CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7365 |
0.7369 |
0.0004 |
0.1% |
0.7376 |
High |
0.7377 |
0.7376 |
-0.0001 |
0.0% |
0.7382 |
Low |
0.7351 |
0.7348 |
-0.0004 |
0.0% |
0.7262 |
Close |
0.7366 |
0.7359 |
-0.0007 |
-0.1% |
0.7330 |
Range |
0.0026 |
0.0028 |
0.0003 |
9.8% |
0.0120 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
93,049 |
69,951 |
-23,098 |
-24.8% |
544,869 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7445 |
0.7430 |
0.7374 |
|
R3 |
0.7417 |
0.7402 |
0.7367 |
|
R2 |
0.7389 |
0.7389 |
0.7364 |
|
R1 |
0.7374 |
0.7374 |
0.7362 |
0.7367 |
PP |
0.7361 |
0.7361 |
0.7361 |
0.7357 |
S1 |
0.7346 |
0.7346 |
0.7356 |
0.7339 |
S2 |
0.7333 |
0.7333 |
0.7354 |
|
S3 |
0.7305 |
0.7318 |
0.7351 |
|
S4 |
0.7277 |
0.7290 |
0.7344 |
|
|
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% |
0.0041 |
0.6% |
85% |
False |
False |
84,738 |
10 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0047 |
0.6% |
49% |
False |
False |
99,842 |
20 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0042 |
0.6% |
44% |
False |
False |
95,045 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0039 |
0.5% |
44% |
False |
False |
52,429 |
60 |
0.7636 |
0.7262 |
0.0375 |
5.1% |
0.0038 |
0.5% |
26% |
False |
False |
35,010 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0038 |
0.5% |
25% |
False |
False |
26,300 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0035 |
0.5% |
25% |
False |
False |
21,067 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0034 |
0.5% |
25% |
False |
False |
17,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7495 |
2.618 |
0.7449 |
1.618 |
0.7421 |
1.000 |
0.7404 |
0.618 |
0.7393 |
HIGH |
0.7376 |
0.618 |
0.7365 |
0.500 |
0.7362 |
0.382 |
0.7358 |
LOW |
0.7348 |
0.618 |
0.7330 |
1.000 |
0.7320 |
1.618 |
0.7302 |
2.618 |
0.7274 |
4.250 |
0.7229 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7362 |
0.7355 |
PP |
0.7361 |
0.7351 |
S1 |
0.7360 |
0.7346 |
|