CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7373 |
-0.0012 |
-0.2% |
0.7300 |
| High |
0.7398 |
0.7391 |
-0.0007 |
-0.1% |
0.7369 |
| Low |
0.7359 |
0.7352 |
-0.0007 |
-0.1% |
0.7279 |
| Close |
0.7375 |
0.7383 |
0.0009 |
0.1% |
0.7361 |
| Range |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0091 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,498 |
1,963 |
465 |
31.0% |
1,559 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7477 |
0.7404 |
|
| R3 |
0.7453 |
0.7438 |
0.7394 |
|
| R2 |
0.7414 |
0.7414 |
0.7390 |
|
| R1 |
0.7399 |
0.7399 |
0.7387 |
0.7406 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7379 |
| S1 |
0.7360 |
0.7360 |
0.7379 |
0.7367 |
| S2 |
0.7336 |
0.7336 |
0.7376 |
|
| S3 |
0.7297 |
0.7321 |
0.7372 |
|
| S4 |
0.7258 |
0.7282 |
0.7362 |
|
|
| 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 |
0.7307 |
0.0091 |
1.2% |
0.0038 |
0.5% |
84% |
False |
False |
1,060 |
| 10 |
0.7398 |
0.7274 |
0.0124 |
1.7% |
0.0037 |
0.5% |
88% |
False |
False |
695 |
| 20 |
0.7398 |
0.7233 |
0.0165 |
2.2% |
0.0039 |
0.5% |
91% |
False |
False |
523 |
| 40 |
0.7398 |
0.7212 |
0.0186 |
2.5% |
0.0037 |
0.5% |
92% |
False |
False |
426 |
| 60 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0035 |
0.5% |
63% |
False |
False |
354 |
| 80 |
0.7484 |
0.7212 |
0.0273 |
3.7% |
0.0030 |
0.4% |
63% |
False |
False |
274 |
| 100 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0027 |
0.4% |
39% |
False |
False |
221 |
| 120 |
0.7656 |
0.7212 |
0.0444 |
6.0% |
0.0023 |
0.3% |
39% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7493 |
|
1.618 |
0.7454 |
|
1.000 |
0.7430 |
|
0.618 |
0.7415 |
|
HIGH |
0.7391 |
|
0.618 |
0.7376 |
|
0.500 |
0.7371 |
|
0.382 |
0.7366 |
|
LOW |
0.7352 |
|
0.618 |
0.7327 |
|
1.000 |
0.7313 |
|
1.618 |
0.7288 |
|
2.618 |
0.7249 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7379 |
0.7380 |
| PP |
0.7375 |
0.7377 |
| S1 |
0.7371 |
0.7375 |
|