CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7318 |
0.0006 |
0.1% |
0.7300 |
| High |
0.7320 |
0.7369 |
0.0049 |
0.7% |
0.7369 |
| Low |
0.7279 |
0.7307 |
0.0029 |
0.4% |
0.7279 |
| Close |
0.7312 |
0.7361 |
0.0049 |
0.7% |
0.7361 |
| Range |
0.0042 |
0.0062 |
0.0021 |
49.4% |
0.0091 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
4.5% |
0.0000 |
| Volume |
391 |
630 |
239 |
61.1% |
1,559 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7508 |
0.7395 |
|
| R3 |
0.7470 |
0.7446 |
0.7378 |
|
| R2 |
0.7408 |
0.7408 |
0.7372 |
|
| R1 |
0.7384 |
0.7384 |
0.7366 |
0.7396 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7351 |
| S1 |
0.7322 |
0.7322 |
0.7355 |
0.7334 |
| S2 |
0.7284 |
0.7284 |
0.7349 |
|
| S3 |
0.7222 |
0.7260 |
0.7343 |
|
| S4 |
0.7160 |
0.7198 |
0.7326 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7608 |
0.7575 |
0.7410 |
|
| R3 |
0.7517 |
0.7484 |
0.7385 |
|
| R2 |
0.7427 |
0.7427 |
0.7377 |
|
| R1 |
0.7394 |
0.7394 |
0.7369 |
0.7410 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7344 |
| S1 |
0.7303 |
0.7303 |
0.7352 |
0.7320 |
| S2 |
0.7246 |
0.7246 |
0.7344 |
|
| S3 |
0.7155 |
0.7213 |
0.7336 |
|
| S4 |
0.7065 |
0.7122 |
0.7311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7369 |
0.7276 |
0.0093 |
1.3% |
0.0038 |
0.5% |
91% |
True |
False |
398 |
| 10 |
0.7369 |
0.7233 |
0.0136 |
1.8% |
0.0041 |
0.6% |
94% |
True |
False |
365 |
| 20 |
0.7369 |
0.7212 |
0.0158 |
2.1% |
0.0039 |
0.5% |
95% |
True |
False |
371 |
| 40 |
0.7471 |
0.7212 |
0.0259 |
3.5% |
0.0040 |
0.5% |
58% |
False |
False |
339 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0034 |
0.5% |
55% |
False |
False |
284 |
| 80 |
0.7509 |
0.7212 |
0.0298 |
4.0% |
0.0029 |
0.4% |
50% |
False |
False |
216 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0026 |
0.4% |
34% |
False |
False |
175 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0023 |
0.3% |
34% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7531 |
|
1.618 |
0.7469 |
|
1.000 |
0.7431 |
|
0.618 |
0.7407 |
|
HIGH |
0.7369 |
|
0.618 |
0.7345 |
|
0.500 |
0.7338 |
|
0.382 |
0.7331 |
|
LOW |
0.7307 |
|
0.618 |
0.7269 |
|
1.000 |
0.7245 |
|
1.618 |
0.7207 |
|
2.618 |
0.7145 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7348 |
| PP |
0.7346 |
0.7336 |
| S1 |
0.7338 |
0.7324 |
|