CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7295 |
0.7312 |
0.0017 |
0.2% |
0.7387 |
High |
0.7313 |
0.7346 |
0.0033 |
0.5% |
0.7388 |
Low |
0.7273 |
0.7298 |
0.0025 |
0.3% |
0.7273 |
Close |
0.7309 |
0.7340 |
0.0031 |
0.4% |
0.7340 |
Range |
0.0040 |
0.0048 |
0.0008 |
20.0% |
0.0115 |
ATR |
0.0036 |
0.0037 |
0.0001 |
2.4% |
0.0000 |
Volume |
496 |
221 |
-275 |
-55.4% |
1,593 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7472 |
0.7454 |
0.7366 |
|
R3 |
0.7424 |
0.7406 |
0.7353 |
|
R2 |
0.7376 |
0.7376 |
0.7349 |
|
R1 |
0.7358 |
0.7358 |
0.7344 |
0.7367 |
PP |
0.7328 |
0.7328 |
0.7328 |
0.7333 |
S1 |
0.7310 |
0.7310 |
0.7336 |
0.7319 |
S2 |
0.7280 |
0.7280 |
0.7331 |
|
S3 |
0.7232 |
0.7262 |
0.7327 |
|
S4 |
0.7184 |
0.7214 |
0.7314 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7679 |
0.7624 |
0.7403 |
|
R3 |
0.7564 |
0.7509 |
0.7372 |
|
R2 |
0.7449 |
0.7449 |
0.7361 |
|
R1 |
0.7394 |
0.7394 |
0.7351 |
0.7364 |
PP |
0.7334 |
0.7334 |
0.7334 |
0.7319 |
S1 |
0.7279 |
0.7279 |
0.7329 |
0.7249 |
S2 |
0.7219 |
0.7219 |
0.7319 |
|
S3 |
0.7104 |
0.7164 |
0.7308 |
|
S4 |
0.6989 |
0.7049 |
0.7277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7388 |
0.7273 |
0.0115 |
1.6% |
0.0044 |
0.6% |
58% |
False |
False |
318 |
10 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0041 |
0.6% |
34% |
False |
False |
261 |
20 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0033 |
0.4% |
32% |
False |
False |
246 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0024 |
0.3% |
32% |
False |
False |
140 |
60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0020 |
0.3% |
19% |
False |
False |
96 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
18% |
False |
False |
75 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0016 |
0.2% |
18% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7550 |
2.618 |
0.7472 |
1.618 |
0.7424 |
1.000 |
0.7394 |
0.618 |
0.7376 |
HIGH |
0.7346 |
0.618 |
0.7328 |
0.500 |
0.7322 |
0.382 |
0.7316 |
LOW |
0.7298 |
0.618 |
0.7268 |
1.000 |
0.7250 |
1.618 |
0.7220 |
2.618 |
0.7172 |
4.250 |
0.7094 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7334 |
0.7330 |
PP |
0.7328 |
0.7320 |
S1 |
0.7322 |
0.7310 |
|