CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7322 |
0.7330 |
0.0009 |
0.1% |
0.7311 |
| High |
0.7323 |
0.7374 |
0.0051 |
0.7% |
0.7374 |
| Low |
0.7298 |
0.7325 |
0.0027 |
0.4% |
0.7298 |
| Close |
0.7322 |
0.7371 |
0.0049 |
0.7% |
0.7371 |
| Range |
0.0025 |
0.0049 |
0.0025 |
100.0% |
0.0076 |
| ATR |
0.0029 |
0.0030 |
0.0002 |
5.7% |
0.0000 |
| Volume |
27 |
60 |
33 |
122.2% |
130 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7486 |
0.7397 |
|
| R3 |
0.7454 |
0.7437 |
0.7384 |
|
| R2 |
0.7405 |
0.7405 |
0.7379 |
|
| R1 |
0.7388 |
0.7388 |
0.7375 |
0.7397 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7361 |
| S1 |
0.7339 |
0.7339 |
0.7366 |
0.7348 |
| S2 |
0.7307 |
0.7307 |
0.7362 |
|
| S3 |
0.7258 |
0.7290 |
0.7357 |
|
| S4 |
0.7209 |
0.7241 |
0.7344 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7548 |
0.7412 |
|
| R3 |
0.7498 |
0.7472 |
0.7391 |
|
| R2 |
0.7423 |
0.7423 |
0.7384 |
|
| R1 |
0.7397 |
0.7397 |
0.7377 |
0.7410 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7354 |
| S1 |
0.7321 |
0.7321 |
0.7364 |
0.7334 |
| S2 |
0.7272 |
0.7272 |
0.7357 |
|
| S3 |
0.7196 |
0.7246 |
0.7350 |
|
| S4 |
0.7121 |
0.7170 |
0.7329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7374 |
0.7286 |
0.0088 |
1.2% |
0.0027 |
0.4% |
97% |
True |
False |
28 |
| 10 |
0.7374 |
0.7249 |
0.0125 |
1.7% |
0.0025 |
0.3% |
98% |
True |
False |
36 |
| 20 |
0.7374 |
0.7226 |
0.0148 |
2.0% |
0.0024 |
0.3% |
98% |
True |
False |
56 |
| 40 |
0.7476 |
0.7226 |
0.0250 |
3.4% |
0.0025 |
0.3% |
58% |
False |
False |
44 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
57% |
False |
False |
30 |
| 80 |
0.7531 |
0.7226 |
0.0305 |
4.1% |
0.0018 |
0.2% |
47% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7502 |
|
1.618 |
0.7453 |
|
1.000 |
0.7423 |
|
0.618 |
0.7404 |
|
HIGH |
0.7374 |
|
0.618 |
0.7355 |
|
0.500 |
0.7349 |
|
0.382 |
0.7343 |
|
LOW |
0.7325 |
|
0.618 |
0.7294 |
|
1.000 |
0.7276 |
|
1.618 |
0.7245 |
|
2.618 |
0.7196 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7359 |
| PP |
0.7356 |
0.7347 |
| S1 |
0.7349 |
0.7336 |
|