CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7263 |
0.7258 |
-0.0005 |
-0.1% |
0.7335 |
High |
0.7265 |
0.7273 |
0.0008 |
0.1% |
0.7350 |
Low |
0.7233 |
0.7245 |
0.0012 |
0.2% |
0.7233 |
Close |
0.7256 |
0.7262 |
0.0006 |
0.1% |
0.7256 |
Range |
0.0032 |
0.0028 |
-0.0004 |
-12.5% |
0.0117 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
225 |
176 |
-49 |
-21.8% |
1,282 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7344 |
0.7331 |
0.7277 |
|
R3 |
0.7316 |
0.7303 |
0.7270 |
|
R2 |
0.7288 |
0.7288 |
0.7267 |
|
R1 |
0.7275 |
0.7275 |
0.7265 |
0.7282 |
PP |
0.7260 |
0.7260 |
0.7260 |
0.7263 |
S1 |
0.7247 |
0.7247 |
0.7259 |
0.7254 |
S2 |
0.7232 |
0.7232 |
0.7257 |
|
S3 |
0.7204 |
0.7219 |
0.7254 |
|
S4 |
0.7176 |
0.7191 |
0.7247 |
|
|
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 |
0.7319 |
0.7233 |
0.0086 |
1.2% |
0.0033 |
0.5% |
34% |
False |
False |
236 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0037 |
0.5% |
36% |
False |
False |
353 |
20 |
0.7359 |
0.7212 |
0.0147 |
2.0% |
0.0036 |
0.5% |
34% |
False |
False |
367 |
40 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0037 |
0.5% |
19% |
False |
False |
304 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.8% |
0.0031 |
0.4% |
19% |
False |
False |
232 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0026 |
0.4% |
12% |
False |
False |
176 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0023 |
0.3% |
11% |
False |
False |
142 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0021 |
0.3% |
11% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7392 |
2.618 |
0.7346 |
1.618 |
0.7318 |
1.000 |
0.7301 |
0.618 |
0.7290 |
HIGH |
0.7273 |
0.618 |
0.7262 |
0.500 |
0.7259 |
0.382 |
0.7256 |
LOW |
0.7245 |
0.618 |
0.7228 |
1.000 |
0.7217 |
1.618 |
0.7200 |
2.618 |
0.7172 |
4.250 |
0.7126 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7261 |
0.7261 |
PP |
0.7260 |
0.7261 |
S1 |
0.7259 |
0.7260 |
|