CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 03-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7238 |
0.7293 |
0.0055 |
0.8% |
0.7228 |
High |
0.7295 |
0.7340 |
0.0045 |
0.6% |
0.7340 |
Low |
0.7238 |
0.7284 |
0.0046 |
0.6% |
0.7212 |
Close |
0.7288 |
0.7337 |
0.0050 |
0.7% |
0.7337 |
Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0128 |
ATR |
0.0038 |
0.0039 |
0.0001 |
3.3% |
0.0000 |
Volume |
347 |
746 |
399 |
115.0% |
2,374 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7487 |
0.7467 |
0.7368 |
|
R3 |
0.7431 |
0.7412 |
0.7352 |
|
R2 |
0.7376 |
0.7376 |
0.7347 |
|
R1 |
0.7356 |
0.7356 |
0.7342 |
0.7366 |
PP |
0.7320 |
0.7320 |
0.7320 |
0.7325 |
S1 |
0.7301 |
0.7301 |
0.7332 |
0.7311 |
S2 |
0.7265 |
0.7265 |
0.7327 |
|
S3 |
0.7209 |
0.7245 |
0.7322 |
|
S4 |
0.7154 |
0.7190 |
0.7306 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7637 |
0.7407 |
|
R3 |
0.7552 |
0.7509 |
0.7372 |
|
R2 |
0.7424 |
0.7424 |
0.7360 |
|
R1 |
0.7381 |
0.7381 |
0.7349 |
0.7402 |
PP |
0.7296 |
0.7296 |
0.7296 |
0.7307 |
S1 |
0.7253 |
0.7253 |
0.7325 |
0.7274 |
S2 |
0.7168 |
0.7168 |
0.7314 |
|
S3 |
0.7040 |
0.7125 |
0.7302 |
|
S4 |
0.6912 |
0.6997 |
0.7267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7340 |
0.7212 |
0.0128 |
1.7% |
0.0041 |
0.6% |
98% |
True |
False |
474 |
10 |
0.7340 |
0.7212 |
0.0128 |
1.7% |
0.0038 |
0.5% |
98% |
True |
False |
418 |
20 |
0.7385 |
0.7212 |
0.0173 |
2.4% |
0.0036 |
0.5% |
73% |
False |
False |
347 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0034 |
0.5% |
46% |
False |
False |
296 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0028 |
0.4% |
46% |
False |
False |
209 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.6% |
0.0024 |
0.3% |
30% |
False |
False |
159 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0021 |
0.3% |
28% |
False |
False |
130 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0019 |
0.3% |
28% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7575 |
2.618 |
0.7485 |
1.618 |
0.7429 |
1.000 |
0.7395 |
0.618 |
0.7374 |
HIGH |
0.7340 |
0.618 |
0.7318 |
0.500 |
0.7312 |
0.382 |
0.7305 |
LOW |
0.7284 |
0.618 |
0.7250 |
1.000 |
0.7229 |
1.618 |
0.7194 |
2.618 |
0.7139 |
4.250 |
0.7048 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7329 |
0.7317 |
PP |
0.7320 |
0.7296 |
S1 |
0.7312 |
0.7276 |
|