CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7319 |
0.7280 |
-0.0039 |
-0.5% |
0.7228 |
High |
0.7319 |
0.7280 |
-0.0039 |
-0.5% |
0.7340 |
Low |
0.7274 |
0.7255 |
-0.0020 |
-0.3% |
0.7212 |
Close |
0.7283 |
0.7261 |
-0.0023 |
-0.3% |
0.7337 |
Range |
0.0045 |
0.0025 |
-0.0020 |
-43.8% |
0.0128 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
318 |
251 |
-67 |
-21.1% |
2,374 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7340 |
0.7325 |
0.7274 |
|
R3 |
0.7315 |
0.7300 |
0.7267 |
|
R2 |
0.7290 |
0.7290 |
0.7265 |
|
R1 |
0.7275 |
0.7275 |
0.7263 |
0.7270 |
PP |
0.7265 |
0.7265 |
0.7265 |
0.7262 |
S1 |
0.7250 |
0.7250 |
0.7258 |
0.7245 |
S2 |
0.7240 |
0.7240 |
0.7256 |
|
S3 |
0.7215 |
0.7225 |
0.7254 |
|
S4 |
0.7190 |
0.7200 |
0.7247 |
|
|
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 |
0.7238 |
0.0112 |
1.5% |
0.0043 |
0.6% |
20% |
False |
False |
387 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0037 |
0.5% |
35% |
False |
False |
393 |
20 |
0.7382 |
0.7212 |
0.0170 |
2.3% |
0.0037 |
0.5% |
29% |
False |
False |
371 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0036 |
0.5% |
18% |
False |
False |
299 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0030 |
0.4% |
18% |
False |
False |
223 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0025 |
0.3% |
12% |
False |
False |
169 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
11% |
False |
False |
138 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
11% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7386 |
2.618 |
0.7345 |
1.618 |
0.7320 |
1.000 |
0.7305 |
0.618 |
0.7295 |
HIGH |
0.7280 |
0.618 |
0.7270 |
0.500 |
0.7267 |
0.382 |
0.7264 |
LOW |
0.7255 |
0.618 |
0.7239 |
1.000 |
0.7230 |
1.618 |
0.7214 |
2.618 |
0.7189 |
4.250 |
0.7148 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7267 |
0.7302 |
PP |
0.7265 |
0.7288 |
S1 |
0.7263 |
0.7274 |
|