CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7250 |
0.7227 |
-0.0023 |
-0.3% |
0.7310 |
High |
0.7250 |
0.7239 |
-0.0011 |
-0.2% |
0.7333 |
Low |
0.7217 |
0.7212 |
-0.0006 |
-0.1% |
0.7222 |
Close |
0.7230 |
0.7221 |
-0.0009 |
-0.1% |
0.7222 |
Range |
0.0033 |
0.0028 |
-0.0006 |
-16.7% |
0.0111 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
148 |
837 |
689 |
465.5% |
1,811 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7306 |
0.7291 |
0.7236 |
|
R3 |
0.7279 |
0.7264 |
0.7229 |
|
R2 |
0.7251 |
0.7251 |
0.7226 |
|
R1 |
0.7236 |
0.7236 |
0.7224 |
0.7230 |
PP |
0.7224 |
0.7224 |
0.7224 |
0.7221 |
S1 |
0.7209 |
0.7209 |
0.7218 |
0.7203 |
S2 |
0.7196 |
0.7196 |
0.7216 |
|
S3 |
0.7169 |
0.7181 |
0.7213 |
|
S4 |
0.7141 |
0.7154 |
0.7206 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7518 |
0.7283 |
|
R3 |
0.7481 |
0.7407 |
0.7253 |
|
R2 |
0.7370 |
0.7370 |
0.7242 |
|
R1 |
0.7296 |
0.7296 |
0.7232 |
0.7278 |
PP |
0.7259 |
0.7259 |
0.7259 |
0.7250 |
S1 |
0.7185 |
0.7185 |
0.7212 |
0.7167 |
S2 |
0.7148 |
0.7148 |
0.7202 |
|
S3 |
0.7037 |
0.7074 |
0.7191 |
|
S4 |
0.6926 |
0.6963 |
0.7161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7266 |
0.7212 |
0.0054 |
0.7% |
0.0031 |
0.4% |
18% |
False |
True |
399 |
10 |
0.7333 |
0.7212 |
0.0122 |
1.7% |
0.0033 |
0.5% |
8% |
False |
True |
372 |
20 |
0.7385 |
0.7212 |
0.0173 |
2.4% |
0.0035 |
0.5% |
5% |
False |
True |
328 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0033 |
0.5% |
3% |
False |
True |
270 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0027 |
0.4% |
3% |
False |
True |
191 |
80 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0024 |
0.3% |
2% |
False |
True |
146 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
2% |
False |
True |
119 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0019 |
0.3% |
2% |
False |
True |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7356 |
2.618 |
0.7311 |
1.618 |
0.7283 |
1.000 |
0.7267 |
0.618 |
0.7256 |
HIGH |
0.7239 |
0.618 |
0.7228 |
0.500 |
0.7225 |
0.382 |
0.7222 |
LOW |
0.7212 |
0.618 |
0.7195 |
1.000 |
0.7184 |
1.618 |
0.7167 |
2.618 |
0.7140 |
4.250 |
0.7095 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7225 |
0.7234 |
PP |
0.7224 |
0.7229 |
S1 |
0.7222 |
0.7225 |
|