CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7215 |
0.7238 |
0.0023 |
0.3% |
0.7301 |
High |
0.7244 |
0.7244 |
0.0000 |
0.0% |
0.7326 |
Low |
0.7213 |
0.7203 |
-0.0010 |
-0.1% |
0.7209 |
Close |
0.7240 |
0.7217 |
-0.0023 |
-0.3% |
0.7210 |
Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0117 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0000 |
Volume |
71,930 |
75,841 |
3,911 |
5.4% |
439,301 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7344 |
0.7321 |
0.7239 |
|
R3 |
0.7303 |
0.7280 |
0.7228 |
|
R2 |
0.7262 |
0.7262 |
0.7224 |
|
R1 |
0.7239 |
0.7239 |
0.7220 |
0.7230 |
PP |
0.7221 |
0.7221 |
0.7221 |
0.7217 |
S1 |
0.7198 |
0.7198 |
0.7213 |
0.7189 |
S2 |
0.7180 |
0.7180 |
0.7209 |
|
S3 |
0.7139 |
0.7157 |
0.7205 |
|
S4 |
0.7098 |
0.7116 |
0.7194 |
|
|
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 |
0.7289 |
0.7203 |
0.0086 |
1.2% |
0.0037 |
0.5% |
16% |
False |
True |
84,197 |
10 |
0.7350 |
0.7203 |
0.0147 |
2.0% |
0.0040 |
0.5% |
9% |
False |
True |
84,424 |
20 |
0.7377 |
0.7203 |
0.0174 |
2.4% |
0.0041 |
0.6% |
8% |
False |
True |
85,155 |
40 |
0.7485 |
0.7203 |
0.0282 |
3.9% |
0.0041 |
0.6% |
5% |
False |
True |
81,108 |
60 |
0.7492 |
0.7203 |
0.0289 |
4.0% |
0.0039 |
0.5% |
5% |
False |
True |
54,283 |
80 |
0.7652 |
0.7203 |
0.0449 |
6.2% |
0.0039 |
0.5% |
3% |
False |
True |
40,754 |
100 |
0.7652 |
0.7203 |
0.0449 |
6.2% |
0.0038 |
0.5% |
3% |
False |
True |
32,638 |
120 |
0.7652 |
0.7203 |
0.0449 |
6.2% |
0.0035 |
0.5% |
3% |
False |
True |
27,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7418 |
2.618 |
0.7351 |
1.618 |
0.7310 |
1.000 |
0.7285 |
0.618 |
0.7269 |
HIGH |
0.7244 |
0.618 |
0.7228 |
0.500 |
0.7224 |
0.382 |
0.7219 |
LOW |
0.7203 |
0.618 |
0.7178 |
1.000 |
0.7162 |
1.618 |
0.7137 |
2.618 |
0.7096 |
4.250 |
0.7029 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7224 |
0.7228 |
PP |
0.7221 |
0.7224 |
S1 |
0.7219 |
0.7220 |
|