CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7386 |
0.0014 |
0.2% |
0.7350 |
| High |
0.7391 |
0.7427 |
0.0036 |
0.5% |
0.7427 |
| Low |
0.7352 |
0.7386 |
0.0035 |
0.5% |
0.7338 |
| Close |
0.7383 |
0.7423 |
0.0040 |
0.5% |
0.7423 |
| Range |
0.0039 |
0.0041 |
0.0002 |
3.8% |
0.0089 |
| ATR |
0.0038 |
0.0039 |
0.0000 |
0.9% |
0.0000 |
| Volume |
1,963 |
1,801 |
-162 |
-8.3% |
6,471 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7518 |
0.7445 |
|
| R3 |
0.7493 |
0.7478 |
0.7434 |
|
| R2 |
0.7452 |
0.7452 |
0.7430 |
|
| R1 |
0.7437 |
0.7437 |
0.7426 |
0.7445 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7415 |
| S1 |
0.7397 |
0.7397 |
0.7419 |
0.7404 |
| S2 |
0.7371 |
0.7371 |
0.7415 |
|
| S3 |
0.7331 |
0.7356 |
0.7411 |
|
| S4 |
0.7290 |
0.7316 |
0.7400 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7632 |
0.7471 |
|
| R3 |
0.7574 |
0.7543 |
0.7447 |
|
| R2 |
0.7485 |
0.7485 |
0.7439 |
|
| R1 |
0.7454 |
0.7454 |
0.7431 |
0.7469 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7403 |
| S1 |
0.7365 |
0.7365 |
0.7414 |
0.7380 |
| S2 |
0.7307 |
0.7307 |
0.7406 |
|
| S3 |
0.7218 |
0.7276 |
0.7398 |
|
| S4 |
0.7129 |
0.7187 |
0.7374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7427 |
0.7338 |
0.0089 |
1.2% |
0.0034 |
0.5% |
96% |
True |
False |
1,294 |
| 10 |
0.7427 |
0.7276 |
0.0151 |
2.0% |
0.0036 |
0.5% |
97% |
True |
False |
846 |
| 20 |
0.7427 |
0.7233 |
0.0194 |
2.6% |
0.0038 |
0.5% |
98% |
True |
False |
596 |
| 40 |
0.7427 |
0.7212 |
0.0215 |
2.9% |
0.0037 |
0.5% |
98% |
True |
False |
458 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0035 |
0.5% |
77% |
False |
False |
384 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0030 |
0.4% |
77% |
False |
False |
296 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0027 |
0.4% |
48% |
False |
False |
239 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0024 |
0.3% |
48% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7599 |
|
2.618 |
0.7533 |
|
1.618 |
0.7492 |
|
1.000 |
0.7467 |
|
0.618 |
0.7452 |
|
HIGH |
0.7427 |
|
0.618 |
0.7411 |
|
0.500 |
0.7406 |
|
0.382 |
0.7401 |
|
LOW |
0.7386 |
|
0.618 |
0.7361 |
|
1.000 |
0.7346 |
|
1.618 |
0.7320 |
|
2.618 |
0.7280 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7411 |
| PP |
0.7412 |
0.7400 |
| S1 |
0.7406 |
0.7389 |
|