CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7275 |
0.7249 |
-0.0026 |
-0.4% |
0.7352 |
High |
0.7288 |
0.7274 |
-0.0014 |
-0.2% |
0.7352 |
Low |
0.7265 |
0.7249 |
-0.0016 |
-0.2% |
0.7249 |
Close |
0.7265 |
0.7266 |
0.0002 |
0.0% |
0.7266 |
Range |
0.0024 |
0.0026 |
0.0002 |
8.5% |
0.0103 |
ATR |
0.0031 |
0.0030 |
0.0000 |
-1.2% |
0.0000 |
Volume |
30 |
21 |
-9 |
-30.0% |
92 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7339 |
0.7328 |
0.7280 |
|
R3 |
0.7314 |
0.7303 |
0.7273 |
|
R2 |
0.7288 |
0.7288 |
0.7271 |
|
R1 |
0.7277 |
0.7277 |
0.7268 |
0.7283 |
PP |
0.7263 |
0.7263 |
0.7263 |
0.7266 |
S1 |
0.7252 |
0.7252 |
0.7264 |
0.7257 |
S2 |
0.7237 |
0.7237 |
0.7261 |
|
S3 |
0.7212 |
0.7226 |
0.7259 |
|
S4 |
0.7186 |
0.7201 |
0.7252 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7598 |
0.7535 |
0.7323 |
|
R3 |
0.7495 |
0.7432 |
0.7294 |
|
R2 |
0.7392 |
0.7392 |
0.7285 |
|
R1 |
0.7329 |
0.7329 |
0.7275 |
0.7309 |
PP |
0.7289 |
0.7289 |
0.7289 |
0.7279 |
S1 |
0.7226 |
0.7226 |
0.7257 |
0.7206 |
S2 |
0.7186 |
0.7186 |
0.7247 |
|
S3 |
0.7083 |
0.7123 |
0.7238 |
|
S4 |
0.6980 |
0.7020 |
0.7209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7352 |
0.7249 |
0.0103 |
1.4% |
0.0016 |
0.2% |
17% |
False |
True |
18 |
10 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
32% |
False |
False |
48 |
20 |
0.7367 |
0.7226 |
0.0141 |
1.9% |
0.0023 |
0.3% |
28% |
False |
False |
56 |
40 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0020 |
0.3% |
16% |
False |
False |
36 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0018 |
0.3% |
16% |
False |
False |
25 |
80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0017 |
0.2% |
10% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7382 |
2.618 |
0.7341 |
1.618 |
0.7315 |
1.000 |
0.7300 |
0.618 |
0.7290 |
HIGH |
0.7274 |
0.618 |
0.7264 |
0.500 |
0.7261 |
0.382 |
0.7258 |
LOW |
0.7249 |
0.618 |
0.7233 |
1.000 |
0.7223 |
1.618 |
0.7207 |
2.618 |
0.7182 |
4.250 |
0.7140 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7264 |
0.7268 |
PP |
0.7263 |
0.7268 |
S1 |
0.7261 |
0.7267 |
|