CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7364 |
0.7311 |
-0.0054 |
-0.7% |
0.7322 |
High |
0.7372 |
0.7340 |
-0.0032 |
-0.4% |
0.7377 |
Low |
0.7306 |
0.7310 |
0.0004 |
0.1% |
0.7306 |
Close |
0.7311 |
0.7327 |
0.0017 |
0.2% |
0.7327 |
Range |
0.0066 |
0.0031 |
-0.0036 |
-53.8% |
0.0071 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
83,243 |
74,107 |
-9,136 |
-11.0% |
386,282 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7417 |
0.7403 |
0.7344 |
|
R3 |
0.7387 |
0.7372 |
0.7335 |
|
R2 |
0.7356 |
0.7356 |
0.7333 |
|
R1 |
0.7342 |
0.7342 |
0.7330 |
0.7349 |
PP |
0.7326 |
0.7326 |
0.7326 |
0.7329 |
S1 |
0.7311 |
0.7311 |
0.7324 |
0.7318 |
S2 |
0.7295 |
0.7295 |
0.7321 |
|
S3 |
0.7265 |
0.7281 |
0.7319 |
|
S4 |
0.7234 |
0.7250 |
0.7310 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7549 |
0.7509 |
0.7366 |
|
R3 |
0.7478 |
0.7438 |
0.7347 |
|
R2 |
0.7407 |
0.7407 |
0.7340 |
|
R1 |
0.7367 |
0.7367 |
0.7334 |
0.7387 |
PP |
0.7336 |
0.7336 |
0.7336 |
0.7346 |
S1 |
0.7296 |
0.7296 |
0.7320 |
0.7316 |
S2 |
0.7265 |
0.7265 |
0.7314 |
|
S3 |
0.7194 |
0.7225 |
0.7307 |
|
S4 |
0.7123 |
0.7154 |
0.7288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7377 |
0.7306 |
0.0071 |
1.0% |
0.0041 |
0.6% |
30% |
False |
False |
77,256 |
10 |
0.7382 |
0.7262 |
0.0120 |
1.6% |
0.0045 |
0.6% |
55% |
False |
False |
93,115 |
20 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0044 |
0.6% |
29% |
False |
False |
92,783 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0040 |
0.5% |
29% |
False |
False |
56,357 |
60 |
0.7616 |
0.7262 |
0.0355 |
4.8% |
0.0038 |
0.5% |
18% |
False |
False |
37,628 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0038 |
0.5% |
17% |
False |
False |
28,264 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0036 |
0.5% |
17% |
False |
False |
22,641 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0034 |
0.5% |
17% |
False |
False |
18,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7470 |
2.618 |
0.7420 |
1.618 |
0.7389 |
1.000 |
0.7371 |
0.618 |
0.7359 |
HIGH |
0.7340 |
0.618 |
0.7328 |
0.500 |
0.7325 |
0.382 |
0.7321 |
LOW |
0.7310 |
0.618 |
0.7291 |
1.000 |
0.7279 |
1.618 |
0.7260 |
2.618 |
0.7230 |
4.250 |
0.7180 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7326 |
0.7341 |
PP |
0.7326 |
0.7336 |
S1 |
0.7325 |
0.7332 |
|