CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7357 |
0.0027 |
0.4% |
0.7311 |
| High |
0.7374 |
0.7363 |
-0.0011 |
-0.1% |
0.7374 |
| Low |
0.7325 |
0.7354 |
0.0030 |
0.4% |
0.7298 |
| Close |
0.7371 |
0.7363 |
-0.0008 |
-0.1% |
0.7371 |
| Range |
0.0049 |
0.0009 |
-0.0040 |
-81.6% |
0.0076 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
60 |
26 |
-34 |
-56.7% |
130 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7387 |
0.7384 |
0.7368 |
|
| R3 |
0.7378 |
0.7375 |
0.7365 |
|
| R2 |
0.7369 |
0.7369 |
0.7365 |
|
| R1 |
0.7366 |
0.7366 |
0.7364 |
0.7368 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7361 |
| S1 |
0.7357 |
0.7357 |
0.7362 |
0.7359 |
| S2 |
0.7351 |
0.7351 |
0.7361 |
|
| S3 |
0.7342 |
0.7348 |
0.7361 |
|
| S4 |
0.7333 |
0.7339 |
0.7358 |
|
|
| 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 |
0.7298 |
0.0076 |
1.0% |
0.0023 |
0.3% |
86% |
False |
False |
31 |
| 10 |
0.7374 |
0.7268 |
0.0106 |
1.4% |
0.0023 |
0.3% |
90% |
False |
False |
37 |
| 20 |
0.7374 |
0.7226 |
0.0148 |
2.0% |
0.0023 |
0.3% |
93% |
False |
False |
42 |
| 40 |
0.7390 |
0.7226 |
0.0164 |
2.2% |
0.0024 |
0.3% |
84% |
False |
False |
44 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
54% |
False |
False |
30 |
| 80 |
0.7531 |
0.7226 |
0.0305 |
4.1% |
0.0018 |
0.3% |
45% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7401 |
|
2.618 |
0.7387 |
|
1.618 |
0.7378 |
|
1.000 |
0.7372 |
|
0.618 |
0.7369 |
|
HIGH |
0.7363 |
|
0.618 |
0.7360 |
|
0.500 |
0.7359 |
|
0.382 |
0.7357 |
|
LOW |
0.7354 |
|
0.618 |
0.7348 |
|
1.000 |
0.7345 |
|
1.618 |
0.7339 |
|
2.618 |
0.7330 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7362 |
0.7354 |
| PP |
0.7360 |
0.7345 |
| S1 |
0.7359 |
0.7336 |
|