CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7321 |
0.7310 |
-0.0011 |
-0.2% |
0.7268 |
| High |
0.7322 |
0.7316 |
-0.0006 |
-0.1% |
0.7343 |
| Low |
0.7291 |
0.7286 |
-0.0005 |
-0.1% |
0.7268 |
| Close |
0.7291 |
0.7313 |
0.0022 |
0.3% |
0.7313 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.3% |
0.0076 |
| ATR |
0.0031 |
0.0030 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
46 |
10 |
-36 |
-78.3% |
215 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7382 |
0.7329 |
|
| R3 |
0.7364 |
0.7353 |
0.7321 |
|
| R2 |
0.7334 |
0.7334 |
0.7318 |
|
| R1 |
0.7323 |
0.7323 |
0.7315 |
0.7329 |
| PP |
0.7305 |
0.7305 |
0.7305 |
0.7307 |
| S1 |
0.7294 |
0.7294 |
0.7310 |
0.7299 |
| S2 |
0.7275 |
0.7275 |
0.7307 |
|
| S3 |
0.7246 |
0.7264 |
0.7304 |
|
| S4 |
0.7216 |
0.7235 |
0.7296 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7499 |
0.7354 |
|
| R3 |
0.7459 |
0.7423 |
0.7333 |
|
| R2 |
0.7383 |
0.7383 |
0.7326 |
|
| R1 |
0.7348 |
0.7348 |
0.7319 |
0.7366 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7317 |
| S1 |
0.7272 |
0.7272 |
0.7306 |
0.7290 |
| S2 |
0.7232 |
0.7232 |
0.7299 |
|
| S3 |
0.7157 |
0.7197 |
0.7292 |
|
| S4 |
0.7081 |
0.7121 |
0.7271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7343 |
0.7268 |
0.0076 |
1.0% |
0.0023 |
0.3% |
60% |
False |
False |
43 |
| 10 |
0.7352 |
0.7249 |
0.0103 |
1.4% |
0.0020 |
0.3% |
62% |
False |
False |
30 |
| 20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0024 |
0.3% |
69% |
False |
False |
63 |
| 40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0023 |
0.3% |
35% |
False |
False |
41 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
34% |
False |
False |
28 |
| 80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0018 |
0.2% |
22% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7393 |
|
1.618 |
0.7363 |
|
1.000 |
0.7345 |
|
0.618 |
0.7334 |
|
HIGH |
0.7316 |
|
0.618 |
0.7304 |
|
0.500 |
0.7301 |
|
0.382 |
0.7297 |
|
LOW |
0.7286 |
|
0.618 |
0.7268 |
|
1.000 |
0.7257 |
|
1.618 |
0.7238 |
|
2.618 |
0.7209 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7315 |
| PP |
0.7305 |
0.7314 |
| S1 |
0.7301 |
0.7313 |
|