CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7398 |
-0.0024 |
-0.3% |
0.7350 |
| High |
0.7430 |
0.7398 |
-0.0032 |
-0.4% |
0.7427 |
| Low |
0.7385 |
0.7369 |
-0.0017 |
-0.2% |
0.7338 |
| Close |
0.7396 |
0.7372 |
-0.0024 |
-0.3% |
0.7423 |
| Range |
0.0045 |
0.0030 |
-0.0016 |
-34.4% |
0.0089 |
| ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2,815 |
2,204 |
-611 |
-21.7% |
6,471 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7450 |
0.7388 |
|
| R3 |
0.7439 |
0.7420 |
0.7380 |
|
| R2 |
0.7409 |
0.7409 |
0.7377 |
|
| R1 |
0.7391 |
0.7391 |
0.7375 |
0.7385 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7377 |
| S1 |
0.7361 |
0.7361 |
0.7369 |
0.7356 |
| S2 |
0.7350 |
0.7350 |
0.7367 |
|
| S3 |
0.7321 |
0.7332 |
0.7364 |
|
| S4 |
0.7291 |
0.7302 |
0.7356 |
|
|
| 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% |
26% |
False |
False |
2,056 |
| 10 |
0.7430 |
0.7279 |
0.0152 |
2.1% |
0.0037 |
0.5% |
62% |
False |
False |
1,284 |
| 20 |
0.7430 |
0.7233 |
0.0197 |
2.7% |
0.0038 |
0.5% |
71% |
False |
False |
796 |
| 40 |
0.7430 |
0.7212 |
0.0219 |
3.0% |
0.0037 |
0.5% |
73% |
False |
False |
575 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0036 |
0.5% |
59% |
False |
False |
467 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0031 |
0.4% |
59% |
False |
False |
359 |
| 100 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0027 |
0.4% |
39% |
False |
False |
289 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0024 |
0.3% |
36% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7523 |
|
2.618 |
0.7475 |
|
1.618 |
0.7446 |
|
1.000 |
0.7428 |
|
0.618 |
0.7416 |
|
HIGH |
0.7398 |
|
0.618 |
0.7387 |
|
0.500 |
0.7383 |
|
0.382 |
0.7380 |
|
LOW |
0.7369 |
|
0.618 |
0.7350 |
|
1.000 |
0.7339 |
|
1.618 |
0.7321 |
|
2.618 |
0.7291 |
|
4.250 |
0.7243 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7399 |
| PP |
0.7380 |
0.7390 |
| S1 |
0.7376 |
0.7381 |
|