CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7390 |
0.7376 |
-0.0014 |
-0.2% |
0.7361 |
High |
0.7390 |
0.7376 |
-0.0014 |
-0.2% |
0.7361 |
Low |
0.7383 |
0.7376 |
-0.0007 |
-0.1% |
0.7280 |
Close |
0.7383 |
0.7376 |
-0.0007 |
-0.1% |
0.7346 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0081 |
ATR |
0.0026 |
0.0025 |
-0.0001 |
-5.2% |
0.0000 |
Volume |
75 |
45 |
-30 |
-40.0% |
140 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7376 |
0.7376 |
0.7376 |
|
R3 |
0.7376 |
0.7376 |
0.7376 |
|
R2 |
0.7376 |
0.7376 |
0.7376 |
|
R1 |
0.7376 |
0.7376 |
0.7376 |
0.7376 |
PP |
0.7376 |
0.7376 |
0.7376 |
0.7376 |
S1 |
0.7376 |
0.7376 |
0.7376 |
0.7376 |
S2 |
0.7376 |
0.7376 |
0.7376 |
|
S3 |
0.7376 |
0.7376 |
0.7376 |
|
S4 |
0.7376 |
0.7376 |
0.7376 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7572 |
0.7540 |
0.7390 |
|
R3 |
0.7491 |
0.7459 |
0.7368 |
|
R2 |
0.7410 |
0.7410 |
0.7360 |
|
R1 |
0.7378 |
0.7378 |
0.7353 |
0.7353 |
PP |
0.7329 |
0.7329 |
0.7329 |
0.7317 |
S1 |
0.7297 |
0.7297 |
0.7338 |
0.7272 |
S2 |
0.7248 |
0.7248 |
0.7331 |
|
S3 |
0.7167 |
0.7216 |
0.7323 |
|
S4 |
0.7086 |
0.7135 |
0.7301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7390 |
0.7280 |
0.0110 |
1.5% |
0.0024 |
0.3% |
88% |
False |
False |
35 |
10 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0025 |
0.3% |
49% |
False |
False |
27 |
20 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0016 |
0.2% |
48% |
False |
False |
15 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0015 |
0.2% |
48% |
False |
False |
9 |
60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0013 |
0.2% |
28% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7376 |
2.618 |
0.7376 |
1.618 |
0.7376 |
1.000 |
0.7376 |
0.618 |
0.7376 |
HIGH |
0.7376 |
0.618 |
0.7376 |
0.500 |
0.7376 |
0.382 |
0.7376 |
LOW |
0.7376 |
0.618 |
0.7376 |
1.000 |
0.7376 |
1.618 |
0.7376 |
2.618 |
0.7376 |
4.250 |
0.7376 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7376 |
0.7374 |
PP |
0.7376 |
0.7372 |
S1 |
0.7376 |
0.7370 |
|