CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7335 |
0.7377 |
0.0042 |
0.6% |
0.7387 |
High |
0.7378 |
0.7385 |
0.0007 |
0.1% |
0.7388 |
Low |
0.7330 |
0.7367 |
0.0037 |
0.5% |
0.7273 |
Close |
0.7377 |
0.7377 |
0.0000 |
0.0% |
0.7340 |
Range |
0.0048 |
0.0018 |
-0.0030 |
-62.5% |
0.0115 |
ATR |
0.0038 |
0.0036 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
133 |
122 |
-11 |
-8.3% |
1,593 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7430 |
0.7422 |
0.7387 |
|
R3 |
0.7412 |
0.7404 |
0.7382 |
|
R2 |
0.7394 |
0.7394 |
0.7380 |
|
R1 |
0.7386 |
0.7386 |
0.7379 |
0.7390 |
PP |
0.7376 |
0.7376 |
0.7376 |
0.7378 |
S1 |
0.7368 |
0.7368 |
0.7375 |
0.7372 |
S2 |
0.7358 |
0.7358 |
0.7374 |
|
S3 |
0.7340 |
0.7350 |
0.7372 |
|
S4 |
0.7322 |
0.7332 |
0.7367 |
|
|
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 |
0.7385 |
0.7273 |
0.0112 |
1.5% |
0.0040 |
0.5% |
93% |
True |
False |
274 |
10 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0042 |
0.6% |
53% |
False |
False |
244 |
20 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0035 |
0.5% |
49% |
False |
False |
224 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0026 |
0.3% |
49% |
False |
False |
146 |
60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0021 |
0.3% |
30% |
False |
False |
100 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
27% |
False |
False |
78 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0017 |
0.2% |
27% |
False |
False |
63 |
120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0015 |
0.2% |
27% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7461 |
2.618 |
0.7432 |
1.618 |
0.7414 |
1.000 |
0.7403 |
0.618 |
0.7396 |
HIGH |
0.7385 |
0.618 |
0.7378 |
0.500 |
0.7376 |
0.382 |
0.7373 |
LOW |
0.7367 |
0.618 |
0.7355 |
1.000 |
0.7349 |
1.618 |
0.7337 |
2.618 |
0.7319 |
4.250 |
0.7290 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7377 |
0.7365 |
PP |
0.7376 |
0.7353 |
S1 |
0.7376 |
0.7341 |
|