CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7319 |
0.7292 |
-0.0027 |
-0.4% |
0.7345 |
High |
0.7321 |
0.7299 |
-0.0022 |
-0.3% |
0.7361 |
Low |
0.7289 |
0.7259 |
-0.0030 |
-0.4% |
0.7296 |
Close |
0.7300 |
0.7265 |
-0.0036 |
-0.5% |
0.7315 |
Range |
0.0033 |
0.0040 |
0.0008 |
23.1% |
0.0066 |
ATR |
0.0036 |
0.0037 |
0.0000 |
0.9% |
0.0000 |
Volume |
249 |
613 |
364 |
146.2% |
1,802 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7394 |
0.7369 |
0.7287 |
|
R3 |
0.7354 |
0.7329 |
0.7276 |
|
R2 |
0.7314 |
0.7314 |
0.7272 |
|
R1 |
0.7289 |
0.7289 |
0.7268 |
0.7282 |
PP |
0.7274 |
0.7274 |
0.7274 |
0.7270 |
S1 |
0.7249 |
0.7249 |
0.7261 |
0.7242 |
S2 |
0.7234 |
0.7234 |
0.7257 |
|
S3 |
0.7194 |
0.7209 |
0.7254 |
|
S4 |
0.7154 |
0.7169 |
0.7243 |
|
|
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 |
0.7333 |
0.7259 |
0.0074 |
1.0% |
0.0034 |
0.5% |
7% |
False |
True |
345 |
10 |
0.7382 |
0.7259 |
0.0123 |
1.7% |
0.0037 |
0.5% |
4% |
False |
True |
349 |
20 |
0.7471 |
0.7259 |
0.0212 |
2.9% |
0.0040 |
0.5% |
3% |
False |
True |
295 |
40 |
0.7484 |
0.7259 |
0.0225 |
3.1% |
0.0032 |
0.4% |
2% |
False |
True |
232 |
60 |
0.7514 |
0.7259 |
0.0255 |
3.5% |
0.0025 |
0.3% |
2% |
False |
True |
158 |
80 |
0.7656 |
0.7259 |
0.0397 |
5.5% |
0.0022 |
0.3% |
1% |
False |
True |
121 |
100 |
0.7656 |
0.7259 |
0.0397 |
5.5% |
0.0019 |
0.3% |
1% |
False |
True |
99 |
120 |
0.7656 |
0.7259 |
0.0397 |
5.5% |
0.0017 |
0.2% |
1% |
False |
True |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7469 |
2.618 |
0.7404 |
1.618 |
0.7364 |
1.000 |
0.7339 |
0.618 |
0.7324 |
HIGH |
0.7299 |
0.618 |
0.7284 |
0.500 |
0.7279 |
0.382 |
0.7274 |
LOW |
0.7259 |
0.618 |
0.7234 |
1.000 |
0.7219 |
1.618 |
0.7194 |
2.618 |
0.7154 |
4.250 |
0.7089 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7279 |
0.7296 |
PP |
0.7274 |
0.7286 |
S1 |
0.7269 |
0.7275 |
|