CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7334 |
0.7298 |
-0.0036 |
-0.5% |
0.7322 |
High |
0.7350 |
0.7316 |
-0.0034 |
-0.5% |
0.7377 |
Low |
0.7296 |
0.7284 |
-0.0013 |
-0.2% |
0.7306 |
Close |
0.7301 |
0.7295 |
-0.0006 |
-0.1% |
0.7327 |
Range |
0.0054 |
0.0033 |
-0.0022 |
-39.8% |
0.0071 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
76,929 |
97,404 |
20,475 |
26.6% |
386,282 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7396 |
0.7378 |
0.7312 |
|
R3 |
0.7363 |
0.7345 |
0.7303 |
|
R2 |
0.7331 |
0.7331 |
0.7300 |
|
R1 |
0.7313 |
0.7313 |
0.7297 |
0.7305 |
PP |
0.7298 |
0.7298 |
0.7298 |
0.7294 |
S1 |
0.7280 |
0.7280 |
0.7292 |
0.7273 |
S2 |
0.7266 |
0.7266 |
0.7289 |
|
S3 |
0.7233 |
0.7248 |
0.7286 |
|
S4 |
0.7201 |
0.7215 |
0.7277 |
|
|
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 |
0.7356 |
0.7284 |
0.0072 |
1.0% |
0.0039 |
0.5% |
15% |
False |
True |
81,031 |
10 |
0.7377 |
0.7282 |
0.0095 |
1.3% |
0.0043 |
0.6% |
14% |
False |
False |
81,667 |
20 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0043 |
0.6% |
17% |
False |
False |
90,380 |
40 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0041 |
0.6% |
15% |
False |
False |
64,610 |
60 |
0.7613 |
0.7262 |
0.0352 |
4.8% |
0.0039 |
0.5% |
9% |
False |
False |
43,141 |
80 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0039 |
0.5% |
8% |
False |
False |
32,395 |
100 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0037 |
0.5% |
8% |
False |
False |
25,950 |
120 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0034 |
0.5% |
8% |
False |
False |
21,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7454 |
2.618 |
0.7401 |
1.618 |
0.7369 |
1.000 |
0.7349 |
0.618 |
0.7336 |
HIGH |
0.7316 |
0.618 |
0.7304 |
0.500 |
0.7300 |
0.382 |
0.7296 |
LOW |
0.7284 |
0.618 |
0.7263 |
1.000 |
0.7251 |
1.618 |
0.7231 |
2.618 |
0.7198 |
4.250 |
0.7145 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7300 |
0.7319 |
PP |
0.7298 |
0.7311 |
S1 |
0.7296 |
0.7303 |
|