CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7322 |
0.0004 |
0.0% |
0.7268 |
| High |
0.7329 |
0.7323 |
-0.0006 |
-0.1% |
0.7343 |
| Low |
0.7318 |
0.7298 |
-0.0020 |
-0.3% |
0.7268 |
| Close |
0.7323 |
0.7322 |
-0.0001 |
0.0% |
0.7313 |
| Range |
0.0011 |
0.0025 |
0.0014 |
133.3% |
0.0076 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
14 |
27 |
13 |
92.9% |
215 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7388 |
0.7379 |
0.7335 |
|
| R3 |
0.7363 |
0.7355 |
0.7329 |
|
| R2 |
0.7339 |
0.7339 |
0.7326 |
|
| R1 |
0.7330 |
0.7330 |
0.7324 |
0.7335 |
| PP |
0.7314 |
0.7314 |
0.7314 |
0.7316 |
| S1 |
0.7306 |
0.7306 |
0.7320 |
0.7310 |
| S2 |
0.7290 |
0.7290 |
0.7318 |
|
| S3 |
0.7265 |
0.7281 |
0.7315 |
|
| S4 |
0.7241 |
0.7257 |
0.7309 |
|
|
| 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 |
0.7329 |
0.7286 |
0.0043 |
0.6% |
0.0023 |
0.3% |
85% |
False |
False |
25 |
| 10 |
0.7343 |
0.7249 |
0.0095 |
1.3% |
0.0022 |
0.3% |
78% |
False |
False |
33 |
| 20 |
0.7352 |
0.7226 |
0.0126 |
1.7% |
0.0023 |
0.3% |
76% |
False |
False |
55 |
| 40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0024 |
0.3% |
38% |
False |
False |
42 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
38% |
False |
False |
29 |
| 80 |
0.7531 |
0.7226 |
0.0305 |
4.2% |
0.0018 |
0.2% |
31% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7427 |
|
2.618 |
0.7387 |
|
1.618 |
0.7362 |
|
1.000 |
0.7347 |
|
0.618 |
0.7338 |
|
HIGH |
0.7323 |
|
0.618 |
0.7313 |
|
0.500 |
0.7310 |
|
0.382 |
0.7307 |
|
LOW |
0.7298 |
|
0.618 |
0.7283 |
|
1.000 |
0.7274 |
|
1.618 |
0.7258 |
|
2.618 |
0.7234 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7319 |
| PP |
0.7314 |
0.7316 |
| S1 |
0.7310 |
0.7313 |
|