CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7323 |
0.7285 |
-0.0038 |
-0.5% |
0.7258 |
High |
0.7325 |
0.7308 |
-0.0017 |
-0.2% |
0.7338 |
Low |
0.7274 |
0.7276 |
0.0002 |
0.0% |
0.7244 |
Close |
0.7281 |
0.7303 |
0.0022 |
0.3% |
0.7303 |
Range |
0.0051 |
0.0032 |
-0.0019 |
-37.3% |
0.0094 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
288 |
433 |
145 |
50.3% |
1,868 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7392 |
0.7379 |
0.7320 |
|
R3 |
0.7360 |
0.7347 |
0.7311 |
|
R2 |
0.7328 |
0.7328 |
0.7308 |
|
R1 |
0.7315 |
0.7315 |
0.7305 |
0.7321 |
PP |
0.7296 |
0.7296 |
0.7296 |
0.7299 |
S1 |
0.7283 |
0.7283 |
0.7300 |
0.7289 |
S2 |
0.7264 |
0.7264 |
0.7297 |
|
S3 |
0.7232 |
0.7251 |
0.7294 |
|
S4 |
0.7200 |
0.7219 |
0.7285 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7575 |
0.7532 |
0.7354 |
|
R3 |
0.7482 |
0.7439 |
0.7328 |
|
R2 |
0.7388 |
0.7388 |
0.7320 |
|
R1 |
0.7345 |
0.7345 |
0.7311 |
0.7367 |
PP |
0.7295 |
0.7295 |
0.7295 |
0.7305 |
S1 |
0.7252 |
0.7252 |
0.7294 |
0.7273 |
S2 |
0.7201 |
0.7201 |
0.7285 |
|
S3 |
0.7108 |
0.7158 |
0.7277 |
|
S4 |
0.7014 |
0.7065 |
0.7251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7338 |
0.7244 |
0.0094 |
1.3% |
0.0043 |
0.6% |
63% |
False |
False |
373 |
10 |
0.7350 |
0.7233 |
0.0117 |
1.6% |
0.0038 |
0.5% |
59% |
False |
False |
315 |
20 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0038 |
0.5% |
66% |
False |
False |
366 |
40 |
0.7471 |
0.7212 |
0.0259 |
3.5% |
0.0038 |
0.5% |
35% |
False |
False |
317 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.5% |
33% |
False |
False |
259 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0027 |
0.4% |
22% |
False |
False |
197 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0024 |
0.3% |
20% |
False |
False |
159 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
20% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7444 |
2.618 |
0.7392 |
1.618 |
0.7360 |
1.000 |
0.7340 |
0.618 |
0.7328 |
HIGH |
0.7308 |
0.618 |
0.7296 |
0.500 |
0.7292 |
0.382 |
0.7288 |
LOW |
0.7276 |
0.618 |
0.7256 |
1.000 |
0.7244 |
1.618 |
0.7224 |
2.618 |
0.7192 |
4.250 |
0.7140 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7299 |
0.7306 |
PP |
0.7296 |
0.7305 |
S1 |
0.7292 |
0.7304 |
|