CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7283 |
0.7254 |
-0.0030 |
-0.4% |
0.7331 |
High |
0.7289 |
0.7257 |
-0.0032 |
-0.4% |
0.7356 |
Low |
0.7247 |
0.7229 |
-0.0018 |
-0.2% |
0.7284 |
Close |
0.7253 |
0.7244 |
-0.0010 |
-0.1% |
0.7304 |
Range |
0.0042 |
0.0029 |
-0.0014 |
-32.1% |
0.0072 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
99,243 |
94,533 |
-4,710 |
-4.7% |
413,894 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7329 |
0.7315 |
0.7259 |
|
R3 |
0.7300 |
0.7286 |
0.7251 |
|
R2 |
0.7272 |
0.7272 |
0.7249 |
|
R1 |
0.7258 |
0.7258 |
0.7246 |
0.7250 |
PP |
0.7243 |
0.7243 |
0.7243 |
0.7239 |
S1 |
0.7229 |
0.7229 |
0.7241 |
0.7222 |
S2 |
0.7215 |
0.7215 |
0.7238 |
|
S3 |
0.7186 |
0.7201 |
0.7236 |
|
S4 |
0.7158 |
0.7172 |
0.7228 |
|
|
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 |
0.7326 |
0.7229 |
0.0097 |
1.3% |
0.0039 |
0.5% |
15% |
False |
True |
88,540 |
10 |
0.7356 |
0.7229 |
0.0127 |
1.8% |
0.0039 |
0.5% |
12% |
False |
True |
84,786 |
20 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0045 |
0.6% |
6% |
False |
True |
92,417 |
40 |
0.7485 |
0.7229 |
0.0257 |
3.5% |
0.0041 |
0.6% |
6% |
False |
True |
75,555 |
60 |
0.7521 |
0.7229 |
0.0292 |
4.0% |
0.0039 |
0.5% |
5% |
False |
True |
50,504 |
80 |
0.7652 |
0.7229 |
0.0424 |
5.8% |
0.0039 |
0.5% |
4% |
False |
True |
37,918 |
100 |
0.7652 |
0.7229 |
0.0424 |
5.8% |
0.0037 |
0.5% |
4% |
False |
True |
30,371 |
120 |
0.7652 |
0.7229 |
0.0424 |
5.8% |
0.0034 |
0.5% |
4% |
False |
True |
25,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7378 |
2.618 |
0.7332 |
1.618 |
0.7303 |
1.000 |
0.7286 |
0.618 |
0.7275 |
HIGH |
0.7257 |
0.618 |
0.7246 |
0.500 |
0.7243 |
0.382 |
0.7239 |
LOW |
0.7229 |
0.618 |
0.7211 |
1.000 |
0.7200 |
1.618 |
0.7182 |
2.618 |
0.7154 |
4.250 |
0.7107 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7243 |
0.7277 |
PP |
0.7243 |
0.7266 |
S1 |
0.7243 |
0.7255 |
|