CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7387 |
0.7328 |
-0.0059 |
-0.8% |
0.7441 |
High |
0.7388 |
0.7329 |
-0.0059 |
-0.8% |
0.7471 |
Low |
0.7330 |
0.7300 |
-0.0030 |
-0.4% |
0.7380 |
Close |
0.7333 |
0.7313 |
-0.0021 |
-0.3% |
0.7395 |
Range |
0.0058 |
0.0029 |
-0.0029 |
-50.0% |
0.0091 |
ATR |
0.0035 |
0.0035 |
0.0000 |
-0.4% |
0.0000 |
Volume |
251 |
224 |
-27 |
-10.8% |
1,018 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7401 |
0.7386 |
0.7328 |
|
R3 |
0.7372 |
0.7357 |
0.7320 |
|
R2 |
0.7343 |
0.7343 |
0.7318 |
|
R1 |
0.7328 |
0.7328 |
0.7315 |
0.7321 |
PP |
0.7314 |
0.7314 |
0.7314 |
0.7310 |
S1 |
0.7299 |
0.7299 |
0.7310 |
0.7292 |
S2 |
0.7285 |
0.7285 |
0.7307 |
|
S3 |
0.7256 |
0.7270 |
0.7305 |
|
S4 |
0.7227 |
0.7241 |
0.7297 |
|
|
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 |
0.7300 |
0.0171 |
2.3% |
0.0044 |
0.6% |
7% |
False |
True |
214 |
10 |
0.7483 |
0.7300 |
0.0183 |
2.5% |
0.0038 |
0.5% |
7% |
False |
True |
259 |
20 |
0.7484 |
0.7300 |
0.0184 |
2.5% |
0.0029 |
0.4% |
7% |
False |
True |
195 |
40 |
0.7484 |
0.7300 |
0.0184 |
2.5% |
0.0022 |
0.3% |
7% |
False |
True |
113 |
60 |
0.7656 |
0.7300 |
0.0356 |
4.9% |
0.0019 |
0.3% |
4% |
False |
True |
78 |
80 |
0.7656 |
0.7300 |
0.0356 |
4.9% |
0.0016 |
0.2% |
4% |
False |
True |
61 |
100 |
0.7656 |
0.7300 |
0.0356 |
4.9% |
0.0015 |
0.2% |
4% |
False |
True |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7452 |
2.618 |
0.7405 |
1.618 |
0.7376 |
1.000 |
0.7358 |
0.618 |
0.7347 |
HIGH |
0.7329 |
0.618 |
0.7318 |
0.500 |
0.7315 |
0.382 |
0.7311 |
LOW |
0.7300 |
0.618 |
0.7282 |
1.000 |
0.7271 |
1.618 |
0.7253 |
2.618 |
0.7224 |
4.250 |
0.7177 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7315 |
0.7385 |
PP |
0.7314 |
0.7361 |
S1 |
0.7313 |
0.7337 |
|