CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7300 |
0.7300 |
-0.0001 |
0.0% |
0.7258 |
High |
0.7317 |
0.7323 |
0.0006 |
0.1% |
0.7338 |
Low |
0.7287 |
0.7297 |
0.0010 |
0.1% |
0.7244 |
Close |
0.7301 |
0.7313 |
0.0012 |
0.2% |
0.7303 |
Range |
0.0030 |
0.0026 |
-0.0004 |
-13.3% |
0.0094 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
203 |
335 |
132 |
65.0% |
1,868 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7389 |
0.7377 |
0.7327 |
|
R3 |
0.7363 |
0.7351 |
0.7320 |
|
R2 |
0.7337 |
0.7337 |
0.7317 |
|
R1 |
0.7325 |
0.7325 |
0.7315 |
0.7331 |
PP |
0.7311 |
0.7311 |
0.7311 |
0.7314 |
S1 |
0.7299 |
0.7299 |
0.7310 |
0.7305 |
S2 |
0.7285 |
0.7285 |
0.7308 |
|
S3 |
0.7259 |
0.7273 |
0.7305 |
|
S4 |
0.7233 |
0.7247 |
0.7298 |
|
|
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 |
0.7274 |
0.0064 |
0.9% |
0.0033 |
0.5% |
61% |
False |
False |
329 |
10 |
0.7338 |
0.7233 |
0.0105 |
1.4% |
0.0036 |
0.5% |
76% |
False |
False |
309 |
20 |
0.7350 |
0.7212 |
0.0139 |
1.9% |
0.0037 |
0.5% |
73% |
False |
False |
369 |
40 |
0.7471 |
0.7212 |
0.0259 |
3.5% |
0.0038 |
0.5% |
39% |
False |
False |
320 |
60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0033 |
0.5% |
37% |
False |
False |
268 |
80 |
0.7589 |
0.7212 |
0.0377 |
5.2% |
0.0028 |
0.4% |
27% |
False |
False |
203 |
100 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0025 |
0.3% |
23% |
False |
False |
164 |
120 |
0.7656 |
0.7212 |
0.0444 |
6.1% |
0.0022 |
0.3% |
23% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7433 |
2.618 |
0.7391 |
1.618 |
0.7365 |
1.000 |
0.7349 |
0.618 |
0.7339 |
HIGH |
0.7323 |
0.618 |
0.7313 |
0.500 |
0.7310 |
0.382 |
0.7306 |
LOW |
0.7297 |
0.618 |
0.7280 |
1.000 |
0.7271 |
1.618 |
0.7254 |
2.618 |
0.7228 |
4.250 |
0.7186 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7312 |
0.7308 |
PP |
0.7311 |
0.7304 |
S1 |
0.7310 |
0.7299 |
|