CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7301 |
0.7309 |
0.0009 |
0.1% |
0.7331 |
| High |
0.7323 |
0.7326 |
0.0003 |
0.0% |
0.7356 |
| Low |
0.7285 |
0.7275 |
-0.0010 |
-0.1% |
0.7284 |
| Close |
0.7316 |
0.7289 |
-0.0027 |
-0.4% |
0.7304 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.7% |
0.0072 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.5% |
0.0000 |
| Volume |
81,933 |
84,150 |
2,217 |
2.7% |
413,894 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7419 |
0.7316 |
|
| R3 |
0.7397 |
0.7368 |
0.7302 |
|
| R2 |
0.7347 |
0.7347 |
0.7298 |
|
| R1 |
0.7318 |
0.7318 |
0.7293 |
0.7307 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7291 |
| S1 |
0.7267 |
0.7267 |
0.7284 |
0.7257 |
| S2 |
0.7246 |
0.7246 |
0.7279 |
|
| S3 |
0.7195 |
0.7217 |
0.7275 |
|
| S4 |
0.7145 |
0.7166 |
0.7261 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7489 |
0.7343 |
|
| R3 |
0.7458 |
0.7417 |
0.7323 |
|
| R2 |
0.7386 |
0.7386 |
0.7317 |
|
| R1 |
0.7345 |
0.7345 |
0.7310 |
0.7330 |
| PP |
0.7314 |
0.7314 |
0.7314 |
0.7307 |
| S1 |
0.7273 |
0.7273 |
0.7297 |
0.7258 |
| S2 |
0.7242 |
0.7242 |
0.7290 |
|
| S3 |
0.7170 |
0.7201 |
0.7284 |
|
| S4 |
0.7098 |
0.7129 |
0.7264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7350 |
0.7275 |
0.0075 |
1.0% |
0.0042 |
0.6% |
18% |
False |
True |
84,652 |
| 10 |
0.7376 |
0.7275 |
0.0101 |
1.4% |
0.0041 |
0.6% |
13% |
False |
True |
80,727 |
| 20 |
0.7462 |
0.7262 |
0.0200 |
2.7% |
0.0044 |
0.6% |
14% |
False |
False |
91,036 |
| 40 |
0.7485 |
0.7262 |
0.0224 |
3.1% |
0.0041 |
0.6% |
12% |
False |
False |
70,794 |
| 60 |
0.7580 |
0.7262 |
0.0319 |
4.4% |
0.0039 |
0.5% |
8% |
False |
False |
47,283 |
| 80 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0039 |
0.5% |
7% |
False |
False |
35,501 |
| 100 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0037 |
0.5% |
7% |
False |
False |
28,433 |
| 120 |
0.7652 |
0.7262 |
0.0391 |
5.4% |
0.0035 |
0.5% |
7% |
False |
False |
23,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7458 |
|
1.618 |
0.7407 |
|
1.000 |
0.7376 |
|
0.618 |
0.7357 |
|
HIGH |
0.7326 |
|
0.618 |
0.7306 |
|
0.500 |
0.7300 |
|
0.382 |
0.7294 |
|
LOW |
0.7275 |
|
0.618 |
0.7244 |
|
1.000 |
0.7225 |
|
1.618 |
0.7193 |
|
2.618 |
0.7143 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7300 |
| PP |
0.7296 |
0.7296 |
| S1 |
0.7292 |
0.7292 |
|