CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7335 |
0.7330 |
-0.0005 |
-0.1% |
0.7351 |
High |
0.7362 |
0.7334 |
-0.0028 |
-0.4% |
0.7390 |
Low |
0.7335 |
0.7320 |
-0.0016 |
-0.2% |
0.7327 |
Close |
0.7354 |
0.7320 |
-0.0034 |
-0.5% |
0.7343 |
Range |
0.0027 |
0.0015 |
-0.0013 |
-46.3% |
0.0063 |
ATR |
0.0027 |
0.0027 |
0.0001 |
2.0% |
0.0000 |
Volume |
22 |
6 |
-16 |
-72.7% |
149 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7368 |
0.7358 |
0.7327 |
|
R3 |
0.7353 |
0.7344 |
0.7323 |
|
R2 |
0.7339 |
0.7339 |
0.7322 |
|
R1 |
0.7329 |
0.7329 |
0.7321 |
0.7327 |
PP |
0.7324 |
0.7324 |
0.7324 |
0.7323 |
S1 |
0.7315 |
0.7315 |
0.7318 |
0.7312 |
S2 |
0.7310 |
0.7310 |
0.7317 |
|
S3 |
0.7295 |
0.7300 |
0.7316 |
|
S4 |
0.7281 |
0.7286 |
0.7312 |
|
|
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 |
0.7386 |
0.7320 |
0.0066 |
0.9% |
0.0023 |
0.3% |
0% |
False |
True |
11 |
10 |
0.7390 |
0.7280 |
0.0110 |
1.5% |
0.0024 |
0.3% |
36% |
False |
False |
23 |
20 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0020 |
0.3% |
20% |
False |
False |
17 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0016 |
0.2% |
20% |
False |
False |
10 |
60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0015 |
0.2% |
11% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7396 |
2.618 |
0.7372 |
1.618 |
0.7357 |
1.000 |
0.7349 |
0.618 |
0.7343 |
HIGH |
0.7334 |
0.618 |
0.7328 |
0.500 |
0.7327 |
0.382 |
0.7325 |
LOW |
0.7320 |
0.618 |
0.7311 |
1.000 |
0.7305 |
1.618 |
0.7296 |
2.618 |
0.7282 |
4.250 |
0.7258 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7327 |
0.7343 |
PP |
0.7324 |
0.7335 |
S1 |
0.7322 |
0.7327 |
|