CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7335 |
0.0023 |
0.3% |
0.7387 |
| High |
0.7346 |
0.7378 |
0.0032 |
0.4% |
0.7388 |
| Low |
0.7298 |
0.7330 |
0.0032 |
0.4% |
0.7273 |
| Close |
0.7340 |
0.7377 |
0.0037 |
0.5% |
0.7340 |
| Range |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0115 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.2% |
0.0000 |
| Volume |
221 |
133 |
-88 |
-39.8% |
1,593 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7489 |
0.7403 |
|
| R3 |
0.7458 |
0.7441 |
0.7390 |
|
| R2 |
0.7410 |
0.7410 |
0.7386 |
|
| R1 |
0.7393 |
0.7393 |
0.7381 |
0.7402 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7366 |
| S1 |
0.7345 |
0.7345 |
0.7373 |
0.7354 |
| S2 |
0.7314 |
0.7314 |
0.7368 |
|
| S3 |
0.7266 |
0.7297 |
0.7364 |
|
| S4 |
0.7218 |
0.7249 |
0.7351 |
|
|
| 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 |
0.7378 |
0.7273 |
0.0105 |
1.4% |
0.0042 |
0.6% |
99% |
True |
False |
295 |
| 10 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0044 |
0.6% |
53% |
False |
False |
246 |
| 20 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0035 |
0.5% |
49% |
False |
False |
251 |
| 40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0025 |
0.3% |
49% |
False |
False |
143 |
| 60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0021 |
0.3% |
30% |
False |
False |
98 |
| 80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
27% |
False |
False |
77 |
| 100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0016 |
0.2% |
27% |
False |
False |
62 |
| 120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0015 |
0.2% |
27% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7504 |
|
1.618 |
0.7456 |
|
1.000 |
0.7426 |
|
0.618 |
0.7408 |
|
HIGH |
0.7378 |
|
0.618 |
0.7360 |
|
0.500 |
0.7354 |
|
0.382 |
0.7348 |
|
LOW |
0.7330 |
|
0.618 |
0.7300 |
|
1.000 |
0.7282 |
|
1.618 |
0.7252 |
|
2.618 |
0.7204 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7360 |
| PP |
0.7362 |
0.7343 |
| S1 |
0.7354 |
0.7326 |
|