CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7459 |
0.0060 |
0.8% |
0.7362 |
| High |
0.7467 |
0.7490 |
0.0024 |
0.3% |
0.7490 |
| Low |
0.7399 |
0.7455 |
0.0056 |
0.8% |
0.7344 |
| Close |
0.7458 |
0.7479 |
0.0021 |
0.3% |
0.7479 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.1% |
0.0147 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
132,238 |
48,421 |
-83,817 |
-63.4% |
507,158 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7564 |
0.7498 |
|
| R3 |
0.7545 |
0.7529 |
0.7489 |
|
| R2 |
0.7510 |
0.7510 |
0.7485 |
|
| R1 |
0.7494 |
0.7494 |
0.7482 |
0.7502 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7479 |
| S1 |
0.7459 |
0.7459 |
0.7476 |
0.7467 |
| S2 |
0.7440 |
0.7440 |
0.7473 |
|
| S3 |
0.7405 |
0.7424 |
0.7469 |
|
| S4 |
0.7370 |
0.7389 |
0.7460 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7825 |
0.7560 |
|
| R3 |
0.7731 |
0.7678 |
0.7519 |
|
| R2 |
0.7584 |
0.7584 |
0.7506 |
|
| R1 |
0.7532 |
0.7532 |
0.7492 |
0.7558 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7451 |
| S1 |
0.7385 |
0.7385 |
0.7466 |
0.7411 |
| S2 |
0.7291 |
0.7291 |
0.7452 |
|
| S3 |
0.7145 |
0.7239 |
0.7439 |
|
| S4 |
0.6998 |
0.7092 |
0.7398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7490 |
0.7344 |
0.0147 |
2.0% |
0.0047 |
0.6% |
92% |
True |
False |
101,431 |
| 10 |
0.7490 |
0.7343 |
0.0147 |
2.0% |
0.0039 |
0.5% |
93% |
True |
False |
83,643 |
| 20 |
0.7490 |
0.7265 |
0.0226 |
3.0% |
0.0038 |
0.5% |
95% |
True |
False |
80,891 |
| 40 |
0.7490 |
0.7199 |
0.0292 |
3.9% |
0.0040 |
0.5% |
96% |
True |
False |
80,017 |
| 60 |
0.7490 |
0.7199 |
0.0292 |
3.9% |
0.0041 |
0.5% |
96% |
True |
False |
83,471 |
| 80 |
0.7490 |
0.7199 |
0.0292 |
3.9% |
0.0040 |
0.5% |
96% |
True |
False |
72,314 |
| 100 |
0.7613 |
0.7199 |
0.0415 |
5.5% |
0.0039 |
0.5% |
68% |
False |
False |
57,891 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.1% |
0.0039 |
0.5% |
62% |
False |
False |
48,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7639 |
|
2.618 |
0.7582 |
|
1.618 |
0.7547 |
|
1.000 |
0.7525 |
|
0.618 |
0.7512 |
|
HIGH |
0.7490 |
|
0.618 |
0.7477 |
|
0.500 |
0.7473 |
|
0.382 |
0.7468 |
|
LOW |
0.7455 |
|
0.618 |
0.7433 |
|
1.000 |
0.7420 |
|
1.618 |
0.7398 |
|
2.618 |
0.7363 |
|
4.250 |
0.7306 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7477 |
0.7459 |
| PP |
0.7475 |
0.7440 |
| S1 |
0.7473 |
0.7420 |
|