CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.7214 |
0.7223 |
0.0009 |
0.1% |
0.7301 |
High |
0.7229 |
0.7284 |
0.0055 |
0.8% |
0.7326 |
Low |
0.7199 |
0.7222 |
0.0024 |
0.3% |
0.7209 |
Close |
0.7209 |
0.7276 |
0.0067 |
0.9% |
0.7210 |
Range |
0.0031 |
0.0062 |
0.0032 |
103.3% |
0.0117 |
ATR |
0.0040 |
0.0043 |
0.0003 |
6.3% |
0.0000 |
Volume |
95,459 |
90,360 |
-5,099 |
-5.3% |
439,301 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7447 |
0.7423 |
0.7310 |
|
R3 |
0.7385 |
0.7361 |
0.7293 |
|
R2 |
0.7323 |
0.7323 |
0.7287 |
|
R1 |
0.7299 |
0.7299 |
0.7281 |
0.7311 |
PP |
0.7261 |
0.7261 |
0.7261 |
0.7266 |
S1 |
0.7237 |
0.7237 |
0.7270 |
0.7249 |
S2 |
0.7199 |
0.7199 |
0.7264 |
|
S3 |
0.7137 |
0.7175 |
0.7258 |
|
S4 |
0.7075 |
0.7113 |
0.7241 |
|
|
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 |
0.7284 |
0.7199 |
0.0086 |
1.2% |
0.0042 |
0.6% |
90% |
True |
False |
82,606 |
10 |
0.7326 |
0.7199 |
0.0127 |
1.7% |
0.0040 |
0.6% |
61% |
False |
False |
85,573 |
20 |
0.7377 |
0.7199 |
0.0178 |
2.4% |
0.0041 |
0.6% |
43% |
False |
False |
83,620 |
40 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
27% |
False |
False |
85,624 |
60 |
0.7489 |
0.7199 |
0.0291 |
4.0% |
0.0039 |
0.5% |
27% |
False |
False |
57,367 |
80 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
17% |
False |
False |
43,070 |
100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
17% |
False |
False |
34,495 |
120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0035 |
0.5% |
17% |
False |
False |
28,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7446 |
1.618 |
0.7384 |
1.000 |
0.7346 |
0.618 |
0.7322 |
HIGH |
0.7284 |
0.618 |
0.7260 |
0.500 |
0.7253 |
0.382 |
0.7246 |
LOW |
0.7222 |
0.618 |
0.7184 |
1.000 |
0.7160 |
1.618 |
0.7122 |
2.618 |
0.7060 |
4.250 |
0.6959 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7268 |
0.7264 |
PP |
0.7261 |
0.7253 |
S1 |
0.7253 |
0.7241 |
|