CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7313 |
0.7295 |
-0.0018 |
-0.2% |
0.7441 |
High |
0.7319 |
0.7313 |
-0.0006 |
-0.1% |
0.7471 |
Low |
0.7276 |
0.7273 |
-0.0003 |
0.0% |
0.7380 |
Close |
0.7291 |
0.7309 |
0.0018 |
0.2% |
0.7395 |
Range |
0.0044 |
0.0040 |
-0.0004 |
-8.0% |
0.0091 |
ATR |
0.0036 |
0.0036 |
0.0000 |
0.9% |
0.0000 |
Volume |
401 |
496 |
95 |
23.7% |
1,018 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7418 |
0.7404 |
0.7331 |
|
R3 |
0.7378 |
0.7364 |
0.7320 |
|
R2 |
0.7338 |
0.7338 |
0.7316 |
|
R1 |
0.7324 |
0.7324 |
0.7313 |
0.7331 |
PP |
0.7298 |
0.7298 |
0.7298 |
0.7302 |
S1 |
0.7284 |
0.7284 |
0.7305 |
0.7291 |
S2 |
0.7258 |
0.7258 |
0.7302 |
|
S3 |
0.7218 |
0.7244 |
0.7298 |
|
S4 |
0.7178 |
0.7204 |
0.7287 |
|
|
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 |
0.7273 |
0.0198 |
2.7% |
0.0052 |
0.7% |
18% |
False |
True |
338 |
10 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0040 |
0.5% |
18% |
False |
True |
326 |
20 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0031 |
0.4% |
17% |
False |
True |
236 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0023 |
0.3% |
17% |
False |
True |
135 |
60 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0020 |
0.3% |
9% |
False |
True |
93 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0017 |
0.2% |
9% |
False |
True |
72 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0015 |
0.2% |
9% |
False |
True |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7483 |
2.618 |
0.7418 |
1.618 |
0.7378 |
1.000 |
0.7353 |
0.618 |
0.7338 |
HIGH |
0.7313 |
0.618 |
0.7298 |
0.500 |
0.7293 |
0.382 |
0.7288 |
LOW |
0.7273 |
0.618 |
0.7248 |
1.000 |
0.7233 |
1.618 |
0.7208 |
2.618 |
0.7168 |
4.250 |
0.7103 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7304 |
0.7306 |
PP |
0.7298 |
0.7304 |
S1 |
0.7293 |
0.7301 |
|