CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7350 |
0.0032 |
0.4% |
0.7300 |
| High |
0.7369 |
0.7358 |
-0.0012 |
-0.2% |
0.7369 |
| Low |
0.7307 |
0.7338 |
0.0031 |
0.4% |
0.7279 |
| Close |
0.7361 |
0.7353 |
-0.0008 |
-0.1% |
0.7361 |
| Range |
0.0062 |
0.0020 |
-0.0042 |
-67.7% |
0.0091 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
630 |
329 |
-301 |
-47.8% |
1,559 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7409 |
0.7401 |
0.7364 |
|
| R3 |
0.7389 |
0.7381 |
0.7358 |
|
| R2 |
0.7369 |
0.7369 |
0.7356 |
|
| R1 |
0.7361 |
0.7361 |
0.7354 |
0.7365 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7351 |
| S1 |
0.7341 |
0.7341 |
0.7351 |
0.7345 |
| S2 |
0.7329 |
0.7329 |
0.7349 |
|
| S3 |
0.7309 |
0.7321 |
0.7347 |
|
| S4 |
0.7289 |
0.7301 |
0.7342 |
|
|
| 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 |
0.7279 |
0.0091 |
1.2% |
0.0036 |
0.5% |
82% |
False |
False |
377 |
| 10 |
0.7369 |
0.7244 |
0.0125 |
1.7% |
0.0039 |
0.5% |
87% |
False |
False |
375 |
| 20 |
0.7369 |
0.7212 |
0.0158 |
2.1% |
0.0038 |
0.5% |
90% |
False |
False |
370 |
| 40 |
0.7388 |
0.7212 |
0.0177 |
2.4% |
0.0038 |
0.5% |
80% |
False |
False |
339 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0035 |
0.5% |
52% |
False |
False |
285 |
| 80 |
0.7503 |
0.7212 |
0.0291 |
4.0% |
0.0029 |
0.4% |
48% |
False |
False |
220 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0026 |
0.4% |
32% |
False |
False |
178 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0023 |
0.3% |
32% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7410 |
|
1.618 |
0.7390 |
|
1.000 |
0.7378 |
|
0.618 |
0.7370 |
|
HIGH |
0.7358 |
|
0.618 |
0.7350 |
|
0.500 |
0.7348 |
|
0.382 |
0.7345 |
|
LOW |
0.7338 |
|
0.618 |
0.7325 |
|
1.000 |
0.7318 |
|
1.618 |
0.7305 |
|
2.618 |
0.7285 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7343 |
| PP |
0.7349 |
0.7333 |
| S1 |
0.7348 |
0.7324 |
|