CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7356 |
0.7385 |
0.0029 |
0.4% |
0.7300 |
| High |
0.7387 |
0.7398 |
0.0011 |
0.1% |
0.7369 |
| Low |
0.7356 |
0.7359 |
0.0003 |
0.0% |
0.7279 |
| Close |
0.7385 |
0.7375 |
-0.0010 |
-0.1% |
0.7361 |
| Range |
0.0031 |
0.0039 |
0.0008 |
25.8% |
0.0091 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.1% |
0.0000 |
| Volume |
880 |
1,498 |
618 |
70.2% |
1,559 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7494 |
0.7473 |
0.7396 |
|
| R3 |
0.7455 |
0.7434 |
0.7385 |
|
| R2 |
0.7416 |
0.7416 |
0.7382 |
|
| R1 |
0.7395 |
0.7395 |
0.7378 |
0.7386 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7372 |
| S1 |
0.7356 |
0.7356 |
0.7371 |
0.7347 |
| S2 |
0.7338 |
0.7338 |
0.7367 |
|
| S3 |
0.7299 |
0.7317 |
0.7364 |
|
| S4 |
0.7260 |
0.7278 |
0.7353 |
|
|
| 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 |
0.7398 |
0.7279 |
0.0119 |
1.6% |
0.0039 |
0.5% |
81% |
True |
False |
745 |
| 10 |
0.7398 |
0.7274 |
0.0124 |
1.7% |
0.0036 |
0.5% |
81% |
True |
False |
537 |
| 20 |
0.7398 |
0.7212 |
0.0186 |
2.5% |
0.0039 |
0.5% |
88% |
True |
False |
467 |
| 40 |
0.7398 |
0.7212 |
0.0186 |
2.5% |
0.0037 |
0.5% |
88% |
True |
False |
387 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0034 |
0.5% |
60% |
False |
False |
323 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0030 |
0.4% |
60% |
False |
False |
250 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0026 |
0.4% |
37% |
False |
False |
202 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0023 |
0.3% |
37% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7563 |
|
2.618 |
0.7500 |
|
1.618 |
0.7461 |
|
1.000 |
0.7437 |
|
0.618 |
0.7422 |
|
HIGH |
0.7398 |
|
0.618 |
0.7383 |
|
0.500 |
0.7378 |
|
0.382 |
0.7373 |
|
LOW |
0.7359 |
|
0.618 |
0.7334 |
|
1.000 |
0.7320 |
|
1.618 |
0.7295 |
|
2.618 |
0.7256 |
|
4.250 |
0.7193 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7372 |
| PP |
0.7377 |
0.7370 |
| S1 |
0.7376 |
0.7368 |
|