CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7235 |
0.7215 |
-0.0021 |
-0.3% |
0.7301 |
High |
0.7254 |
0.7244 |
-0.0010 |
-0.1% |
0.7326 |
Low |
0.7209 |
0.7213 |
0.0004 |
0.1% |
0.7209 |
Close |
0.7210 |
0.7240 |
0.0030 |
0.4% |
0.7210 |
Range |
0.0045 |
0.0031 |
-0.0014 |
-30.3% |
0.0117 |
ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
79,442 |
71,930 |
-7,512 |
-9.5% |
439,301 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7325 |
0.7313 |
0.7257 |
|
R3 |
0.7294 |
0.7282 |
0.7248 |
|
R2 |
0.7263 |
0.7263 |
0.7245 |
|
R1 |
0.7251 |
0.7251 |
0.7242 |
0.7257 |
PP |
0.7232 |
0.7232 |
0.7232 |
0.7235 |
S1 |
0.7220 |
0.7220 |
0.7237 |
0.7226 |
S2 |
0.7201 |
0.7201 |
0.7234 |
|
S3 |
0.7170 |
0.7189 |
0.7231 |
|
S4 |
0.7139 |
0.7158 |
0.7222 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7598 |
0.7520 |
0.7274 |
|
R3 |
0.7481 |
0.7404 |
0.7242 |
|
R2 |
0.7365 |
0.7365 |
0.7231 |
|
R1 |
0.7287 |
0.7287 |
0.7221 |
0.7268 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7238 |
S1 |
0.7171 |
0.7171 |
0.7199 |
0.7151 |
S2 |
0.7132 |
0.7132 |
0.7189 |
|
S3 |
0.7015 |
0.7054 |
0.7178 |
|
S4 |
0.6899 |
0.6938 |
0.7146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7326 |
0.7209 |
0.0117 |
1.6% |
0.0039 |
0.5% |
26% |
False |
False |
85,859 |
10 |
0.7355 |
0.7209 |
0.0146 |
2.0% |
0.0041 |
0.6% |
21% |
False |
False |
86,847 |
20 |
0.7377 |
0.7209 |
0.0168 |
2.3% |
0.0041 |
0.6% |
18% |
False |
False |
87,379 |
40 |
0.7485 |
0.7209 |
0.0276 |
3.8% |
0.0041 |
0.6% |
11% |
False |
False |
79,282 |
60 |
0.7499 |
0.7209 |
0.0290 |
4.0% |
0.0039 |
0.5% |
11% |
False |
False |
53,020 |
80 |
0.7652 |
0.7209 |
0.0443 |
6.1% |
0.0039 |
0.5% |
7% |
False |
False |
39,807 |
100 |
0.7652 |
0.7209 |
0.0443 |
6.1% |
0.0038 |
0.5% |
7% |
False |
False |
31,880 |
120 |
0.7652 |
0.7209 |
0.0443 |
6.1% |
0.0035 |
0.5% |
7% |
False |
False |
26,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7376 |
2.618 |
0.7325 |
1.618 |
0.7294 |
1.000 |
0.7275 |
0.618 |
0.7263 |
HIGH |
0.7244 |
0.618 |
0.7232 |
0.500 |
0.7229 |
0.382 |
0.7225 |
LOW |
0.7213 |
0.618 |
0.7194 |
1.000 |
0.7182 |
1.618 |
0.7163 |
2.618 |
0.7132 |
4.250 |
0.7081 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7236 |
0.7237 |
PP |
0.7232 |
0.7235 |
S1 |
0.7229 |
0.7233 |
|