CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7380 |
0.0024 |
0.3% |
0.7311 |
| High |
0.7363 |
0.7396 |
0.0033 |
0.4% |
0.7374 |
| Low |
0.7354 |
0.7380 |
0.0026 |
0.4% |
0.7298 |
| Close |
0.7363 |
0.7395 |
0.0032 |
0.4% |
0.7371 |
| Range |
0.0009 |
0.0016 |
0.0007 |
77.8% |
0.0076 |
| ATR |
0.0029 |
0.0030 |
0.0000 |
0.9% |
0.0000 |
| Volume |
26 |
29 |
3 |
11.5% |
130 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7433 |
0.7404 |
|
| R3 |
0.7422 |
0.7417 |
0.7399 |
|
| R2 |
0.7406 |
0.7406 |
0.7398 |
|
| R1 |
0.7401 |
0.7401 |
0.7396 |
0.7404 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7392 |
| S1 |
0.7385 |
0.7385 |
0.7394 |
0.7388 |
| S2 |
0.7374 |
0.7374 |
0.7392 |
|
| S3 |
0.7358 |
0.7369 |
0.7391 |
|
| S4 |
0.7342 |
0.7353 |
0.7386 |
|
|
| 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 |
0.7396 |
0.7298 |
0.0098 |
1.3% |
0.0022 |
0.3% |
99% |
True |
False |
31 |
| 10 |
0.7396 |
0.7286 |
0.0110 |
1.5% |
0.0024 |
0.3% |
99% |
True |
False |
39 |
| 20 |
0.7396 |
0.7226 |
0.0170 |
2.3% |
0.0023 |
0.3% |
99% |
True |
False |
43 |
| 40 |
0.7396 |
0.7226 |
0.0170 |
2.3% |
0.0024 |
0.3% |
99% |
True |
False |
44 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
67% |
False |
False |
31 |
| 80 |
0.7506 |
0.7226 |
0.0280 |
3.8% |
0.0018 |
0.2% |
60% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7438 |
|
1.618 |
0.7422 |
|
1.000 |
0.7412 |
|
0.618 |
0.7406 |
|
HIGH |
0.7396 |
|
0.618 |
0.7390 |
|
0.500 |
0.7388 |
|
0.382 |
0.7386 |
|
LOW |
0.7380 |
|
0.618 |
0.7370 |
|
1.000 |
0.7364 |
|
1.618 |
0.7354 |
|
2.618 |
0.7338 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7383 |
| PP |
0.7390 |
0.7372 |
| S1 |
0.7388 |
0.7360 |
|