CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7270 |
0.7263 |
-0.0007 |
-0.1% |
0.7335 |
High |
0.7288 |
0.7265 |
-0.0023 |
-0.3% |
0.7350 |
Low |
0.7254 |
0.7233 |
-0.0021 |
-0.3% |
0.7233 |
Close |
0.7255 |
0.7256 |
0.0001 |
0.0% |
0.7256 |
Range |
0.0034 |
0.0032 |
-0.0002 |
-5.9% |
0.0117 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-1.2% |
0.0000 |
Volume |
214 |
225 |
11 |
5.1% |
1,282 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7347 |
0.7334 |
0.7274 |
|
R3 |
0.7315 |
0.7302 |
0.7265 |
|
R2 |
0.7283 |
0.7283 |
0.7262 |
|
R1 |
0.7270 |
0.7270 |
0.7259 |
0.7261 |
PP |
0.7251 |
0.7251 |
0.7251 |
0.7247 |
S1 |
0.7238 |
0.7238 |
0.7253 |
0.7229 |
S2 |
0.7219 |
0.7219 |
0.7250 |
|
S3 |
0.7187 |
0.7206 |
0.7247 |
|
S4 |
0.7155 |
0.7174 |
0.7238 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7631 |
0.7560 |
0.7320 |
|
R3 |
0.7514 |
0.7443 |
0.7288 |
|
R2 |
0.7397 |
0.7397 |
0.7277 |
|
R1 |
0.7326 |
0.7326 |
0.7267 |
0.7303 |
PP |
0.7280 |
0.7280 |
0.7280 |
0.7268 |
S1 |
0.7209 |
0.7209 |
0.7245 |
0.7186 |
S2 |
0.7163 |
0.7163 |
0.7235 |
|
S3 |
0.7046 |
0.7092 |
0.7224 |
|
S4 |
0.6929 |
0.6975 |
0.7192 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7350 |
0.7233 |
0.0117 |
1.6% |
0.0034 |
0.5% |
20% |
False |
True |
256 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0037 |
0.5% |
32% |
False |
False |
365 |
20 |
0.7361 |
0.7212 |
0.0150 |
2.1% |
0.0036 |
0.5% |
30% |
False |
False |
363 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0037 |
0.5% |
16% |
False |
False |
299 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0031 |
0.4% |
16% |
False |
False |
229 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0026 |
0.4% |
11% |
False |
False |
173 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
10% |
False |
False |
140 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0020 |
0.3% |
10% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7401 |
2.618 |
0.7349 |
1.618 |
0.7317 |
1.000 |
0.7297 |
0.618 |
0.7285 |
HIGH |
0.7265 |
0.618 |
0.7253 |
0.500 |
0.7249 |
0.382 |
0.7245 |
LOW |
0.7233 |
0.618 |
0.7213 |
1.000 |
0.7201 |
1.618 |
0.7181 |
2.618 |
0.7149 |
4.250 |
0.7097 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7254 |
0.7260 |
PP |
0.7251 |
0.7259 |
S1 |
0.7249 |
0.7257 |
|