CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7323 |
0.0010 |
0.1% |
0.7335 |
| High |
0.7338 |
0.7325 |
-0.0013 |
-0.2% |
0.7350 |
| Low |
0.7312 |
0.7274 |
-0.0038 |
-0.5% |
0.7233 |
| Close |
0.7323 |
0.7281 |
-0.0042 |
-0.6% |
0.7256 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0117 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.2% |
0.0000 |
| Volume |
387 |
288 |
-99 |
-25.6% |
1,282 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7415 |
0.7309 |
|
| R3 |
0.7395 |
0.7364 |
0.7295 |
|
| R2 |
0.7344 |
0.7344 |
0.7290 |
|
| R1 |
0.7313 |
0.7313 |
0.7286 |
0.7303 |
| PP |
0.7293 |
0.7293 |
0.7293 |
0.7289 |
| S1 |
0.7262 |
0.7262 |
0.7276 |
0.7252 |
| S2 |
0.7242 |
0.7242 |
0.7272 |
|
| S3 |
0.7191 |
0.7211 |
0.7267 |
|
| S4 |
0.7140 |
0.7160 |
0.7253 |
|
|
| 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 |
0.7338 |
0.7233 |
0.0105 |
1.4% |
0.0043 |
0.6% |
46% |
False |
False |
332 |
| 10 |
0.7350 |
0.7233 |
0.0117 |
1.6% |
0.0041 |
0.6% |
41% |
False |
False |
346 |
| 20 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0038 |
0.5% |
50% |
False |
False |
356 |
| 40 |
0.7471 |
0.7212 |
0.0259 |
3.6% |
0.0038 |
0.5% |
27% |
False |
False |
328 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.4% |
26% |
False |
False |
252 |
| 80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0028 |
0.4% |
17% |
False |
False |
191 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0024 |
0.3% |
16% |
False |
False |
155 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
16% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7459 |
|
1.618 |
0.7408 |
|
1.000 |
0.7376 |
|
0.618 |
0.7357 |
|
HIGH |
0.7325 |
|
0.618 |
0.7306 |
|
0.500 |
0.7300 |
|
0.382 |
0.7293 |
|
LOW |
0.7274 |
|
0.618 |
0.7242 |
|
1.000 |
0.7223 |
|
1.618 |
0.7191 |
|
2.618 |
0.7140 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7291 |
| PP |
0.7293 |
0.7288 |
| S1 |
0.7287 |
0.7284 |
|