CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7355 |
0.7334 |
-0.0021 |
-0.3% |
0.7322 |
High |
0.7355 |
0.7350 |
-0.0005 |
-0.1% |
0.7377 |
Low |
0.7304 |
0.7296 |
-0.0008 |
-0.1% |
0.7306 |
Close |
0.7334 |
0.7301 |
-0.0033 |
-0.4% |
0.7327 |
Range |
0.0052 |
0.0054 |
0.0003 |
4.9% |
0.0071 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
Volume |
100,068 |
76,929 |
-23,139 |
-23.1% |
386,282 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7478 |
0.7443 |
0.7330 |
|
R3 |
0.7424 |
0.7389 |
0.7315 |
|
R2 |
0.7370 |
0.7370 |
0.7310 |
|
R1 |
0.7335 |
0.7335 |
0.7305 |
0.7325 |
PP |
0.7316 |
0.7316 |
0.7316 |
0.7311 |
S1 |
0.7281 |
0.7281 |
0.7296 |
0.7271 |
S2 |
0.7262 |
0.7262 |
0.7291 |
|
S3 |
0.7208 |
0.7227 |
0.7286 |
|
S4 |
0.7154 |
0.7173 |
0.7271 |
|
|
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 |
0.7372 |
0.7296 |
0.0076 |
1.0% |
0.0046 |
0.6% |
6% |
False |
True |
78,199 |
10 |
0.7377 |
0.7262 |
0.0115 |
1.6% |
0.0044 |
0.6% |
34% |
False |
False |
81,468 |
20 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0044 |
0.6% |
20% |
False |
False |
90,625 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0041 |
0.6% |
17% |
False |
False |
62,185 |
60 |
0.7613 |
0.7262 |
0.0352 |
4.8% |
0.0039 |
0.5% |
11% |
False |
False |
41,518 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0039 |
0.5% |
10% |
False |
False |
31,181 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0037 |
0.5% |
10% |
False |
False |
24,976 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.3% |
0.0035 |
0.5% |
10% |
False |
False |
20,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7580 |
2.618 |
0.7491 |
1.618 |
0.7437 |
1.000 |
0.7404 |
0.618 |
0.7383 |
HIGH |
0.7350 |
0.618 |
0.7329 |
0.500 |
0.7323 |
0.382 |
0.7317 |
LOW |
0.7296 |
0.618 |
0.7263 |
1.000 |
0.7242 |
1.618 |
0.7209 |
2.618 |
0.7155 |
4.250 |
0.7067 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7323 |
0.7326 |
PP |
0.7316 |
0.7317 |
S1 |
0.7308 |
0.7309 |
|