CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7301 |
0.7284 |
-0.0017 |
-0.2% |
0.7431 |
High |
0.7312 |
0.7305 |
-0.0007 |
-0.1% |
0.7462 |
Low |
0.7265 |
0.7262 |
-0.0003 |
0.0% |
0.7369 |
Close |
0.7281 |
0.7299 |
0.0018 |
0.2% |
0.7384 |
Range |
0.0047 |
0.0043 |
-0.0004 |
-8.5% |
0.0093 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
Volume |
121,100 |
95,417 |
-25,683 |
-21.2% |
452,188 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7417 |
0.7401 |
0.7322 |
|
R3 |
0.7374 |
0.7358 |
0.7310 |
|
R2 |
0.7331 |
0.7331 |
0.7306 |
|
R1 |
0.7315 |
0.7315 |
0.7302 |
0.7323 |
PP |
0.7288 |
0.7288 |
0.7288 |
0.7292 |
S1 |
0.7272 |
0.7272 |
0.7295 |
0.7280 |
S2 |
0.7245 |
0.7245 |
0.7291 |
|
S3 |
0.7202 |
0.7229 |
0.7287 |
|
S4 |
0.7159 |
0.7186 |
0.7275 |
|
|
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 |
0.7262 |
0.0200 |
2.7% |
0.0056 |
0.8% |
19% |
False |
True |
117,792 |
10 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0044 |
0.6% |
19% |
False |
True |
99,092 |
20 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0041 |
0.6% |
17% |
False |
True |
87,629 |
40 |
0.7489 |
0.7262 |
0.0228 |
3.1% |
0.0038 |
0.5% |
16% |
False |
True |
44,240 |
60 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0038 |
0.5% |
9% |
False |
True |
29,553 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0038 |
0.5% |
9% |
False |
True |
22,214 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0034 |
0.5% |
9% |
False |
True |
17,785 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0032 |
0.4% |
9% |
False |
True |
14,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7487 |
2.618 |
0.7417 |
1.618 |
0.7374 |
1.000 |
0.7348 |
0.618 |
0.7331 |
HIGH |
0.7305 |
0.618 |
0.7288 |
0.500 |
0.7283 |
0.382 |
0.7278 |
LOW |
0.7262 |
0.618 |
0.7235 |
1.000 |
0.7219 |
1.618 |
0.7192 |
2.618 |
0.7149 |
4.250 |
0.7079 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7293 |
0.7296 |
PP |
0.7288 |
0.7294 |
S1 |
0.7283 |
0.7292 |
|