CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7292 |
0.7275 |
-0.0017 |
-0.2% |
0.7250 |
High |
0.7295 |
0.7275 |
-0.0020 |
-0.3% |
0.7342 |
Low |
0.7290 |
0.7270 |
-0.0020 |
-0.3% |
0.7226 |
Close |
0.7293 |
0.7270 |
-0.0023 |
-0.3% |
0.7347 |
Range |
0.0005 |
0.0006 |
0.0001 |
10.0% |
0.0116 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
16 |
12 |
-4 |
-25.0% |
389 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7288 |
0.7284 |
0.7273 |
|
R3 |
0.7282 |
0.7279 |
0.7271 |
|
R2 |
0.7277 |
0.7277 |
0.7271 |
|
R1 |
0.7273 |
0.7273 |
0.7270 |
0.7272 |
PP |
0.7271 |
0.7271 |
0.7271 |
0.7271 |
S1 |
0.7268 |
0.7268 |
0.7269 |
0.7267 |
S2 |
0.7266 |
0.7266 |
0.7268 |
|
S3 |
0.7260 |
0.7262 |
0.7268 |
|
S4 |
0.7255 |
0.7257 |
0.7266 |
|
|
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 |
0.7248 |
0.0104 |
1.4% |
0.0026 |
0.4% |
21% |
False |
False |
35 |
10 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
35% |
False |
False |
76 |
20 |
0.7386 |
0.7226 |
0.0160 |
2.2% |
0.0024 |
0.3% |
27% |
False |
False |
54 |
40 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0020 |
0.3% |
17% |
False |
False |
34 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0018 |
0.2% |
17% |
False |
False |
24 |
80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0016 |
0.2% |
11% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7298 |
2.618 |
0.7289 |
1.618 |
0.7284 |
1.000 |
0.7281 |
0.618 |
0.7278 |
HIGH |
0.7275 |
0.618 |
0.7273 |
0.500 |
0.7272 |
0.382 |
0.7272 |
LOW |
0.7270 |
0.618 |
0.7266 |
1.000 |
0.7264 |
1.618 |
0.7261 |
2.618 |
0.7255 |
4.250 |
0.7246 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7272 |
0.7311 |
PP |
0.7271 |
0.7297 |
S1 |
0.7270 |
0.7283 |
|