CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7340 |
0.7352 |
0.0012 |
0.2% |
0.7250 |
High |
0.7342 |
0.7352 |
0.0010 |
0.1% |
0.7342 |
Low |
0.7295 |
0.7331 |
0.0037 |
0.5% |
0.7226 |
Close |
0.7347 |
0.7331 |
-0.0016 |
-0.2% |
0.7347 |
Range |
0.0047 |
0.0021 |
-0.0027 |
-56.4% |
0.0116 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
52 |
13 |
-39 |
-75.0% |
389 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7399 |
0.7386 |
0.7342 |
|
R3 |
0.7379 |
0.7365 |
0.7337 |
|
R2 |
0.7358 |
0.7358 |
0.7335 |
|
R1 |
0.7345 |
0.7345 |
0.7333 |
0.7341 |
PP |
0.7338 |
0.7338 |
0.7338 |
0.7336 |
S1 |
0.7324 |
0.7324 |
0.7329 |
0.7321 |
S2 |
0.7317 |
0.7317 |
0.7327 |
|
S3 |
0.7297 |
0.7304 |
0.7325 |
|
S4 |
0.7276 |
0.7283 |
0.7320 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7651 |
0.7614 |
0.7410 |
|
R3 |
0.7536 |
0.7499 |
0.7378 |
|
R2 |
0.7420 |
0.7420 |
0.7368 |
|
R1 |
0.7383 |
0.7383 |
0.7357 |
0.7402 |
PP |
0.7305 |
0.7305 |
0.7305 |
0.7314 |
S1 |
0.7268 |
0.7268 |
0.7336 |
0.7286 |
S2 |
0.7189 |
0.7189 |
0.7325 |
|
S3 |
0.7074 |
0.7152 |
0.7315 |
|
S4 |
0.6958 |
0.7037 |
0.7283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0030 |
0.4% |
84% |
True |
False |
78 |
10 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0027 |
0.4% |
84% |
True |
False |
93 |
20 |
0.7390 |
0.7226 |
0.0164 |
2.2% |
0.0023 |
0.3% |
64% |
False |
False |
59 |
40 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
42% |
False |
False |
34 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0018 |
0.2% |
42% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7439 |
2.618 |
0.7405 |
1.618 |
0.7385 |
1.000 |
0.7372 |
0.618 |
0.7364 |
HIGH |
0.7352 |
0.618 |
0.7344 |
0.500 |
0.7341 |
0.382 |
0.7339 |
LOW |
0.7331 |
0.618 |
0.7318 |
1.000 |
0.7311 |
1.618 |
0.7298 |
2.618 |
0.7277 |
4.250 |
0.7244 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7341 |
0.7321 |
PP |
0.7338 |
0.7310 |
S1 |
0.7334 |
0.7300 |
|