CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7384 |
0.0004 |
0.1% |
0.7311 |
| High |
0.7392 |
0.7400 |
0.0008 |
0.1% |
0.7374 |
| Low |
0.7380 |
0.7367 |
-0.0014 |
-0.2% |
0.7298 |
| Close |
0.7385 |
0.7394 |
0.0009 |
0.1% |
0.7371 |
| Range |
0.0012 |
0.0034 |
0.0022 |
179.2% |
0.0076 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
1.2% |
0.0000 |
| Volume |
11 |
47 |
36 |
327.3% |
130 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7487 |
0.7474 |
0.7412 |
|
| R3 |
0.7454 |
0.7441 |
0.7403 |
|
| R2 |
0.7420 |
0.7420 |
0.7400 |
|
| R1 |
0.7407 |
0.7407 |
0.7397 |
0.7414 |
| PP |
0.7387 |
0.7387 |
0.7387 |
0.7390 |
| S1 |
0.7374 |
0.7374 |
0.7391 |
0.7380 |
| S2 |
0.7353 |
0.7353 |
0.7388 |
|
| S3 |
0.7320 |
0.7340 |
0.7385 |
|
| S4 |
0.7286 |
0.7307 |
0.7376 |
|
|
| 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 |
0.7400 |
0.7325 |
0.0076 |
1.0% |
0.0024 |
0.3% |
92% |
True |
False |
34 |
| 10 |
0.7400 |
0.7286 |
0.0114 |
1.5% |
0.0024 |
0.3% |
95% |
True |
False |
29 |
| 20 |
0.7400 |
0.7248 |
0.0152 |
2.1% |
0.0024 |
0.3% |
96% |
True |
False |
34 |
| 40 |
0.7400 |
0.7226 |
0.0174 |
2.4% |
0.0023 |
0.3% |
97% |
True |
False |
44 |
| 60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
67% |
False |
False |
32 |
| 80 |
0.7486 |
0.7226 |
0.0260 |
3.5% |
0.0019 |
0.3% |
65% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7488 |
|
1.618 |
0.7454 |
|
1.000 |
0.7434 |
|
0.618 |
0.7421 |
|
HIGH |
0.7400 |
|
0.618 |
0.7387 |
|
0.500 |
0.7383 |
|
0.382 |
0.7379 |
|
LOW |
0.7367 |
|
0.618 |
0.7346 |
|
1.000 |
0.7333 |
|
1.618 |
0.7312 |
|
2.618 |
0.7279 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7390 |
| PP |
0.7387 |
0.7387 |
| S1 |
0.7383 |
0.7383 |
|