
62.5% |
0.0077 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
56,232 |
76,312 |
20,080 |
35.7% |
329,278 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7461 |
0.7444 |
0.7380 |
|
| R3 |
0.7429 |
0.7412 |
0.7371 |
|
| R2 |
0.7396 |
0.7396 |
0.7368 |
|
| R1 |
0.7379 |
0.7379 |
0.7365 |
0.7388 |
| PP |
0.7364 |
0.7364 |
0.7364 |
0.7368 |
| S1 |
0.7347 |
0.7347 |
0.7360 |
0.7355 |
| S2 |
0.7331 |
0.7331 |
0.7357 |
|
| S3 |
0.7299 |
0.7314 |
0.7354 |
|
| S4 |
0.7266 |
0.7282 |
0.7345 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7560 |
0.7405 |
|
| R3 |
0.7528 |
0.7484 |
0.7384 |
|
| R2 |
0.7452 |
0.7452 |
0.7377 |
|
| R1 |
0.7407 |
0.7407 |
0.7370 |
0.7391 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7367 |
| S1 |
0.7331 |
0.7331 |
0.7355 |
0.7315 |
| S2 |
0.7299 |
0.7299 |
0.7348 |
|
| S3 |
0.7222 |
0.7254 |
0.7341 |
|
| S4 |
0.7146 |
0.7178 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7420 |
0.7343 |
0.0077 |
1.0% |
0.0031 |
0.4% |
25% |
False |
False |
65,855 |
| 10 |
0.7420 |
0.7322 |
0.0098 |
1.3% |
0.0033 |
0.5% |
42% |
False |
False |
74,763 |
| 20 |
0.7420 |
0.7221 |
0.0199 |
2.7% |
0.0038 |
0.5% |
71% |
False |
False |
72,542 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0039 |
0.5% |
74% |
False |
False |
77,467 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
57% |
False |
False |
83,180 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
57% |
False |
False |
65,987 |
| 100 |
0.7636 |
0.7199 |
0.0438 |
5.9% |
0.0039 |
0.5% |
37% |
False |
False |
52,823 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
36% |
False |
False |
44,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7466 |
|
1.618 |
0.7433 |
|
1.000 |
0.7413 |
|
0.618 |
0.7401 |
|
HIGH |
0.7381 |
|
0.618 |
0.7368 |
|
0.500 |
0.7364 |
|
0.382 |
0.7360 |
|
LOW |
0.7348 |
|
0.618 |
0.7328 |
|
1.000 |
0.7316 |
|
1.618 |
0.7295 |
|
2.618 |
0.7263 |
|
4.250 |
0.7210 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7362 |
| PP |
0.7364 |
0.7362 |
| S1 |
0.7363 |
0.7362 |
|