CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.7384 |
0.7410 |
0.0026 |
0.4% |
0.7357 |
High |
0.7400 |
0.7433 |
0.0033 |
0.4% |
0.7433 |
Low |
0.7367 |
0.7406 |
0.0040 |
0.5% |
0.7354 |
Close |
0.7394 |
0.7433 |
0.0039 |
0.5% |
0.7433 |
Range |
0.0034 |
0.0027 |
-0.0007 |
-19.4% |
0.0079 |
ATR |
0.0029 |
0.0030 |
0.0001 |
2.5% |
0.0000 |
Volume |
47 |
246 |
199 |
423.4% |
359 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7505 |
0.7496 |
0.7448 |
|
R3 |
0.7478 |
0.7469 |
0.7440 |
|
R2 |
0.7451 |
0.7451 |
0.7438 |
|
R1 |
0.7442 |
0.7442 |
0.7435 |
0.7447 |
PP |
0.7424 |
0.7424 |
0.7424 |
0.7426 |
S1 |
0.7415 |
0.7415 |
0.7431 |
0.7420 |
S2 |
0.7397 |
0.7397 |
0.7428 |
|
S3 |
0.7370 |
0.7388 |
0.7426 |
|
S4 |
0.7343 |
0.7361 |
0.7418 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7617 |
0.7476 |
|
R3 |
0.7565 |
0.7538 |
0.7455 |
|
R2 |
0.7486 |
0.7486 |
0.7447 |
|
R1 |
0.7459 |
0.7459 |
0.7440 |
0.7473 |
PP |
0.7407 |
0.7407 |
0.7407 |
0.7413 |
S1 |
0.7380 |
0.7380 |
0.7426 |
0.7394 |
S2 |
0.7328 |
0.7328 |
0.7419 |
|
S3 |
0.7249 |
0.7301 |
0.7411 |
|
S4 |
0.7170 |
0.7222 |
0.7390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7433 |
0.7354 |
0.0079 |
1.1% |
0.0020 |
0.3% |
100% |
True |
False |
71 |
10 |
0.7433 |
0.7286 |
0.0147 |
2.0% |
0.0023 |
0.3% |
100% |
True |
False |
49 |
20 |
0.7433 |
0.7249 |
0.0185 |
2.5% |
0.0022 |
0.3% |
100% |
True |
False |
42 |
40 |
0.7433 |
0.7226 |
0.0207 |
2.8% |
0.0023 |
0.3% |
100% |
True |
False |
49 |
60 |
0.7478 |
0.7226 |
0.0252 |
3.4% |
0.0020 |
0.3% |
82% |
False |
False |
36 |
80 |
0.7484 |
0.7226 |
0.0258 |
3.5% |
0.0019 |
0.3% |
80% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7504 |
1.618 |
0.7477 |
1.000 |
0.7460 |
0.618 |
0.7450 |
HIGH |
0.7433 |
0.618 |
0.7423 |
0.500 |
0.7420 |
0.382 |
0.7416 |
LOW |
0.7406 |
0.618 |
0.7389 |
1.000 |
0.7379 |
1.618 |
0.7362 |
2.618 |
0.7335 |
4.250 |
0.7291 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7429 |
0.7422 |
PP |
0.7424 |
0.7411 |
S1 |
0.7420 |
0.7400 |
|