CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7343 |
-0.0011 |
-0.1% |
0.7335 |
| High |
0.7358 |
0.7359 |
0.0001 |
0.0% |
0.7385 |
| Low |
0.7318 |
0.7309 |
-0.0009 |
-0.1% |
0.7317 |
| Close |
0.7346 |
0.7312 |
-0.0034 |
-0.5% |
0.7337 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.3% |
0.0068 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.6% |
0.0000 |
| Volume |
796 |
284 |
-512 |
-64.3% |
965 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7443 |
0.7339 |
|
| R3 |
0.7426 |
0.7394 |
0.7326 |
|
| R2 |
0.7376 |
0.7376 |
0.7321 |
|
| R1 |
0.7344 |
0.7344 |
0.7317 |
0.7335 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7322 |
| S1 |
0.7295 |
0.7295 |
0.7307 |
0.7286 |
| S2 |
0.7277 |
0.7277 |
0.7303 |
|
| S3 |
0.7228 |
0.7245 |
0.7298 |
|
| S4 |
0.7178 |
0.7196 |
0.7285 |
|
|
| 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 |
0.7309 |
0.0073 |
1.0% |
0.0040 |
0.6% |
4% |
False |
True |
353 |
| 10 |
0.7385 |
0.7273 |
0.0112 |
1.5% |
0.0038 |
0.5% |
35% |
False |
False |
285 |
| 20 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0038 |
0.5% |
20% |
False |
False |
285 |
| 40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0030 |
0.4% |
18% |
False |
False |
191 |
| 60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0024 |
0.3% |
11% |
False |
False |
130 |
| 80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0020 |
0.3% |
10% |
False |
False |
99 |
| 100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
10% |
False |
False |
82 |
| 120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0017 |
0.2% |
10% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7488 |
|
1.618 |
0.7439 |
|
1.000 |
0.7408 |
|
0.618 |
0.7389 |
|
HIGH |
0.7359 |
|
0.618 |
0.7340 |
|
0.500 |
0.7334 |
|
0.382 |
0.7328 |
|
LOW |
0.7309 |
|
0.618 |
0.7278 |
|
1.000 |
0.7260 |
|
1.618 |
0.7229 |
|
2.618 |
0.7179 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7334 |
0.7335 |
| PP |
0.7327 |
0.7327 |
| S1 |
0.7319 |
0.7320 |
|