CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 07-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7335 |
0.7319 |
-0.0017 |
-0.2% |
0.7228 |
High |
0.7350 |
0.7319 |
-0.0032 |
-0.4% |
0.7340 |
Low |
0.7316 |
0.7274 |
-0.0042 |
-0.6% |
0.7212 |
Close |
0.7322 |
0.7283 |
-0.0039 |
-0.5% |
0.7337 |
Range |
0.0035 |
0.0045 |
0.0010 |
29.0% |
0.0128 |
ATR |
0.0039 |
0.0040 |
0.0001 |
1.6% |
0.0000 |
Volume |
274 |
318 |
44 |
16.1% |
2,374 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7425 |
0.7399 |
0.7307 |
|
R3 |
0.7381 |
0.7354 |
0.7295 |
|
R2 |
0.7336 |
0.7336 |
0.7291 |
|
R1 |
0.7310 |
0.7310 |
0.7287 |
0.7301 |
PP |
0.7292 |
0.7292 |
0.7292 |
0.7287 |
S1 |
0.7265 |
0.7265 |
0.7279 |
0.7256 |
S2 |
0.7247 |
0.7247 |
0.7275 |
|
S3 |
0.7203 |
0.7221 |
0.7271 |
|
S4 |
0.7158 |
0.7176 |
0.7259 |
|
|
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% |
0.0044 |
0.6% |
52% |
False |
False |
504 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0039 |
0.5% |
52% |
False |
False |
429 |
20 |
0.7382 |
0.7212 |
0.0170 |
2.3% |
0.0037 |
0.5% |
42% |
False |
False |
364 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0036 |
0.5% |
26% |
False |
False |
294 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0029 |
0.4% |
26% |
False |
False |
219 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0025 |
0.3% |
17% |
False |
False |
166 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
16% |
False |
False |
135 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
16% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7508 |
2.618 |
0.7435 |
1.618 |
0.7391 |
1.000 |
0.7363 |
0.618 |
0.7346 |
HIGH |
0.7319 |
0.618 |
0.7302 |
0.500 |
0.7296 |
0.382 |
0.7291 |
LOW |
0.7274 |
0.618 |
0.7246 |
1.000 |
0.7230 |
1.618 |
0.7202 |
2.618 |
0.7157 |
4.250 |
0.7085 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7296 |
0.7312 |
PP |
0.7292 |
0.7302 |
S1 |
0.7287 |
0.7293 |
|