CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7311 |
0.7318 |
0.0008 |
0.1% |
0.7268 |
High |
0.7323 |
0.7329 |
0.0006 |
0.1% |
0.7343 |
Low |
0.7302 |
0.7318 |
0.0016 |
0.2% |
0.7268 |
Close |
0.7311 |
0.7323 |
0.0012 |
0.2% |
0.7313 |
Range |
0.0021 |
0.0011 |
-0.0011 |
-50.0% |
0.0076 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
29 |
14 |
-15 |
-51.7% |
215 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7355 |
0.7349 |
0.7328 |
|
R3 |
0.7344 |
0.7339 |
0.7325 |
|
R2 |
0.7334 |
0.7334 |
0.7324 |
|
R1 |
0.7328 |
0.7328 |
0.7323 |
0.7331 |
PP |
0.7323 |
0.7323 |
0.7323 |
0.7324 |
S1 |
0.7318 |
0.7318 |
0.7322 |
0.7320 |
S2 |
0.7313 |
0.7313 |
0.7321 |
|
S3 |
0.7302 |
0.7307 |
0.7320 |
|
S4 |
0.7292 |
0.7297 |
0.7317 |
|
|
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% |
0.0023 |
0.3% |
64% |
False |
False |
33 |
10 |
0.7343 |
0.7249 |
0.0095 |
1.3% |
0.0020 |
0.3% |
78% |
False |
False |
32 |
20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
77% |
False |
False |
62 |
40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0023 |
0.3% |
39% |
False |
False |
42 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
38% |
False |
False |
29 |
80 |
0.7558 |
0.7226 |
0.0332 |
4.5% |
0.0018 |
0.2% |
29% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7373 |
2.618 |
0.7356 |
1.618 |
0.7345 |
1.000 |
0.7339 |
0.618 |
0.7335 |
HIGH |
0.7329 |
0.618 |
0.7324 |
0.500 |
0.7323 |
0.382 |
0.7322 |
LOW |
0.7318 |
0.618 |
0.7312 |
1.000 |
0.7308 |
1.618 |
0.7301 |
2.618 |
0.7291 |
4.250 |
0.7273 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7323 |
0.7317 |
PP |
0.7323 |
0.7312 |
S1 |
0.7323 |
0.7307 |
|