CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7376 |
0.7321 |
-0.0055 |
-0.7% |
0.7431 |
High |
0.7382 |
0.7322 |
-0.0060 |
-0.8% |
0.7462 |
Low |
0.7318 |
0.7288 |
-0.0030 |
-0.4% |
0.7369 |
Close |
0.7322 |
0.7302 |
-0.0020 |
-0.3% |
0.7384 |
Range |
0.0064 |
0.0034 |
-0.0030 |
-46.9% |
0.0093 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
108,685 |
120,323 |
11,638 |
10.7% |
452,188 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7406 |
0.7388 |
0.7321 |
|
R3 |
0.7372 |
0.7354 |
0.7311 |
|
R2 |
0.7338 |
0.7338 |
0.7308 |
|
R1 |
0.7320 |
0.7320 |
0.7305 |
0.7312 |
PP |
0.7304 |
0.7304 |
0.7304 |
0.7300 |
S1 |
0.7286 |
0.7286 |
0.7299 |
0.7278 |
S2 |
0.7270 |
0.7270 |
0.7296 |
|
S3 |
0.7236 |
0.7252 |
0.7293 |
|
S4 |
0.7202 |
0.7218 |
0.7283 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7625 |
0.7434 |
|
R3 |
0.7590 |
0.7533 |
0.7409 |
|
R2 |
0.7497 |
0.7497 |
0.7400 |
|
R1 |
0.7440 |
0.7440 |
0.7392 |
0.7423 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7396 |
S1 |
0.7348 |
0.7348 |
0.7375 |
0.7330 |
S2 |
0.7312 |
0.7312 |
0.7367 |
|
S3 |
0.7220 |
0.7255 |
0.7358 |
|
S4 |
0.7127 |
0.7163 |
0.7333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7462 |
0.7288 |
0.0174 |
2.4% |
0.0049 |
0.7% |
8% |
False |
True |
107,721 |
10 |
0.7474 |
0.7288 |
0.0187 |
2.6% |
0.0044 |
0.6% |
8% |
False |
True |
96,781 |
20 |
0.7485 |
0.7288 |
0.0198 |
2.7% |
0.0040 |
0.5% |
7% |
False |
True |
77,062 |
40 |
0.7492 |
0.7288 |
0.0204 |
2.8% |
0.0038 |
0.5% |
7% |
False |
True |
38,848 |
60 |
0.7652 |
0.7288 |
0.0365 |
5.0% |
0.0038 |
0.5% |
4% |
False |
True |
25,954 |
80 |
0.7652 |
0.7288 |
0.0365 |
5.0% |
0.0037 |
0.5% |
4% |
False |
True |
19,508 |
100 |
0.7652 |
0.7288 |
0.0365 |
5.0% |
0.0034 |
0.5% |
4% |
False |
True |
15,620 |
120 |
0.7652 |
0.7288 |
0.0365 |
5.0% |
0.0032 |
0.4% |
4% |
False |
True |
13,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7466 |
2.618 |
0.7411 |
1.618 |
0.7377 |
1.000 |
0.7356 |
0.618 |
0.7343 |
HIGH |
0.7322 |
0.618 |
0.7309 |
0.500 |
0.7305 |
0.382 |
0.7300 |
LOW |
0.7288 |
0.618 |
0.7266 |
1.000 |
0.7254 |
1.618 |
0.7232 |
2.618 |
0.7198 |
4.250 |
0.7143 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7305 |
0.7375 |
PP |
0.7304 |
0.7350 |
S1 |
0.7303 |
0.7326 |
|