CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7310 |
0.7319 |
0.0009 |
0.1% |
0.7345 |
High |
0.7333 |
0.7321 |
-0.0012 |
-0.2% |
0.7361 |
Low |
0.7298 |
0.7289 |
-0.0010 |
-0.1% |
0.7296 |
Close |
0.7327 |
0.7300 |
-0.0027 |
-0.4% |
0.7315 |
Range |
0.0035 |
0.0033 |
-0.0003 |
-7.1% |
0.0066 |
ATR |
0.0036 |
0.0036 |
0.0000 |
0.4% |
0.0000 |
Volume |
235 |
249 |
14 |
6.0% |
1,802 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7401 |
0.7383 |
0.7318 |
|
R3 |
0.7368 |
0.7350 |
0.7309 |
|
R2 |
0.7336 |
0.7336 |
0.7306 |
|
R1 |
0.7318 |
0.7318 |
0.7303 |
0.7311 |
PP |
0.7303 |
0.7303 |
0.7303 |
0.7300 |
S1 |
0.7285 |
0.7285 |
0.7297 |
0.7278 |
S2 |
0.7271 |
0.7271 |
0.7294 |
|
S3 |
0.7238 |
0.7253 |
0.7291 |
|
S4 |
0.7206 |
0.7220 |
0.7282 |
|
|
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 |
0.7289 |
0.0070 |
1.0% |
0.0036 |
0.5% |
16% |
False |
True |
279 |
10 |
0.7382 |
0.7289 |
0.0093 |
1.3% |
0.0035 |
0.5% |
12% |
False |
True |
299 |
20 |
0.7471 |
0.7273 |
0.0198 |
2.7% |
0.0039 |
0.5% |
14% |
False |
False |
272 |
40 |
0.7484 |
0.7273 |
0.0211 |
2.9% |
0.0031 |
0.4% |
13% |
False |
False |
217 |
60 |
0.7589 |
0.7273 |
0.0316 |
4.3% |
0.0025 |
0.3% |
9% |
False |
False |
148 |
80 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0022 |
0.3% |
7% |
False |
False |
113 |
100 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0019 |
0.3% |
7% |
False |
False |
93 |
120 |
0.7656 |
0.7273 |
0.0383 |
5.2% |
0.0017 |
0.2% |
7% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7459 |
2.618 |
0.7406 |
1.618 |
0.7374 |
1.000 |
0.7354 |
0.618 |
0.7341 |
HIGH |
0.7321 |
0.618 |
0.7309 |
0.500 |
0.7305 |
0.382 |
0.7301 |
LOW |
0.7289 |
0.618 |
0.7268 |
1.000 |
0.7256 |
1.618 |
0.7236 |
2.618 |
0.7203 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7305 |
0.7311 |
PP |
0.7303 |
0.7307 |
S1 |
0.7302 |
0.7304 |
|