CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7258 |
0.7259 |
0.0001 |
0.0% |
0.7335 |
High |
0.7273 |
0.7321 |
0.0048 |
0.7% |
0.7350 |
Low |
0.7245 |
0.7244 |
-0.0001 |
0.0% |
0.7233 |
Close |
0.7262 |
0.7316 |
0.0054 |
0.7% |
0.7256 |
Range |
0.0028 |
0.0077 |
0.0049 |
175.0% |
0.0117 |
ATR |
0.0037 |
0.0040 |
0.0003 |
7.6% |
0.0000 |
Volume |
176 |
584 |
408 |
231.8% |
1,282 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7525 |
0.7497 |
0.7358 |
|
R3 |
0.7448 |
0.7420 |
0.7337 |
|
R2 |
0.7371 |
0.7371 |
0.7330 |
|
R1 |
0.7343 |
0.7343 |
0.7323 |
0.7357 |
PP |
0.7294 |
0.7294 |
0.7294 |
0.7301 |
S1 |
0.7266 |
0.7266 |
0.7309 |
0.7280 |
S2 |
0.7217 |
0.7217 |
0.7302 |
|
S3 |
0.7140 |
0.7189 |
0.7295 |
|
S4 |
0.7063 |
0.7112 |
0.7274 |
|
|
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 |
0.7321 |
0.7233 |
0.0088 |
1.2% |
0.0039 |
0.5% |
94% |
True |
False |
290 |
10 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0041 |
0.6% |
75% |
False |
False |
397 |
20 |
0.7359 |
0.7212 |
0.0147 |
2.0% |
0.0038 |
0.5% |
71% |
False |
False |
357 |
40 |
0.7483 |
0.7212 |
0.0271 |
3.7% |
0.0038 |
0.5% |
39% |
False |
False |
317 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0032 |
0.4% |
38% |
False |
False |
241 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0027 |
0.4% |
25% |
False |
False |
183 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0023 |
0.3% |
24% |
False |
False |
148 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0021 |
0.3% |
24% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7648 |
2.618 |
0.7523 |
1.618 |
0.7446 |
1.000 |
0.7398 |
0.618 |
0.7369 |
HIGH |
0.7321 |
0.618 |
0.7292 |
0.500 |
0.7283 |
0.382 |
0.7273 |
LOW |
0.7244 |
0.618 |
0.7196 |
1.000 |
0.7167 |
1.618 |
0.7119 |
2.618 |
0.7042 |
4.250 |
0.6917 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7305 |
0.7303 |
PP |
0.7294 |
0.7290 |
S1 |
0.7283 |
0.7277 |
|