CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7322 |
0.7321 |
-0.0001 |
0.0% |
0.7352 |
| High |
0.7343 |
0.7322 |
-0.0022 |
-0.3% |
0.7352 |
| Low |
0.7322 |
0.7291 |
-0.0031 |
-0.4% |
0.7249 |
| Close |
0.7333 |
0.7291 |
-0.0042 |
-0.6% |
0.7266 |
| Range |
0.0022 |
0.0031 |
0.0009 |
41.9% |
0.0103 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
3.0% |
0.0000 |
| Volume |
68 |
46 |
-22 |
-32.4% |
92 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7372 |
0.7308 |
|
| R3 |
0.7362 |
0.7342 |
0.7299 |
|
| R2 |
0.7332 |
0.7332 |
0.7297 |
|
| R1 |
0.7311 |
0.7311 |
0.7294 |
0.7306 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7299 |
| S1 |
0.7281 |
0.7281 |
0.7288 |
0.7276 |
| S2 |
0.7271 |
0.7271 |
0.7285 |
|
| S3 |
0.7240 |
0.7250 |
0.7283 |
|
| S4 |
0.7210 |
0.7220 |
0.7274 |
|
|
| 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% |
0.0023 |
0.3% |
45% |
False |
False |
45 |
| 10 |
0.7352 |
0.7249 |
0.0103 |
1.4% |
0.0021 |
0.3% |
41% |
False |
False |
34 |
| 20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0024 |
0.3% |
52% |
False |
False |
63 |
| 40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0022 |
0.3% |
26% |
False |
False |
40 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.5% |
0.0019 |
0.3% |
26% |
False |
False |
28 |
| 80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0017 |
0.2% |
16% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7451 |
|
2.618 |
0.7401 |
|
1.618 |
0.7371 |
|
1.000 |
0.7352 |
|
0.618 |
0.7340 |
|
HIGH |
0.7322 |
|
0.618 |
0.7310 |
|
0.500 |
0.7306 |
|
0.382 |
0.7303 |
|
LOW |
0.7291 |
|
0.618 |
0.7272 |
|
1.000 |
0.7261 |
|
1.618 |
0.7242 |
|
2.618 |
0.7211 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7317 |
| PP |
0.7301 |
0.7308 |
| S1 |
0.7296 |
0.7300 |
|