CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7359 |
0.7357 |
-0.0002 |
0.0% |
0.7339 |
| High |
0.7382 |
0.7363 |
-0.0019 |
-0.3% |
0.7416 |
| Low |
0.7356 |
0.7343 |
-0.0013 |
-0.2% |
0.7322 |
| Close |
0.7361 |
0.7358 |
-0.0003 |
0.0% |
0.7412 |
| Range |
0.0026 |
0.0020 |
-0.0006 |
-21.6% |
0.0094 |
| ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
64,394 |
56,232 |
-8,162 |
-12.7% |
418,359 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7406 |
0.7369 |
|
| R3 |
0.7395 |
0.7386 |
0.7364 |
|
| R2 |
0.7375 |
0.7375 |
0.7362 |
|
| R1 |
0.7366 |
0.7366 |
0.7360 |
0.7371 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7357 |
| S1 |
0.7346 |
0.7346 |
0.7356 |
0.7351 |
| S2 |
0.7335 |
0.7335 |
0.7354 |
|
| S3 |
0.7315 |
0.7326 |
0.7353 |
|
| S4 |
0.7295 |
0.7306 |
0.7347 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7631 |
0.7463 |
|
| R3 |
0.7570 |
0.7538 |
0.7438 |
|
| R2 |
0.7477 |
0.7477 |
0.7429 |
|
| R1 |
0.7444 |
0.7444 |
0.7421 |
0.7461 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7391 |
| S1 |
0.7351 |
0.7351 |
0.7403 |
0.7367 |
| S2 |
0.7290 |
0.7290 |
0.7395 |
|
| S3 |
0.7196 |
0.7257 |
0.7386 |
|
| S4 |
0.7103 |
0.7164 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7420 |
0.7343 |
0.0077 |
1.0% |
0.0033 |
0.4% |
20% |
False |
True |
67,799 |
| 10 |
0.7420 |
0.7295 |
0.0125 |
1.7% |
0.0036 |
0.5% |
51% |
False |
False |
78,722 |
| 20 |
0.7420 |
0.7221 |
0.0199 |
2.7% |
0.0038 |
0.5% |
69% |
False |
False |
72,505 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0040 |
0.5% |
72% |
False |
False |
77,640 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
56% |
False |
False |
83,442 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
56% |
False |
False |
65,035 |
| 100 |
0.7636 |
0.7199 |
0.0438 |
5.9% |
0.0039 |
0.5% |
36% |
False |
False |
52,062 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
35% |
False |
False |
43,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7448 |
|
2.618 |
0.7415 |
|
1.618 |
0.7395 |
|
1.000 |
0.7383 |
|
0.618 |
0.7375 |
|
HIGH |
0.7363 |
|
0.618 |
0.7355 |
|
0.500 |
0.7353 |
|
0.382 |
0.7351 |
|
LOW |
0.7343 |
|
0.618 |
0.7331 |
|
1.000 |
0.7323 |
|
1.618 |
0.7311 |
|
2.618 |
0.7291 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7366 |
| PP |
0.7355 |
0.7363 |
| S1 |
0.7353 |
0.7361 |
|