CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7321 |
0.7301 |
-0.0020 |
-0.3% |
0.7431 |
High |
0.7322 |
0.7312 |
-0.0010 |
-0.1% |
0.7462 |
Low |
0.7288 |
0.7265 |
-0.0023 |
-0.3% |
0.7369 |
Close |
0.7302 |
0.7281 |
-0.0022 |
-0.3% |
0.7384 |
Range |
0.0034 |
0.0047 |
0.0013 |
38.2% |
0.0093 |
ATR |
0.0042 |
0.0043 |
0.0000 |
0.8% |
0.0000 |
Volume |
120,323 |
121,100 |
777 |
0.6% |
452,188 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7427 |
0.7401 |
0.7306 |
|
R3 |
0.7380 |
0.7354 |
0.7293 |
|
R2 |
0.7333 |
0.7333 |
0.7289 |
|
R1 |
0.7307 |
0.7307 |
0.7285 |
0.7296 |
PP |
0.7286 |
0.7286 |
0.7286 |
0.7280 |
S1 |
0.7260 |
0.7260 |
0.7276 |
0.7249 |
S2 |
0.7239 |
0.7239 |
0.7272 |
|
S3 |
0.7192 |
0.7213 |
0.7268 |
|
S4 |
0.7145 |
0.7166 |
0.7255 |
|
|
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 |
0.7265 |
0.0197 |
2.7% |
0.0053 |
0.7% |
8% |
False |
True |
114,946 |
10 |
0.7462 |
0.7265 |
0.0197 |
2.7% |
0.0044 |
0.6% |
8% |
False |
True |
99,782 |
20 |
0.7485 |
0.7265 |
0.0221 |
3.0% |
0.0041 |
0.6% |
7% |
False |
True |
82,998 |
40 |
0.7489 |
0.7265 |
0.0225 |
3.1% |
0.0037 |
0.5% |
7% |
False |
True |
41,860 |
60 |
0.7652 |
0.7265 |
0.0388 |
5.3% |
0.0038 |
0.5% |
4% |
False |
True |
27,968 |
80 |
0.7652 |
0.7265 |
0.0388 |
5.3% |
0.0037 |
0.5% |
4% |
False |
True |
21,021 |
100 |
0.7652 |
0.7265 |
0.0388 |
5.3% |
0.0034 |
0.5% |
4% |
False |
True |
16,831 |
120 |
0.7652 |
0.7265 |
0.0388 |
5.3% |
0.0032 |
0.4% |
4% |
False |
True |
14,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7511 |
2.618 |
0.7435 |
1.618 |
0.7388 |
1.000 |
0.7359 |
0.618 |
0.7341 |
HIGH |
0.7312 |
0.618 |
0.7294 |
0.500 |
0.7288 |
0.382 |
0.7282 |
LOW |
0.7265 |
0.618 |
0.7235 |
1.000 |
0.7218 |
1.618 |
0.7188 |
2.618 |
0.7141 |
4.250 |
0.7065 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7288 |
0.7323 |
PP |
0.7286 |
0.7309 |
S1 |
0.7283 |
0.7295 |
|