CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7304 |
0.7310 |
0.0006 |
0.1% |
0.7345 |
High |
0.7332 |
0.7333 |
0.0002 |
0.0% |
0.7361 |
Low |
0.7298 |
0.7298 |
0.0000 |
0.0% |
0.7296 |
Close |
0.7315 |
0.7327 |
0.0013 |
0.2% |
0.7315 |
Range |
0.0034 |
0.0035 |
0.0002 |
4.5% |
0.0066 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
Volume |
228 |
235 |
7 |
3.1% |
1,802 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7424 |
0.7411 |
0.7346 |
|
R3 |
0.7389 |
0.7376 |
0.7337 |
|
R2 |
0.7354 |
0.7354 |
0.7333 |
|
R1 |
0.7341 |
0.7341 |
0.7330 |
0.7348 |
PP |
0.7319 |
0.7319 |
0.7319 |
0.7323 |
S1 |
0.7306 |
0.7306 |
0.7324 |
0.7313 |
S2 |
0.7284 |
0.7284 |
0.7321 |
|
S3 |
0.7249 |
0.7271 |
0.7317 |
|
S4 |
0.7214 |
0.7236 |
0.7308 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7520 |
0.7483 |
0.7351 |
|
R3 |
0.7455 |
0.7417 |
0.7333 |
|
R2 |
0.7389 |
0.7389 |
0.7327 |
|
R1 |
0.7352 |
0.7352 |
0.7321 |
0.7338 |
PP |
0.7324 |
0.7324 |
0.7324 |
0.7317 |
S1 |
0.7286 |
0.7286 |
0.7308 |
0.7272 |
S2 |
0.7258 |
0.7258 |
0.7302 |
|
S3 |
0.7193 |
0.7221 |
0.7296 |
|
S4 |
0.7127 |
0.7155 |
0.7278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7359 |
0.7296 |
0.0063 |
0.9% |
0.0038 |
0.5% |
50% |
False |
False |
389 |
10 |
0.7385 |
0.7296 |
0.0089 |
1.2% |
0.0034 |
0.5% |
35% |
False |
False |
286 |
20 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0039 |
0.5% |
27% |
False |
False |
266 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0031 |
0.4% |
26% |
False |
False |
211 |
60 |
0.7626 |
0.7273 |
0.0353 |
4.8% |
0.0024 |
0.3% |
15% |
False |
False |
144 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0021 |
0.3% |
14% |
False |
False |
110 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0019 |
0.3% |
14% |
False |
False |
90 |
120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0017 |
0.2% |
14% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7482 |
2.618 |
0.7425 |
1.618 |
0.7390 |
1.000 |
0.7368 |
0.618 |
0.7355 |
HIGH |
0.7333 |
0.618 |
0.7320 |
0.500 |
0.7316 |
0.382 |
0.7311 |
LOW |
0.7298 |
0.618 |
0.7276 |
1.000 |
0.7263 |
1.618 |
0.7241 |
2.618 |
0.7206 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7323 |
0.7323 |
PP |
0.7319 |
0.7319 |
S1 |
0.7316 |
0.7314 |
|