CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7435 |
0.7387 |
-0.0049 |
-0.7% |
0.7441 |
High |
0.7471 |
0.7388 |
-0.0083 |
-1.1% |
0.7471 |
Low |
0.7380 |
0.7330 |
-0.0050 |
-0.7% |
0.7380 |
Close |
0.7395 |
0.7333 |
-0.0062 |
-0.8% |
0.7395 |
Range |
0.0091 |
0.0058 |
-0.0033 |
-35.9% |
0.0091 |
ATR |
0.0033 |
0.0035 |
0.0002 |
6.9% |
0.0000 |
Volume |
318 |
251 |
-67 |
-21.1% |
1,018 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7524 |
0.7487 |
0.7365 |
|
R3 |
0.7466 |
0.7429 |
0.7349 |
|
R2 |
0.7408 |
0.7408 |
0.7344 |
|
R1 |
0.7371 |
0.7371 |
0.7338 |
0.7361 |
PP |
0.7350 |
0.7350 |
0.7350 |
0.7345 |
S1 |
0.7313 |
0.7313 |
0.7328 |
0.7303 |
S2 |
0.7292 |
0.7292 |
0.7322 |
|
S3 |
0.7234 |
0.7255 |
0.7317 |
|
S4 |
0.7176 |
0.7197 |
0.7301 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7631 |
0.7444 |
|
R3 |
0.7596 |
0.7541 |
0.7419 |
|
R2 |
0.7506 |
0.7506 |
0.7411 |
|
R1 |
0.7450 |
0.7450 |
0.7403 |
0.7433 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7406 |
S1 |
0.7360 |
0.7360 |
0.7386 |
0.7342 |
S2 |
0.7325 |
0.7325 |
0.7378 |
|
S3 |
0.7234 |
0.7269 |
0.7370 |
|
S4 |
0.7144 |
0.7179 |
0.7345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7471 |
0.7330 |
0.0141 |
1.9% |
0.0047 |
0.6% |
2% |
False |
True |
197 |
10 |
0.7484 |
0.7330 |
0.0154 |
2.1% |
0.0038 |
0.5% |
2% |
False |
True |
240 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.2% |
0.0028 |
0.4% |
5% |
False |
False |
188 |
40 |
0.7503 |
0.7325 |
0.0178 |
2.4% |
0.0021 |
0.3% |
5% |
False |
False |
107 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0019 |
0.3% |
2% |
False |
False |
75 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0016 |
0.2% |
2% |
False |
False |
59 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0015 |
0.2% |
2% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7635 |
2.618 |
0.7540 |
1.618 |
0.7482 |
1.000 |
0.7446 |
0.618 |
0.7424 |
HIGH |
0.7388 |
0.618 |
0.7366 |
0.500 |
0.7359 |
0.382 |
0.7352 |
LOW |
0.7330 |
0.618 |
0.7294 |
1.000 |
0.7272 |
1.618 |
0.7236 |
2.618 |
0.7178 |
4.250 |
0.7084 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7359 |
0.7400 |
PP |
0.7350 |
0.7378 |
S1 |
0.7342 |
0.7355 |
|