CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7293 |
0.7335 |
0.0042 |
0.6% |
0.7228 |
High |
0.7340 |
0.7350 |
0.0011 |
0.1% |
0.7340 |
Low |
0.7284 |
0.7316 |
0.0032 |
0.4% |
0.7212 |
Close |
0.7337 |
0.7322 |
-0.0016 |
-0.2% |
0.7337 |
Range |
0.0056 |
0.0035 |
-0.0021 |
-37.8% |
0.0128 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.9% |
0.0000 |
Volume |
746 |
274 |
-472 |
-63.3% |
2,374 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7433 |
0.7412 |
0.7340 |
|
R3 |
0.7398 |
0.7377 |
0.7331 |
|
R2 |
0.7364 |
0.7364 |
0.7328 |
|
R1 |
0.7343 |
0.7343 |
0.7325 |
0.7336 |
PP |
0.7329 |
0.7329 |
0.7329 |
0.7326 |
S1 |
0.7308 |
0.7308 |
0.7318 |
0.7301 |
S2 |
0.7295 |
0.7295 |
0.7315 |
|
S3 |
0.7260 |
0.7274 |
0.7312 |
|
S4 |
0.7226 |
0.7239 |
0.7303 |
|
|
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 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0041 |
0.6% |
79% |
True |
False |
470 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0038 |
0.5% |
79% |
True |
False |
422 |
20 |
0.7385 |
0.7212 |
0.0173 |
2.4% |
0.0036 |
0.5% |
64% |
False |
False |
354 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0035 |
0.5% |
40% |
False |
False |
302 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0029 |
0.4% |
40% |
False |
False |
213 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0025 |
0.3% |
27% |
False |
False |
162 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
25% |
False |
False |
132 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
25% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7497 |
2.618 |
0.7440 |
1.618 |
0.7406 |
1.000 |
0.7385 |
0.618 |
0.7371 |
HIGH |
0.7350 |
0.618 |
0.7337 |
0.500 |
0.7333 |
0.382 |
0.7329 |
LOW |
0.7316 |
0.618 |
0.7294 |
1.000 |
0.7281 |
1.618 |
0.7260 |
2.618 |
0.7225 |
4.250 |
0.7169 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7333 |
0.7312 |
PP |
0.7329 |
0.7303 |
S1 |
0.7325 |
0.7294 |
|