CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7249 |
0.7268 |
0.0019 |
0.3% |
0.7352 |
High |
0.7274 |
0.7272 |
-0.0003 |
0.0% |
0.7352 |
Low |
0.7249 |
0.7268 |
0.0019 |
0.3% |
0.7249 |
Close |
0.7266 |
0.7272 |
0.0006 |
0.1% |
0.7266 |
Range |
0.0026 |
0.0004 |
-0.0022 |
-84.3% |
0.0103 |
ATR |
0.0030 |
0.0028 |
-0.0002 |
-5.8% |
0.0000 |
Volume |
21 |
1 |
-20 |
-95.2% |
92 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7282 |
0.7281 |
0.7274 |
|
R3 |
0.7278 |
0.7277 |
0.7273 |
|
R2 |
0.7274 |
0.7274 |
0.7272 |
|
R1 |
0.7273 |
0.7273 |
0.7272 |
0.7274 |
PP |
0.7270 |
0.7270 |
0.7270 |
0.7271 |
S1 |
0.7269 |
0.7269 |
0.7271 |
0.7270 |
S2 |
0.7266 |
0.7266 |
0.7271 |
|
S3 |
0.7262 |
0.7265 |
0.7270 |
|
S4 |
0.7258 |
0.7261 |
0.7269 |
|
|
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 |
0.7295 |
0.7249 |
0.0046 |
0.6% |
0.0013 |
0.2% |
50% |
False |
False |
16 |
10 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0022 |
0.3% |
36% |
False |
False |
47 |
20 |
0.7362 |
0.7226 |
0.0136 |
1.9% |
0.0022 |
0.3% |
33% |
False |
False |
55 |
40 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0021 |
0.3% |
18% |
False |
False |
36 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0018 |
0.2% |
18% |
False |
False |
25 |
80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0016 |
0.2% |
11% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7289 |
2.618 |
0.7282 |
1.618 |
0.7278 |
1.000 |
0.7276 |
0.618 |
0.7274 |
HIGH |
0.7272 |
0.618 |
0.7270 |
0.500 |
0.7270 |
0.382 |
0.7269 |
LOW |
0.7268 |
0.618 |
0.7265 |
1.000 |
0.7264 |
1.618 |
0.7261 |
2.618 |
0.7257 |
4.250 |
0.7251 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7271 |
0.7270 |
PP |
0.7270 |
0.7269 |
S1 |
0.7270 |
0.7268 |
|