CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7343 |
0.7351 |
0.0008 |
0.1% |
0.7351 |
High |
0.7343 |
0.7367 |
0.0024 |
0.3% |
0.7390 |
Low |
0.7343 |
0.7351 |
0.0008 |
0.1% |
0.7327 |
Close |
0.7343 |
0.7367 |
0.0024 |
0.3% |
0.7343 |
Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0063 |
ATR |
0.0026 |
0.0026 |
0.0000 |
-0.8% |
0.0000 |
Volume |
0 |
7 |
7 |
|
149 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7408 |
0.7403 |
0.7375 |
|
R3 |
0.7392 |
0.7387 |
0.7371 |
|
R2 |
0.7377 |
0.7377 |
0.7369 |
|
R1 |
0.7372 |
0.7372 |
0.7368 |
0.7374 |
PP |
0.7361 |
0.7361 |
0.7361 |
0.7363 |
S1 |
0.7356 |
0.7356 |
0.7365 |
0.7359 |
S2 |
0.7346 |
0.7346 |
0.7364 |
|
S3 |
0.7330 |
0.7341 |
0.7362 |
|
S4 |
0.7315 |
0.7325 |
0.7358 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7504 |
0.7377 |
|
R3 |
0.7478 |
0.7442 |
0.7360 |
|
R2 |
0.7416 |
0.7416 |
0.7354 |
|
R1 |
0.7379 |
0.7379 |
0.7349 |
0.7366 |
PP |
0.7353 |
0.7353 |
0.7353 |
0.7347 |
S1 |
0.7317 |
0.7317 |
0.7337 |
0.7304 |
S2 |
0.7291 |
0.7291 |
0.7332 |
|
S3 |
0.7228 |
0.7254 |
0.7326 |
|
S4 |
0.7166 |
0.7192 |
0.7309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7390 |
0.7327 |
0.0063 |
0.8% |
0.0016 |
0.2% |
63% |
False |
False |
29 |
10 |
0.7390 |
0.7280 |
0.0110 |
1.5% |
0.0025 |
0.3% |
79% |
False |
False |
27 |
20 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0019 |
0.3% |
44% |
False |
False |
16 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0016 |
0.2% |
44% |
False |
False |
9 |
60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0014 |
0.2% |
25% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7432 |
2.618 |
0.7407 |
1.618 |
0.7392 |
1.000 |
0.7382 |
0.618 |
0.7376 |
HIGH |
0.7367 |
0.618 |
0.7361 |
0.500 |
0.7359 |
0.382 |
0.7357 |
LOW |
0.7351 |
0.618 |
0.7341 |
1.000 |
0.7336 |
1.618 |
0.7326 |
2.618 |
0.7310 |
4.250 |
0.7285 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7364 |
0.7363 |
PP |
0.7361 |
0.7360 |
S1 |
0.7359 |
0.7356 |
|