CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7260 |
0.7228 |
-0.0032 |
-0.4% |
0.7310 |
High |
0.7265 |
0.7256 |
-0.0009 |
-0.1% |
0.7333 |
Low |
0.7222 |
0.7226 |
0.0004 |
0.0% |
0.7222 |
Close |
0.7222 |
0.7252 |
0.0030 |
0.4% |
0.7222 |
Range |
0.0043 |
0.0030 |
-0.0013 |
-29.4% |
0.0111 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.6% |
0.0000 |
Volume |
355 |
296 |
-59 |
-16.6% |
1,811 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7334 |
0.7323 |
0.7268 |
|
R3 |
0.7304 |
0.7293 |
0.7260 |
|
R2 |
0.7274 |
0.7274 |
0.7257 |
|
R1 |
0.7263 |
0.7263 |
0.7254 |
0.7269 |
PP |
0.7244 |
0.7244 |
0.7244 |
0.7247 |
S1 |
0.7233 |
0.7233 |
0.7249 |
0.7239 |
S2 |
0.7214 |
0.7214 |
0.7246 |
|
S3 |
0.7184 |
0.7203 |
0.7243 |
|
S4 |
0.7154 |
0.7173 |
0.7235 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7518 |
0.7283 |
|
R3 |
0.7481 |
0.7407 |
0.7253 |
|
R2 |
0.7370 |
0.7370 |
0.7242 |
|
R1 |
0.7296 |
0.7296 |
0.7232 |
0.7278 |
PP |
0.7259 |
0.7259 |
0.7259 |
0.7250 |
S1 |
0.7185 |
0.7185 |
0.7212 |
0.7167 |
S2 |
0.7148 |
0.7148 |
0.7202 |
|
S3 |
0.7037 |
0.7074 |
0.7191 |
|
S4 |
0.6926 |
0.6963 |
0.7161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7321 |
0.7222 |
0.0099 |
1.4% |
0.0034 |
0.5% |
30% |
False |
False |
374 |
10 |
0.7359 |
0.7222 |
0.0137 |
1.9% |
0.0036 |
0.5% |
22% |
False |
False |
381 |
20 |
0.7385 |
0.7222 |
0.0163 |
2.2% |
0.0036 |
0.5% |
18% |
False |
False |
310 |
40 |
0.7484 |
0.7222 |
0.0262 |
3.6% |
0.0032 |
0.4% |
11% |
False |
False |
249 |
60 |
0.7503 |
0.7222 |
0.0281 |
3.9% |
0.0026 |
0.4% |
11% |
False |
False |
175 |
80 |
0.7656 |
0.7222 |
0.0434 |
6.0% |
0.0023 |
0.3% |
7% |
False |
False |
134 |
100 |
0.7656 |
0.7222 |
0.0434 |
6.0% |
0.0020 |
0.3% |
7% |
False |
False |
109 |
120 |
0.7656 |
0.7222 |
0.0434 |
6.0% |
0.0018 |
0.3% |
7% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7383 |
2.618 |
0.7334 |
1.618 |
0.7304 |
1.000 |
0.7286 |
0.618 |
0.7274 |
HIGH |
0.7256 |
0.618 |
0.7244 |
0.500 |
0.7241 |
0.382 |
0.7237 |
LOW |
0.7226 |
0.618 |
0.7207 |
1.000 |
0.7196 |
1.618 |
0.7177 |
2.618 |
0.7147 |
4.250 |
0.7098 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7248 |
0.7249 |
PP |
0.7244 |
0.7246 |
S1 |
0.7241 |
0.7244 |
|