CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7343 |
0.7310 |
-0.0033 |
-0.4% |
0.7335 |
High |
0.7359 |
0.7326 |
-0.0033 |
-0.4% |
0.7385 |
Low |
0.7309 |
0.7296 |
-0.0014 |
-0.2% |
0.7317 |
Close |
0.7312 |
0.7306 |
-0.0007 |
-0.1% |
0.7337 |
Range |
0.0050 |
0.0030 |
-0.0020 |
-39.4% |
0.0068 |
ATR |
0.0037 |
0.0037 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
284 |
402 |
118 |
41.5% |
965 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7399 |
0.7382 |
0.7322 |
|
R3 |
0.7369 |
0.7352 |
0.7314 |
|
R2 |
0.7339 |
0.7339 |
0.7311 |
|
R1 |
0.7322 |
0.7322 |
0.7308 |
0.7316 |
PP |
0.7309 |
0.7309 |
0.7309 |
0.7306 |
S1 |
0.7292 |
0.7292 |
0.7303 |
0.7286 |
S2 |
0.7279 |
0.7279 |
0.7300 |
|
S3 |
0.7249 |
0.7262 |
0.7297 |
|
S4 |
0.7219 |
0.7232 |
0.7289 |
|
|
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 |
0.7361 |
0.7296 |
0.0066 |
0.9% |
0.0033 |
0.5% |
15% |
False |
True |
348 |
10 |
0.7385 |
0.7296 |
0.0089 |
1.2% |
0.0037 |
0.5% |
11% |
False |
True |
276 |
20 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0038 |
0.5% |
16% |
False |
False |
301 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0030 |
0.4% |
15% |
False |
False |
200 |
60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0024 |
0.3% |
9% |
False |
False |
137 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0020 |
0.3% |
8% |
False |
False |
105 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0018 |
0.2% |
8% |
False |
False |
86 |
120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0016 |
0.2% |
8% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7404 |
1.618 |
0.7374 |
1.000 |
0.7356 |
0.618 |
0.7344 |
HIGH |
0.7326 |
0.618 |
0.7314 |
0.500 |
0.7311 |
0.382 |
0.7307 |
LOW |
0.7296 |
0.618 |
0.7277 |
1.000 |
0.7266 |
1.618 |
0.7247 |
2.618 |
0.7217 |
4.250 |
0.7168 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7311 |
0.7327 |
PP |
0.7309 |
0.7320 |
S1 |
0.7307 |
0.7313 |
|