CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7332 |
0.7308 |
-0.0024 |
-0.3% |
0.7351 |
High |
0.7338 |
0.7335 |
-0.0003 |
0.0% |
0.7367 |
Low |
0.7307 |
0.7308 |
0.0002 |
0.0% |
0.7305 |
Close |
0.7323 |
0.7335 |
0.0013 |
0.2% |
0.7323 |
Range |
0.0032 |
0.0027 |
-0.0005 |
-14.3% |
0.0062 |
ATR |
0.0027 |
0.0027 |
0.0000 |
0.1% |
0.0000 |
Volume |
14 |
37 |
23 |
164.3% |
73 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7407 |
0.7398 |
0.7350 |
|
R3 |
0.7380 |
0.7371 |
0.7342 |
|
R2 |
0.7353 |
0.7353 |
0.7340 |
|
R1 |
0.7344 |
0.7344 |
0.7337 |
0.7349 |
PP |
0.7326 |
0.7326 |
0.7326 |
0.7328 |
S1 |
0.7317 |
0.7317 |
0.7333 |
0.7322 |
S2 |
0.7299 |
0.7299 |
0.7330 |
|
S3 |
0.7272 |
0.7290 |
0.7328 |
|
S4 |
0.7245 |
0.7263 |
0.7320 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7516 |
0.7481 |
0.7356 |
|
R3 |
0.7454 |
0.7419 |
0.7339 |
|
R2 |
0.7393 |
0.7393 |
0.7334 |
|
R1 |
0.7358 |
0.7358 |
0.7328 |
0.7345 |
PP |
0.7331 |
0.7331 |
0.7331 |
0.7325 |
S1 |
0.7296 |
0.7296 |
0.7317 |
0.7283 |
S2 |
0.7270 |
0.7270 |
0.7311 |
|
S3 |
0.7208 |
0.7235 |
0.7306 |
|
S4 |
0.7147 |
0.7173 |
0.7289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7362 |
0.7305 |
0.0057 |
0.8% |
0.0022 |
0.3% |
53% |
False |
False |
20 |
10 |
0.7390 |
0.7305 |
0.0085 |
1.2% |
0.0019 |
0.3% |
36% |
False |
False |
25 |
20 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0023 |
0.3% |
28% |
False |
False |
20 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0017 |
0.2% |
28% |
False |
False |
12 |
60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0016 |
0.2% |
16% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7450 |
2.618 |
0.7406 |
1.618 |
0.7379 |
1.000 |
0.7362 |
0.618 |
0.7352 |
HIGH |
0.7335 |
0.618 |
0.7325 |
0.500 |
0.7322 |
0.382 |
0.7318 |
LOW |
0.7308 |
0.618 |
0.7291 |
1.000 |
0.7281 |
1.618 |
0.7264 |
2.618 |
0.7237 |
4.250 |
0.7193 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7331 |
0.7331 |
PP |
0.7326 |
0.7326 |
S1 |
0.7322 |
0.7322 |
|