CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7308 |
0.7325 |
0.0017 |
0.2% |
0.7351 |
High |
0.7335 |
0.7325 |
-0.0011 |
-0.1% |
0.7367 |
Low |
0.7308 |
0.7299 |
-0.0009 |
-0.1% |
0.7305 |
Close |
0.7335 |
0.7308 |
-0.0028 |
-0.4% |
0.7323 |
Range |
0.0027 |
0.0026 |
-0.0002 |
-5.6% |
0.0062 |
ATR |
0.0027 |
0.0027 |
0.0001 |
2.5% |
0.0000 |
Volume |
37 |
22 |
-15 |
-40.5% |
73 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7387 |
0.7373 |
0.7322 |
|
R3 |
0.7361 |
0.7347 |
0.7315 |
|
R2 |
0.7336 |
0.7336 |
0.7312 |
|
R1 |
0.7322 |
0.7322 |
0.7310 |
0.7316 |
PP |
0.7310 |
0.7310 |
0.7310 |
0.7308 |
S1 |
0.7296 |
0.7296 |
0.7305 |
0.7291 |
S2 |
0.7285 |
0.7285 |
0.7303 |
|
S3 |
0.7259 |
0.7271 |
0.7300 |
|
S4 |
0.7234 |
0.7245 |
0.7293 |
|
|
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 |
0.7338 |
0.7299 |
0.0039 |
0.5% |
0.0022 |
0.3% |
22% |
False |
True |
20 |
10 |
0.7386 |
0.7299 |
0.0087 |
1.2% |
0.0021 |
0.3% |
10% |
False |
True |
19 |
20 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0023 |
0.3% |
14% |
False |
False |
21 |
40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0018 |
0.2% |
14% |
False |
False |
12 |
60 |
0.7558 |
0.7280 |
0.0278 |
3.8% |
0.0016 |
0.2% |
10% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7433 |
2.618 |
0.7391 |
1.618 |
0.7366 |
1.000 |
0.7350 |
0.618 |
0.7340 |
HIGH |
0.7325 |
0.618 |
0.7315 |
0.500 |
0.7312 |
0.382 |
0.7309 |
LOW |
0.7299 |
0.618 |
0.7283 |
1.000 |
0.7274 |
1.618 |
0.7258 |
2.618 |
0.7232 |
4.250 |
0.7191 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7312 |
0.7319 |
PP |
0.7310 |
0.7315 |
S1 |
0.7309 |
0.7311 |
|