CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7292 |
0.7262 |
-0.0030 |
-0.4% |
0.7345 |
High |
0.7299 |
0.7266 |
-0.0034 |
-0.5% |
0.7361 |
Low |
0.7259 |
0.7243 |
-0.0017 |
-0.2% |
0.7296 |
Close |
0.7265 |
0.7256 |
-0.0009 |
-0.1% |
0.7315 |
Range |
0.0040 |
0.0023 |
-0.0017 |
-42.5% |
0.0066 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
613 |
359 |
-254 |
-41.4% |
1,802 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7324 |
0.7313 |
0.7268 |
|
R3 |
0.7301 |
0.7290 |
0.7262 |
|
R2 |
0.7278 |
0.7278 |
0.7260 |
|
R1 |
0.7267 |
0.7267 |
0.7258 |
0.7261 |
PP |
0.7255 |
0.7255 |
0.7255 |
0.7252 |
S1 |
0.7244 |
0.7244 |
0.7253 |
0.7238 |
S2 |
0.7232 |
0.7232 |
0.7251 |
|
S3 |
0.7209 |
0.7221 |
0.7249 |
|
S4 |
0.7186 |
0.7198 |
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 |
0.7243 |
0.0091 |
1.2% |
0.0033 |
0.5% |
14% |
False |
True |
336 |
10 |
0.7361 |
0.7243 |
0.0119 |
1.6% |
0.0033 |
0.5% |
11% |
False |
True |
342 |
20 |
0.7471 |
0.7243 |
0.0228 |
3.1% |
0.0040 |
0.5% |
6% |
False |
True |
306 |
40 |
0.7484 |
0.7243 |
0.0242 |
3.3% |
0.0032 |
0.4% |
5% |
False |
True |
241 |
60 |
0.7509 |
0.7243 |
0.0267 |
3.7% |
0.0025 |
0.3% |
5% |
False |
True |
164 |
80 |
0.7656 |
0.7243 |
0.0413 |
5.7% |
0.0022 |
0.3% |
3% |
False |
True |
125 |
100 |
0.7656 |
0.7243 |
0.0413 |
5.7% |
0.0020 |
0.3% |
3% |
False |
True |
102 |
120 |
0.7656 |
0.7243 |
0.0413 |
5.7% |
0.0018 |
0.2% |
3% |
False |
True |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7363 |
2.618 |
0.7326 |
1.618 |
0.7303 |
1.000 |
0.7289 |
0.618 |
0.7280 |
HIGH |
0.7266 |
0.618 |
0.7257 |
0.500 |
0.7254 |
0.382 |
0.7251 |
LOW |
0.7243 |
0.618 |
0.7228 |
1.000 |
0.7220 |
1.618 |
0.7205 |
2.618 |
0.7182 |
4.250 |
0.7145 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7255 |
0.7282 |
PP |
0.7255 |
0.7273 |
S1 |
0.7254 |
0.7264 |
|