CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 29-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7380 |
0.7380 |
0.0000 |
0.0% |
0.7311 |
High |
0.7396 |
0.7392 |
-0.0004 |
-0.1% |
0.7374 |
Low |
0.7380 |
0.7380 |
0.0000 |
0.0% |
0.7298 |
Close |
0.7395 |
0.7385 |
-0.0010 |
-0.1% |
0.7371 |
Range |
0.0016 |
0.0012 |
-0.0004 |
-25.0% |
0.0076 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
29 |
11 |
-18 |
-62.1% |
130 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7422 |
0.7415 |
0.7392 |
|
R3 |
0.7410 |
0.7403 |
0.7388 |
|
R2 |
0.7398 |
0.7398 |
0.7387 |
|
R1 |
0.7391 |
0.7391 |
0.7386 |
0.7395 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7387 |
S1 |
0.7379 |
0.7379 |
0.7384 |
0.7383 |
S2 |
0.7374 |
0.7374 |
0.7383 |
|
S3 |
0.7362 |
0.7367 |
0.7382 |
|
S4 |
0.7350 |
0.7355 |
0.7378 |
|
|
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% |
89% |
False |
False |
30 |
10 |
0.7396 |
0.7286 |
0.0110 |
1.5% |
0.0022 |
0.3% |
90% |
False |
False |
32 |
20 |
0.7396 |
0.7226 |
0.0170 |
2.3% |
0.0022 |
0.3% |
94% |
False |
False |
38 |
40 |
0.7396 |
0.7226 |
0.0170 |
2.3% |
0.0023 |
0.3% |
94% |
False |
False |
43 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0019 |
0.3% |
63% |
False |
False |
31 |
80 |
0.7486 |
0.7226 |
0.0260 |
3.5% |
0.0018 |
0.2% |
61% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7443 |
2.618 |
0.7423 |
1.618 |
0.7411 |
1.000 |
0.7404 |
0.618 |
0.7399 |
HIGH |
0.7392 |
0.618 |
0.7387 |
0.500 |
0.7386 |
0.382 |
0.7385 |
LOW |
0.7380 |
0.618 |
0.7373 |
1.000 |
0.7368 |
1.618 |
0.7361 |
2.618 |
0.7349 |
4.250 |
0.7329 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7386 |
0.7382 |
PP |
0.7386 |
0.7378 |
S1 |
0.7385 |
0.7375 |
|