CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7228 |
0.7250 |
0.0022 |
0.3% |
0.7310 |
High |
0.7256 |
0.7250 |
-0.0006 |
-0.1% |
0.7333 |
Low |
0.7226 |
0.7217 |
-0.0009 |
-0.1% |
0.7222 |
Close |
0.7252 |
0.7230 |
-0.0022 |
-0.3% |
0.7222 |
Range |
0.0030 |
0.0033 |
0.0003 |
10.0% |
0.0111 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
Volume |
296 |
148 |
-148 |
-50.0% |
1,811 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7331 |
0.7313 |
0.7248 |
|
R3 |
0.7298 |
0.7280 |
0.7239 |
|
R2 |
0.7265 |
0.7265 |
0.7236 |
|
R1 |
0.7247 |
0.7247 |
0.7233 |
0.7240 |
PP |
0.7232 |
0.7232 |
0.7232 |
0.7228 |
S1 |
0.7214 |
0.7214 |
0.7226 |
0.7207 |
S2 |
0.7199 |
0.7199 |
0.7223 |
|
S3 |
0.7166 |
0.7181 |
0.7220 |
|
S4 |
0.7133 |
0.7148 |
0.7211 |
|
|
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 |
0.7299 |
0.7217 |
0.0082 |
1.1% |
0.0034 |
0.5% |
15% |
False |
True |
354 |
10 |
0.7359 |
0.7217 |
0.0142 |
2.0% |
0.0035 |
0.5% |
9% |
False |
True |
316 |
20 |
0.7385 |
0.7217 |
0.0168 |
2.3% |
0.0036 |
0.5% |
7% |
False |
True |
307 |
40 |
0.7484 |
0.7217 |
0.0267 |
3.7% |
0.0032 |
0.4% |
5% |
False |
True |
251 |
60 |
0.7484 |
0.7217 |
0.0267 |
3.7% |
0.0027 |
0.4% |
5% |
False |
True |
177 |
80 |
0.7656 |
0.7217 |
0.0439 |
6.1% |
0.0023 |
0.3% |
3% |
False |
True |
135 |
100 |
0.7656 |
0.7217 |
0.0439 |
6.1% |
0.0020 |
0.3% |
3% |
False |
True |
110 |
120 |
0.7656 |
0.7217 |
0.0439 |
6.1% |
0.0018 |
0.3% |
3% |
False |
True |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7390 |
2.618 |
0.7336 |
1.618 |
0.7303 |
1.000 |
0.7283 |
0.618 |
0.7270 |
HIGH |
0.7250 |
0.618 |
0.7237 |
0.500 |
0.7234 |
0.382 |
0.7230 |
LOW |
0.7217 |
0.618 |
0.7197 |
1.000 |
0.7184 |
1.618 |
0.7164 |
2.618 |
0.7131 |
4.250 |
0.7077 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7234 |
0.7241 |
PP |
0.7232 |
0.7237 |
S1 |
0.7231 |
0.7233 |
|