CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7362 |
0.0008 |
0.1% |
0.7412 |
| High |
0.7381 |
0.7381 |
0.0001 |
0.0% |
0.7420 |
| Low |
0.7348 |
0.7351 |
0.0003 |
0.0% |
0.7343 |
| Close |
0.7363 |
0.7370 |
0.0008 |
0.1% |
0.7363 |
| Range |
0.0033 |
0.0030 |
-0.0003 |
-7.7% |
0.0077 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
76,312 |
68,523 |
-7,789 |
-10.2% |
329,278 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7444 |
0.7387 |
|
| R3 |
0.7427 |
0.7414 |
0.7378 |
|
| R2 |
0.7397 |
0.7397 |
0.7376 |
|
| R1 |
0.7384 |
0.7384 |
0.7373 |
0.7391 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7371 |
| S1 |
0.7354 |
0.7354 |
0.7367 |
0.7361 |
| S2 |
0.7337 |
0.7337 |
0.7365 |
|
| S3 |
0.7307 |
0.7324 |
0.7362 |
|
| S4 |
0.7277 |
0.7294 |
0.7354 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7560 |
0.7405 |
|
| R3 |
0.7528 |
0.7484 |
0.7384 |
|
| R2 |
0.7452 |
0.7452 |
0.7377 |
|
| R1 |
0.7407 |
0.7407 |
0.7370 |
0.7391 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7367 |
| S1 |
0.7331 |
0.7331 |
0.7355 |
0.7315 |
| S2 |
0.7299 |
0.7299 |
0.7348 |
|
| S3 |
0.7222 |
0.7254 |
0.7341 |
|
| S4 |
0.7146 |
0.7178 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7389 |
0.7343 |
0.0046 |
0.6% |
0.0028 |
0.4% |
59% |
False |
False |
65,962 |
| 10 |
0.7420 |
0.7341 |
0.0079 |
1.1% |
0.0034 |
0.5% |
37% |
False |
False |
74,034 |
| 20 |
0.7420 |
0.7227 |
0.0193 |
2.6% |
0.0038 |
0.5% |
74% |
False |
False |
73,349 |
| 40 |
0.7420 |
0.7199 |
0.0221 |
3.0% |
0.0039 |
0.5% |
78% |
False |
False |
77,327 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
60% |
False |
False |
82,479 |
| 80 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0040 |
0.5% |
60% |
False |
False |
66,842 |
| 100 |
0.7616 |
0.7199 |
0.0418 |
5.7% |
0.0039 |
0.5% |
41% |
False |
False |
53,507 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
38% |
False |
False |
44,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7460 |
|
1.618 |
0.7430 |
|
1.000 |
0.7411 |
|
0.618 |
0.7400 |
|
HIGH |
0.7381 |
|
0.618 |
0.7370 |
|
0.500 |
0.7366 |
|
0.382 |
0.7362 |
|
LOW |
0.7351 |
|
0.618 |
0.7332 |
|
1.000 |
0.7321 |
|
1.618 |
0.7302 |
|
2.618 |
0.7272 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7367 |
| PP |
0.7367 |
0.7365 |
| S1 |
0.7366 |
0.7362 |
|