CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7295 |
0.7322 |
0.0027 |
0.4% |
0.7352 |
High |
0.7326 |
0.7343 |
0.0017 |
0.2% |
0.7352 |
Low |
0.7295 |
0.7322 |
0.0027 |
0.4% |
0.7249 |
Close |
0.7326 |
0.7333 |
0.0007 |
0.1% |
0.7266 |
Range |
0.0031 |
0.0022 |
-0.0010 |
-30.6% |
0.0103 |
ATR |
0.0030 |
0.0030 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
90 |
68 |
-22 |
-24.4% |
92 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7397 |
0.7387 |
0.7345 |
|
R3 |
0.7376 |
0.7365 |
0.7339 |
|
R2 |
0.7354 |
0.7354 |
0.7337 |
|
R1 |
0.7344 |
0.7344 |
0.7335 |
0.7349 |
PP |
0.7333 |
0.7333 |
0.7333 |
0.7335 |
S1 |
0.7322 |
0.7322 |
0.7331 |
0.7327 |
S2 |
0.7311 |
0.7311 |
0.7329 |
|
S3 |
0.7290 |
0.7301 |
0.7327 |
|
S4 |
0.7268 |
0.7279 |
0.7321 |
|
|
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 |
0.7343 |
0.7249 |
0.0095 |
1.3% |
0.0021 |
0.3% |
89% |
True |
False |
42 |
10 |
0.7352 |
0.7248 |
0.0104 |
1.4% |
0.0023 |
0.3% |
82% |
False |
False |
38 |
20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
85% |
False |
False |
62 |
40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0022 |
0.3% |
43% |
False |
False |
39 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
42% |
False |
False |
27 |
80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0017 |
0.2% |
27% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7434 |
2.618 |
0.7399 |
1.618 |
0.7378 |
1.000 |
0.7365 |
0.618 |
0.7356 |
HIGH |
0.7343 |
0.618 |
0.7335 |
0.500 |
0.7332 |
0.382 |
0.7330 |
LOW |
0.7322 |
0.618 |
0.7308 |
1.000 |
0.7300 |
1.618 |
0.7287 |
2.618 |
0.7265 |
4.250 |
0.7230 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7333 |
0.7324 |
PP |
0.7333 |
0.7315 |
S1 |
0.7332 |
0.7305 |
|