CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7268 |
0.7295 |
0.0028 |
0.4% |
0.7352 |
| High |
0.7272 |
0.7326 |
0.0055 |
0.7% |
0.7352 |
| Low |
0.7268 |
0.7295 |
0.0028 |
0.4% |
0.7249 |
| Close |
0.7272 |
0.7326 |
0.0055 |
0.7% |
0.7266 |
| Range |
0.0004 |
0.0031 |
0.0027 |
675.0% |
0.0103 |
| ATR |
0.0028 |
0.0030 |
0.0002 |
6.5% |
0.0000 |
| Volume |
1 |
90 |
89 |
8,900.0% |
92 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7409 |
0.7398 |
0.7343 |
|
| R3 |
0.7378 |
0.7367 |
0.7335 |
|
| R2 |
0.7347 |
0.7347 |
0.7332 |
|
| R1 |
0.7336 |
0.7336 |
0.7329 |
0.7342 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7318 |
| S1 |
0.7305 |
0.7305 |
0.7323 |
0.7311 |
| S2 |
0.7285 |
0.7285 |
0.7320 |
|
| S3 |
0.7254 |
0.7274 |
0.7317 |
|
| S4 |
0.7223 |
0.7243 |
0.7309 |
|
|
| 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 |
0.7326 |
0.7249 |
0.0078 |
1.1% |
0.0018 |
0.2% |
100% |
True |
False |
30 |
| 10 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0022 |
0.3% |
80% |
False |
False |
45 |
| 20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
80% |
False |
False |
59 |
| 40 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0021 |
0.3% |
40% |
False |
False |
38 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0018 |
0.3% |
40% |
False |
False |
26 |
| 80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0017 |
0.2% |
25% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7458 |
|
2.618 |
0.7407 |
|
1.618 |
0.7376 |
|
1.000 |
0.7357 |
|
0.618 |
0.7345 |
|
HIGH |
0.7326 |
|
0.618 |
0.7314 |
|
0.500 |
0.7311 |
|
0.382 |
0.7307 |
|
LOW |
0.7295 |
|
0.618 |
0.7276 |
|
1.000 |
0.7264 |
|
1.618 |
0.7245 |
|
2.618 |
0.7214 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7321 |
0.7313 |
| PP |
0.7316 |
0.7300 |
| S1 |
0.7311 |
0.7287 |
|