CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7270 |
-0.0010 |
-0.1% |
0.7228 |
| High |
0.7280 |
0.7288 |
0.0008 |
0.1% |
0.7340 |
| Low |
0.7255 |
0.7254 |
-0.0001 |
0.0% |
0.7212 |
| Close |
0.7261 |
0.7255 |
-0.0006 |
-0.1% |
0.7337 |
| Range |
0.0025 |
0.0034 |
0.0009 |
36.0% |
0.0128 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
251 |
214 |
-37 |
-14.7% |
2,374 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7345 |
0.7274 |
|
| R3 |
0.7333 |
0.7311 |
0.7264 |
|
| R2 |
0.7299 |
0.7299 |
0.7261 |
|
| R1 |
0.7277 |
0.7277 |
0.7258 |
0.7271 |
| PP |
0.7265 |
0.7265 |
0.7265 |
0.7262 |
| S1 |
0.7243 |
0.7243 |
0.7252 |
0.7237 |
| S2 |
0.7231 |
0.7231 |
0.7249 |
|
| S3 |
0.7197 |
0.7209 |
0.7246 |
|
| S4 |
0.7163 |
0.7175 |
0.7236 |
|
|
| 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 |
0.7254 |
0.0097 |
1.3% |
0.0039 |
0.5% |
2% |
False |
True |
360 |
| 10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0038 |
0.5% |
31% |
False |
False |
378 |
| 20 |
0.7361 |
0.7212 |
0.0150 |
2.1% |
0.0036 |
0.5% |
29% |
False |
False |
360 |
| 40 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0036 |
0.5% |
16% |
False |
False |
298 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0030 |
0.4% |
16% |
False |
False |
226 |
| 80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0026 |
0.4% |
11% |
False |
False |
171 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
10% |
False |
False |
138 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
10% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7432 |
|
2.618 |
0.7377 |
|
1.618 |
0.7343 |
|
1.000 |
0.7322 |
|
0.618 |
0.7309 |
|
HIGH |
0.7288 |
|
0.618 |
0.7275 |
|
0.500 |
0.7271 |
|
0.382 |
0.7266 |
|
LOW |
0.7254 |
|
0.618 |
0.7232 |
|
1.000 |
0.7220 |
|
1.618 |
0.7198 |
|
2.618 |
0.7164 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7271 |
0.7286 |
| PP |
0.7265 |
0.7276 |
| S1 |
0.7260 |
0.7265 |
|