CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7227 |
0.7238 |
0.0011 |
0.2% |
0.7310 |
High |
0.7239 |
0.7295 |
0.0056 |
0.8% |
0.7333 |
Low |
0.7212 |
0.7238 |
0.0027 |
0.4% |
0.7222 |
Close |
0.7221 |
0.7288 |
0.0067 |
0.9% |
0.7222 |
Range |
0.0028 |
0.0057 |
0.0029 |
105.5% |
0.0111 |
ATR |
0.0035 |
0.0038 |
0.0003 |
7.7% |
0.0000 |
Volume |
837 |
347 |
-490 |
-58.5% |
1,811 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7443 |
0.7422 |
0.7319 |
|
R3 |
0.7386 |
0.7365 |
0.7303 |
|
R2 |
0.7330 |
0.7330 |
0.7298 |
|
R1 |
0.7309 |
0.7309 |
0.7293 |
0.7319 |
PP |
0.7273 |
0.7273 |
0.7273 |
0.7279 |
S1 |
0.7252 |
0.7252 |
0.7282 |
0.7263 |
S2 |
0.7217 |
0.7217 |
0.7277 |
|
S3 |
0.7160 |
0.7196 |
0.7272 |
|
S4 |
0.7104 |
0.7139 |
0.7256 |
|
|
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 |
0.7295 |
0.7212 |
0.0083 |
1.1% |
0.0038 |
0.5% |
92% |
True |
False |
396 |
10 |
0.7333 |
0.7212 |
0.0122 |
1.7% |
0.0035 |
0.5% |
63% |
False |
False |
366 |
20 |
0.7385 |
0.7212 |
0.0173 |
2.4% |
0.0036 |
0.5% |
44% |
False |
False |
321 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.5% |
28% |
False |
False |
278 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0027 |
0.4% |
28% |
False |
False |
197 |
80 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0024 |
0.3% |
17% |
False |
False |
150 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0021 |
0.3% |
17% |
False |
False |
122 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0019 |
0.3% |
17% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7535 |
2.618 |
0.7442 |
1.618 |
0.7386 |
1.000 |
0.7351 |
0.618 |
0.7329 |
HIGH |
0.7295 |
0.618 |
0.7273 |
0.500 |
0.7266 |
0.382 |
0.7260 |
LOW |
0.7238 |
0.618 |
0.7203 |
1.000 |
0.7182 |
1.618 |
0.7147 |
2.618 |
0.7090 |
4.250 |
0.6998 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7280 |
0.7276 |
PP |
0.7273 |
0.7265 |
S1 |
0.7266 |
0.7253 |
|