CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7355 |
0.0024 |
0.3% |
0.7322 |
| High |
0.7356 |
0.7355 |
-0.0001 |
0.0% |
0.7377 |
| Low |
0.7327 |
0.7304 |
-0.0024 |
-0.3% |
0.7306 |
| Close |
0.7351 |
0.7334 |
-0.0017 |
-0.2% |
0.7327 |
| Range |
0.0029 |
0.0052 |
0.0023 |
80.7% |
0.0071 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.7% |
0.0000 |
| Volume |
56,649 |
100,068 |
43,419 |
76.6% |
386,282 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7461 |
0.7362 |
|
| R3 |
0.7434 |
0.7409 |
0.7348 |
|
| R2 |
0.7382 |
0.7382 |
0.7343 |
|
| R1 |
0.7358 |
0.7358 |
0.7338 |
0.7344 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7324 |
| S1 |
0.7306 |
0.7306 |
0.7329 |
0.7293 |
| S2 |
0.7279 |
0.7279 |
0.7324 |
|
| S3 |
0.7228 |
0.7255 |
0.7319 |
|
| S4 |
0.7176 |
0.7203 |
0.7305 |
|
|
| 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 |
0.7376 |
0.7304 |
0.0072 |
1.0% |
0.0041 |
0.6% |
42% |
False |
True |
76,803 |
| 10 |
0.7377 |
0.7262 |
0.0115 |
1.6% |
0.0043 |
0.6% |
63% |
False |
False |
85,886 |
| 20 |
0.7474 |
0.7262 |
0.0213 |
2.9% |
0.0043 |
0.6% |
34% |
False |
False |
91,333 |
| 40 |
0.7485 |
0.7262 |
0.0224 |
3.0% |
0.0040 |
0.5% |
32% |
False |
False |
60,266 |
| 60 |
0.7615 |
0.7262 |
0.0353 |
4.8% |
0.0039 |
0.5% |
20% |
False |
False |
40,237 |
| 80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0038 |
0.5% |
18% |
False |
False |
30,221 |
| 100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0036 |
0.5% |
18% |
False |
False |
24,207 |
| 120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0034 |
0.5% |
18% |
False |
False |
20,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7490 |
|
1.618 |
0.7438 |
|
1.000 |
0.7407 |
|
0.618 |
0.7387 |
|
HIGH |
0.7355 |
|
0.618 |
0.7335 |
|
0.500 |
0.7329 |
|
0.382 |
0.7323 |
|
LOW |
0.7304 |
|
0.618 |
0.7272 |
|
1.000 |
0.7252 |
|
1.618 |
0.7220 |
|
2.618 |
0.7169 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7332 |
0.7332 |
| PP |
0.7331 |
0.7331 |
| S1 |
0.7329 |
0.7330 |
|