CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7358 |
-0.0009 |
-0.1% |
0.7412 |
| High |
0.7384 |
0.7411 |
0.0028 |
0.4% |
0.7420 |
| Low |
0.7344 |
0.7350 |
0.0006 |
0.1% |
0.7343 |
| Close |
0.7356 |
0.7407 |
0.0051 |
0.7% |
0.7363 |
| Range |
0.0040 |
0.0062 |
0.0022 |
53.8% |
0.0077 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
4.6% |
0.0000 |
| Volume |
115,140 |
142,836 |
27,696 |
24.1% |
329,278 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7552 |
0.7441 |
|
| R3 |
0.7512 |
0.7490 |
0.7424 |
|
| R2 |
0.7451 |
0.7451 |
0.7418 |
|
| R1 |
0.7429 |
0.7429 |
0.7413 |
0.7440 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7395 |
| S1 |
0.7367 |
0.7367 |
0.7401 |
0.7378 |
| S2 |
0.7328 |
0.7328 |
0.7396 |
|
| S3 |
0.7266 |
0.7306 |
0.7390 |
|
| S4 |
0.7205 |
0.7244 |
0.7373 |
|
|
| 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 |
0.7411 |
0.7343 |
0.0068 |
0.9% |
0.0037 |
0.5% |
94% |
True |
False |
91,808 |
| 10 |
0.7420 |
0.7341 |
0.0079 |
1.1% |
0.0037 |
0.5% |
84% |
False |
False |
84,213 |
| 20 |
0.7420 |
0.7262 |
0.0158 |
2.1% |
0.0037 |
0.5% |
92% |
False |
False |
79,579 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0040 |
0.5% |
94% |
False |
False |
79,859 |
| 60 |
0.7474 |
0.7199 |
0.0276 |
3.7% |
0.0041 |
0.6% |
76% |
False |
False |
83,684 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
73% |
False |
False |
70,062 |
| 100 |
0.7615 |
0.7199 |
0.0416 |
5.6% |
0.0039 |
0.5% |
50% |
False |
False |
56,086 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
46% |
False |
False |
46,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7572 |
|
1.618 |
0.7511 |
|
1.000 |
0.7473 |
|
0.618 |
0.7449 |
|
HIGH |
0.7411 |
|
0.618 |
0.7388 |
|
0.500 |
0.7380 |
|
0.382 |
0.7373 |
|
LOW |
0.7350 |
|
0.618 |
0.7311 |
|
1.000 |
0.7288 |
|
1.618 |
0.7250 |
|
2.618 |
0.7188 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7397 |
| PP |
0.7389 |
0.7387 |
| S1 |
0.7380 |
0.7377 |
|