CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7358 |
0.7399 |
0.0041 |
0.6% |
0.7412 |
| High |
0.7411 |
0.7467 |
0.0056 |
0.7% |
0.7420 |
| Low |
0.7350 |
0.7399 |
0.0050 |
0.7% |
0.7343 |
| Close |
0.7407 |
0.7458 |
0.0051 |
0.7% |
0.7363 |
| Range |
0.0062 |
0.0068 |
0.0006 |
9.8% |
0.0077 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
5.2% |
0.0000 |
| Volume |
142,836 |
132,238 |
-10,598 |
-7.4% |
329,278 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7618 |
0.7495 |
|
| R3 |
0.7576 |
0.7551 |
0.7477 |
|
| R2 |
0.7509 |
0.7509 |
0.7470 |
|
| R1 |
0.7483 |
0.7483 |
0.7464 |
0.7496 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7448 |
| S1 |
0.7416 |
0.7416 |
0.7452 |
0.7429 |
| S2 |
0.7374 |
0.7374 |
0.7446 |
|
| S3 |
0.7306 |
0.7348 |
0.7439 |
|
| S4 |
0.7239 |
0.7281 |
0.7421 |
|
|
| 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 |
0.7467 |
0.7344 |
0.0123 |
1.6% |
0.0046 |
0.6% |
93% |
True |
False |
107,009 |
| 10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0039 |
0.5% |
93% |
True |
False |
87,404 |
| 20 |
0.7467 |
0.7262 |
0.0205 |
2.7% |
0.0039 |
0.5% |
96% |
True |
False |
82,305 |
| 40 |
0.7467 |
0.7199 |
0.0268 |
3.6% |
0.0040 |
0.5% |
97% |
True |
False |
81,242 |
| 60 |
0.7467 |
0.7199 |
0.0268 |
3.6% |
0.0041 |
0.6% |
97% |
True |
False |
84,369 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.8% |
0.0041 |
0.5% |
91% |
False |
False |
71,714 |
| 100 |
0.7613 |
0.7199 |
0.0415 |
5.6% |
0.0039 |
0.5% |
63% |
False |
False |
57,407 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
57% |
False |
False |
47,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7753 |
|
2.618 |
0.7643 |
|
1.618 |
0.7576 |
|
1.000 |
0.7534 |
|
0.618 |
0.7508 |
|
HIGH |
0.7467 |
|
0.618 |
0.7441 |
|
0.500 |
0.7433 |
|
0.382 |
0.7425 |
|
LOW |
0.7399 |
|
0.618 |
0.7357 |
|
1.000 |
0.7332 |
|
1.618 |
0.7290 |
|
2.618 |
0.7222 |
|
4.250 |
0.7112 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7450 |
0.7440 |
| PP |
0.7441 |
0.7423 |
| S1 |
0.7433 |
0.7405 |
|