CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7238 |
0.7214 |
-0.0024 |
-0.3% |
0.7301 |
High |
0.7244 |
0.7229 |
-0.0015 |
-0.2% |
0.7326 |
Low |
0.7203 |
0.7199 |
-0.0005 |
-0.1% |
0.7209 |
Close |
0.7217 |
0.7209 |
-0.0008 |
-0.1% |
0.7210 |
Range |
0.0041 |
0.0031 |
-0.0011 |
-25.6% |
0.0117 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
75,841 |
95,459 |
19,618 |
25.9% |
439,301 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7304 |
0.7287 |
0.7225 |
|
R3 |
0.7273 |
0.7256 |
0.7217 |
|
R2 |
0.7243 |
0.7243 |
0.7214 |
|
R1 |
0.7226 |
0.7226 |
0.7211 |
0.7219 |
PP |
0.7212 |
0.7212 |
0.7212 |
0.7209 |
S1 |
0.7195 |
0.7195 |
0.7206 |
0.7188 |
S2 |
0.7182 |
0.7182 |
0.7203 |
|
S3 |
0.7151 |
0.7165 |
0.7200 |
|
S4 |
0.7121 |
0.7134 |
0.7192 |
|
|
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 |
0.7257 |
0.7199 |
0.0059 |
0.8% |
0.0035 |
0.5% |
17% |
False |
True |
83,441 |
10 |
0.7326 |
0.7199 |
0.0127 |
1.8% |
0.0037 |
0.5% |
8% |
False |
True |
86,277 |
20 |
0.7377 |
0.7199 |
0.0178 |
2.5% |
0.0040 |
0.6% |
6% |
False |
True |
83,873 |
40 |
0.7485 |
0.7199 |
0.0287 |
4.0% |
0.0041 |
0.6% |
3% |
False |
True |
83,435 |
60 |
0.7489 |
0.7199 |
0.0291 |
4.0% |
0.0038 |
0.5% |
3% |
False |
True |
55,865 |
80 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0039 |
0.5% |
2% |
False |
True |
41,944 |
100 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0038 |
0.5% |
2% |
False |
True |
33,592 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.3% |
0.0035 |
0.5% |
2% |
False |
True |
28,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7359 |
2.618 |
0.7309 |
1.618 |
0.7278 |
1.000 |
0.7260 |
0.618 |
0.7248 |
HIGH |
0.7229 |
0.618 |
0.7217 |
0.500 |
0.7214 |
0.382 |
0.7210 |
LOW |
0.7199 |
0.618 |
0.7180 |
1.000 |
0.7168 |
1.618 |
0.7149 |
2.618 |
0.7119 |
4.250 |
0.7069 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7214 |
0.7221 |
PP |
0.7212 |
0.7217 |
S1 |
0.7210 |
0.7213 |
|