CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7345 |
0.7354 |
0.0010 |
0.1% |
0.7335 |
High |
0.7361 |
0.7358 |
-0.0004 |
0.0% |
0.7385 |
Low |
0.7340 |
0.7318 |
-0.0022 |
-0.3% |
0.7317 |
Close |
0.7361 |
0.7346 |
-0.0016 |
-0.2% |
0.7337 |
Range |
0.0021 |
0.0040 |
0.0019 |
88.1% |
0.0068 |
ATR |
0.0036 |
0.0036 |
0.0001 |
1.5% |
0.0000 |
Volume |
92 |
796 |
704 |
765.2% |
965 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7459 |
0.7442 |
0.7367 |
|
R3 |
0.7419 |
0.7402 |
0.7356 |
|
R2 |
0.7380 |
0.7380 |
0.7353 |
|
R1 |
0.7363 |
0.7363 |
0.7349 |
0.7352 |
PP |
0.7340 |
0.7340 |
0.7340 |
0.7335 |
S1 |
0.7323 |
0.7323 |
0.7342 |
0.7312 |
S2 |
0.7301 |
0.7301 |
0.7338 |
|
S3 |
0.7261 |
0.7284 |
0.7335 |
|
S4 |
0.7222 |
0.7244 |
0.7324 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7549 |
0.7510 |
0.7374 |
|
R3 |
0.7481 |
0.7443 |
0.7356 |
|
R2 |
0.7414 |
0.7414 |
0.7349 |
|
R1 |
0.7375 |
0.7375 |
0.7343 |
0.7395 |
PP |
0.7346 |
0.7346 |
0.7346 |
0.7356 |
S1 |
0.7308 |
0.7308 |
0.7331 |
0.7327 |
S2 |
0.7279 |
0.7279 |
0.7325 |
|
S3 |
0.7211 |
0.7240 |
0.7318 |
|
S4 |
0.7144 |
0.7173 |
0.7300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7382 |
0.7317 |
0.0065 |
0.9% |
0.0035 |
0.5% |
44% |
False |
False |
319 |
10 |
0.7385 |
0.7273 |
0.0112 |
1.5% |
0.0037 |
0.5% |
65% |
False |
False |
297 |
20 |
0.7483 |
0.7273 |
0.0210 |
2.9% |
0.0038 |
0.5% |
35% |
False |
False |
278 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0029 |
0.4% |
34% |
False |
False |
183 |
60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0023 |
0.3% |
21% |
False |
False |
125 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0019 |
0.3% |
19% |
False |
False |
96 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
19% |
False |
False |
79 |
120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0016 |
0.2% |
19% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7525 |
2.618 |
0.7461 |
1.618 |
0.7421 |
1.000 |
0.7397 |
0.618 |
0.7382 |
HIGH |
0.7358 |
0.618 |
0.7342 |
0.500 |
0.7338 |
0.382 |
0.7333 |
LOW |
0.7318 |
0.618 |
0.7294 |
1.000 |
0.7279 |
1.618 |
0.7254 |
2.618 |
0.7215 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7343 |
0.7344 |
PP |
0.7340 |
0.7342 |
S1 |
0.7338 |
0.7340 |
|