CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7303 |
0.7322 |
0.0019 |
0.3% |
0.7376 |
| High |
0.7336 |
0.7371 |
0.0035 |
0.5% |
0.7382 |
| Low |
0.7282 |
0.7316 |
0.0035 |
0.5% |
0.7262 |
| Close |
0.7330 |
0.7367 |
0.0038 |
0.5% |
0.7330 |
| Range |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0120 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
99,344 |
65,932 |
-33,412 |
-33.6% |
544,869 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7495 |
0.7397 |
|
| R3 |
0.7460 |
0.7441 |
0.7382 |
|
| R2 |
0.7406 |
0.7406 |
0.7377 |
|
| R1 |
0.7386 |
0.7386 |
0.7372 |
0.7396 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7356 |
| S1 |
0.7332 |
0.7332 |
0.7362 |
0.7342 |
| S2 |
0.7297 |
0.7297 |
0.7357 |
|
| S3 |
0.7242 |
0.7277 |
0.7352 |
|
| S4 |
0.7188 |
0.7223 |
0.7337 |
|
|
| 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 |
0.7371 |
0.7262 |
0.0109 |
1.5% |
0.0047 |
0.6% |
97% |
True |
False |
100,423 |
| 10 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0049 |
0.7% |
53% |
False |
False |
99,632 |
| 20 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0043 |
0.6% |
47% |
False |
False |
93,437 |
| 40 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0039 |
0.5% |
47% |
False |
False |
48,366 |
| 60 |
0.7636 |
0.7262 |
0.0375 |
5.1% |
0.0038 |
0.5% |
28% |
False |
False |
32,297 |
| 80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0039 |
0.5% |
27% |
False |
False |
24,269 |
| 100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0035 |
0.5% |
27% |
False |
False |
19,438 |
| 120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0033 |
0.5% |
27% |
False |
False |
16,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7513 |
|
1.618 |
0.7459 |
|
1.000 |
0.7425 |
|
0.618 |
0.7404 |
|
HIGH |
0.7371 |
|
0.618 |
0.7350 |
|
0.500 |
0.7343 |
|
0.382 |
0.7337 |
|
LOW |
0.7316 |
|
0.618 |
0.7282 |
|
1.000 |
0.7262 |
|
1.618 |
0.7228 |
|
2.618 |
0.7173 |
|
4.250 |
0.7084 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7359 |
0.7350 |
| PP |
0.7351 |
0.7333 |
| S1 |
0.7343 |
0.7316 |
|