CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7330 |
0.7305 |
-0.0025 |
-0.3% |
0.7351 |
High |
0.7334 |
0.7317 |
-0.0017 |
-0.2% |
0.7390 |
Low |
0.7320 |
0.7305 |
-0.0015 |
-0.2% |
0.7327 |
Close |
0.7320 |
0.7313 |
-0.0007 |
-0.1% |
0.7343 |
Range |
0.0015 |
0.0012 |
-0.0003 |
-17.2% |
0.0063 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
6 |
24 |
18 |
300.0% |
149 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7348 |
0.7342 |
0.7320 |
|
R3 |
0.7336 |
0.7330 |
0.7316 |
|
R2 |
0.7324 |
0.7324 |
0.7315 |
|
R1 |
0.7318 |
0.7318 |
0.7314 |
0.7321 |
PP |
0.7312 |
0.7312 |
0.7312 |
0.7313 |
S1 |
0.7306 |
0.7306 |
0.7312 |
0.7309 |
S2 |
0.7300 |
0.7300 |
0.7311 |
|
S3 |
0.7288 |
0.7294 |
0.7310 |
|
S4 |
0.7276 |
0.7282 |
0.7306 |
|
|
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 |
0.7367 |
0.7305 |
0.0062 |
0.8% |
0.0014 |
0.2% |
13% |
False |
True |
11 |
10 |
0.7390 |
0.7305 |
0.0085 |
1.2% |
0.0021 |
0.3% |
9% |
False |
True |
23 |
20 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0020 |
0.3% |
17% |
False |
False |
18 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0017 |
0.2% |
17% |
False |
False |
11 |
60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0015 |
0.2% |
10% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7368 |
2.618 |
0.7348 |
1.618 |
0.7336 |
1.000 |
0.7329 |
0.618 |
0.7324 |
HIGH |
0.7317 |
0.618 |
0.7312 |
0.500 |
0.7311 |
0.382 |
0.7310 |
LOW |
0.7305 |
0.618 |
0.7298 |
1.000 |
0.7293 |
1.618 |
0.7286 |
2.618 |
0.7274 |
4.250 |
0.7254 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7312 |
0.7334 |
PP |
0.7312 |
0.7327 |
S1 |
0.7311 |
0.7320 |
|