CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7310 |
0.7311 |
0.0001 |
0.0% |
0.7268 |
High |
0.7316 |
0.7323 |
0.0008 |
0.1% |
0.7343 |
Low |
0.7286 |
0.7302 |
0.0016 |
0.2% |
0.7268 |
Close |
0.7313 |
0.7311 |
-0.0002 |
0.0% |
0.7313 |
Range |
0.0030 |
0.0021 |
-0.0009 |
-28.8% |
0.0076 |
ATR |
0.0030 |
0.0030 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
10 |
29 |
19 |
190.0% |
215 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7375 |
0.7364 |
0.7322 |
|
R3 |
0.7354 |
0.7343 |
0.7316 |
|
R2 |
0.7333 |
0.7333 |
0.7314 |
|
R1 |
0.7322 |
0.7322 |
0.7312 |
0.7321 |
PP |
0.7312 |
0.7312 |
0.7312 |
0.7312 |
S1 |
0.7301 |
0.7301 |
0.7309 |
0.7300 |
S2 |
0.7291 |
0.7291 |
0.7307 |
|
S3 |
0.7270 |
0.7280 |
0.7305 |
|
S4 |
0.7249 |
0.7259 |
0.7299 |
|
|
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 |
0.7286 |
0.0057 |
0.8% |
0.0027 |
0.4% |
43% |
False |
False |
48 |
10 |
0.7343 |
0.7249 |
0.0095 |
1.3% |
0.0020 |
0.3% |
66% |
False |
False |
32 |
20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0024 |
0.3% |
67% |
False |
False |
62 |
40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0023 |
0.3% |
34% |
False |
False |
41 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
34% |
False |
False |
29 |
80 |
0.7626 |
0.7226 |
0.0400 |
5.5% |
0.0018 |
0.2% |
21% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7412 |
2.618 |
0.7378 |
1.618 |
0.7357 |
1.000 |
0.7344 |
0.618 |
0.7336 |
HIGH |
0.7323 |
0.618 |
0.7315 |
0.500 |
0.7313 |
0.382 |
0.7310 |
LOW |
0.7302 |
0.618 |
0.7289 |
1.000 |
0.7281 |
1.618 |
0.7268 |
2.618 |
0.7247 |
4.250 |
0.7213 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7313 |
0.7309 |
PP |
0.7312 |
0.7307 |
S1 |
0.7311 |
0.7305 |
|