CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7322 |
0.7365 |
0.0044 |
0.6% |
0.7376 |
High |
0.7371 |
0.7377 |
0.0006 |
0.1% |
0.7382 |
Low |
0.7316 |
0.7351 |
0.0035 |
0.5% |
0.7262 |
Close |
0.7367 |
0.7366 |
-0.0001 |
0.0% |
0.7330 |
Range |
0.0055 |
0.0026 |
-0.0029 |
-53.2% |
0.0120 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
65,932 |
93,049 |
27,117 |
41.1% |
544,869 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7441 |
0.7429 |
0.7380 |
|
R3 |
0.7416 |
0.7404 |
0.7373 |
|
R2 |
0.7390 |
0.7390 |
0.7371 |
|
R1 |
0.7378 |
0.7378 |
0.7368 |
0.7384 |
PP |
0.7365 |
0.7365 |
0.7365 |
0.7368 |
S1 |
0.7353 |
0.7353 |
0.7364 |
0.7359 |
S2 |
0.7339 |
0.7339 |
0.7361 |
|
S3 |
0.7314 |
0.7327 |
0.7359 |
|
S4 |
0.7288 |
0.7302 |
0.7352 |
|
|
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 |
0.7377 |
0.7262 |
0.0115 |
1.6% |
0.0045 |
0.6% |
91% |
True |
False |
94,968 |
10 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0047 |
0.6% |
52% |
False |
False |
101,345 |
20 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0043 |
0.6% |
47% |
False |
False |
95,278 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0039 |
0.5% |
47% |
False |
False |
50,683 |
60 |
0.7636 |
0.7262 |
0.0375 |
5.1% |
0.0038 |
0.5% |
28% |
False |
False |
33,845 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0038 |
0.5% |
27% |
False |
False |
25,429 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0035 |
0.5% |
27% |
False |
False |
20,368 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0033 |
0.5% |
27% |
False |
False |
16,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7485 |
2.618 |
0.7443 |
1.618 |
0.7418 |
1.000 |
0.7402 |
0.618 |
0.7392 |
HIGH |
0.7377 |
0.618 |
0.7367 |
0.500 |
0.7364 |
0.382 |
0.7361 |
LOW |
0.7351 |
0.618 |
0.7335 |
1.000 |
0.7326 |
1.618 |
0.7310 |
2.618 |
0.7284 |
4.250 |
0.7243 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7365 |
0.7354 |
PP |
0.7365 |
0.7341 |
S1 |
0.7364 |
0.7329 |
|