CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7285 |
0.7300 |
0.0016 |
0.2% |
0.7258 |
High |
0.7308 |
0.7317 |
0.0009 |
0.1% |
0.7338 |
Low |
0.7276 |
0.7287 |
0.0011 |
0.2% |
0.7244 |
Close |
0.7303 |
0.7301 |
-0.0002 |
0.0% |
0.7303 |
Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0094 |
ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
433 |
203 |
-230 |
-53.1% |
1,868 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7392 |
0.7376 |
0.7317 |
|
R3 |
0.7362 |
0.7346 |
0.7309 |
|
R2 |
0.7332 |
0.7332 |
0.7306 |
|
R1 |
0.7316 |
0.7316 |
0.7303 |
0.7324 |
PP |
0.7302 |
0.7302 |
0.7302 |
0.7305 |
S1 |
0.7286 |
0.7286 |
0.7298 |
0.7294 |
S2 |
0.7272 |
0.7272 |
0.7295 |
|
S3 |
0.7242 |
0.7256 |
0.7292 |
|
S4 |
0.7212 |
0.7226 |
0.7284 |
|
|
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% |
60% |
False |
False |
379 |
10 |
0.7338 |
0.7233 |
0.0105 |
1.4% |
0.0038 |
0.5% |
65% |
False |
False |
307 |
20 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0038 |
0.5% |
64% |
False |
False |
365 |
40 |
0.7471 |
0.7212 |
0.0259 |
3.5% |
0.0038 |
0.5% |
34% |
False |
False |
315 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.5% |
33% |
False |
False |
262 |
80 |
0.7626 |
0.7212 |
0.0414 |
5.7% |
0.0028 |
0.4% |
21% |
False |
False |
199 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0025 |
0.3% |
20% |
False |
False |
161 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
20% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7445 |
2.618 |
0.7396 |
1.618 |
0.7366 |
1.000 |
0.7347 |
0.618 |
0.7336 |
HIGH |
0.7317 |
0.618 |
0.7306 |
0.500 |
0.7302 |
0.382 |
0.7298 |
LOW |
0.7287 |
0.618 |
0.7268 |
1.000 |
0.7257 |
1.618 |
0.7238 |
2.618 |
0.7208 |
4.250 |
0.7160 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7302 |
0.7300 |
PP |
0.7302 |
0.7300 |
S1 |
0.7301 |
0.7300 |
|