CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7284 |
0.7303 |
0.0019 |
0.3% |
0.7376 |
High |
0.7305 |
0.7336 |
0.0032 |
0.4% |
0.7382 |
Low |
0.7262 |
0.7282 |
0.0020 |
0.3% |
0.7262 |
Close |
0.7299 |
0.7330 |
0.0031 |
0.4% |
0.7330 |
Range |
0.0043 |
0.0055 |
0.0012 |
26.7% |
0.0120 |
ATR |
0.0043 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
Volume |
95,417 |
99,344 |
3,927 |
4.1% |
544,869 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7479 |
0.7459 |
0.7359 |
|
R3 |
0.7425 |
0.7404 |
0.7344 |
|
R2 |
0.7370 |
0.7370 |
0.7339 |
|
R1 |
0.7350 |
0.7350 |
0.7334 |
0.7360 |
PP |
0.7316 |
0.7316 |
0.7316 |
0.7321 |
S1 |
0.7295 |
0.7295 |
0.7325 |
0.7306 |
S2 |
0.7261 |
0.7261 |
0.7320 |
|
S3 |
0.7207 |
0.7241 |
0.7315 |
|
S4 |
0.7152 |
0.7186 |
0.7300 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7684 |
0.7627 |
0.7396 |
|
R3 |
0.7564 |
0.7507 |
0.7363 |
|
R2 |
0.7444 |
0.7444 |
0.7352 |
|
R1 |
0.7387 |
0.7387 |
0.7341 |
0.7356 |
PP |
0.7324 |
0.7324 |
0.7324 |
0.7309 |
S1 |
0.7267 |
0.7267 |
0.7319 |
0.7236 |
S2 |
0.7204 |
0.7204 |
0.7308 |
|
S3 |
0.7084 |
0.7147 |
0.7297 |
|
S4 |
0.6964 |
0.7027 |
0.7264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7382 |
0.7262 |
0.0120 |
1.6% |
0.0049 |
0.7% |
57% |
False |
False |
108,973 |
10 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0045 |
0.6% |
34% |
False |
False |
99,705 |
20 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0042 |
0.6% |
30% |
False |
False |
91,347 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0038 |
0.5% |
30% |
False |
False |
46,720 |
60 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0039 |
0.5% |
17% |
False |
False |
31,203 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0038 |
0.5% |
17% |
False |
False |
23,447 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0035 |
0.5% |
17% |
False |
False |
18,779 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0033 |
0.4% |
17% |
False |
False |
15,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7568 |
2.618 |
0.7479 |
1.618 |
0.7424 |
1.000 |
0.7391 |
0.618 |
0.7370 |
HIGH |
0.7336 |
0.618 |
0.7315 |
0.500 |
0.7309 |
0.382 |
0.7302 |
LOW |
0.7282 |
0.618 |
0.7248 |
1.000 |
0.7227 |
1.618 |
0.7193 |
2.618 |
0.7139 |
4.250 |
0.7050 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7323 |
0.7319 |
PP |
0.7316 |
0.7309 |
S1 |
0.7309 |
0.7299 |
|