CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7422 |
0.0036 |
0.5% |
0.7350 |
| High |
0.7427 |
0.7430 |
0.0004 |
0.0% |
0.7427 |
| Low |
0.7386 |
0.7385 |
-0.0001 |
0.0% |
0.7338 |
| Close |
0.7423 |
0.7396 |
-0.0027 |
-0.4% |
0.7423 |
| Range |
0.0041 |
0.0045 |
0.0005 |
11.1% |
0.0089 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
1.1% |
0.0000 |
| Volume |
1,801 |
2,815 |
1,014 |
56.3% |
6,471 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7512 |
0.7421 |
|
| R3 |
0.7494 |
0.7467 |
0.7408 |
|
| R2 |
0.7449 |
0.7449 |
0.7404 |
|
| R1 |
0.7422 |
0.7422 |
0.7400 |
0.7413 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7399 |
| S1 |
0.7377 |
0.7377 |
0.7392 |
0.7368 |
| S2 |
0.7359 |
0.7359 |
0.7388 |
|
| S3 |
0.7314 |
0.7332 |
0.7384 |
|
| S4 |
0.7269 |
0.7287 |
0.7371 |
|
|
| 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 |
0.7430 |
0.7352 |
0.0079 |
1.1% |
0.0039 |
0.5% |
57% |
True |
False |
1,791 |
| 10 |
0.7430 |
0.7279 |
0.0152 |
2.0% |
0.0037 |
0.5% |
78% |
True |
False |
1,084 |
| 20 |
0.7430 |
0.7233 |
0.0197 |
2.7% |
0.0038 |
0.5% |
83% |
True |
False |
699 |
| 40 |
0.7430 |
0.7212 |
0.0219 |
3.0% |
0.0037 |
0.5% |
84% |
True |
False |
523 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0036 |
0.5% |
68% |
False |
False |
431 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0031 |
0.4% |
68% |
False |
False |
332 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0027 |
0.4% |
45% |
False |
False |
267 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0024 |
0.3% |
42% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7548 |
|
1.618 |
0.7503 |
|
1.000 |
0.7475 |
|
0.618 |
0.7458 |
|
HIGH |
0.7430 |
|
0.618 |
0.7413 |
|
0.500 |
0.7408 |
|
0.382 |
0.7402 |
|
LOW |
0.7385 |
|
0.618 |
0.7357 |
|
1.000 |
0.7340 |
|
1.618 |
0.7312 |
|
2.618 |
0.7267 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7394 |
| PP |
0.7404 |
0.7393 |
| S1 |
0.7400 |
0.7391 |
|