CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7325 |
0.7303 |
-0.0022 |
-0.3% |
0.7351 |
High |
0.7325 |
0.7303 |
-0.0022 |
-0.3% |
0.7367 |
Low |
0.7299 |
0.7273 |
-0.0026 |
-0.4% |
0.7305 |
Close |
0.7308 |
0.7273 |
-0.0035 |
-0.5% |
0.7323 |
Range |
0.0026 |
0.0030 |
0.0005 |
17.6% |
0.0062 |
ATR |
0.0027 |
0.0028 |
0.0001 |
1.9% |
0.0000 |
Volume |
22 |
176 |
154 |
700.0% |
73 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7373 |
0.7353 |
0.7290 |
|
R3 |
0.7343 |
0.7323 |
0.7281 |
|
R2 |
0.7313 |
0.7313 |
0.7279 |
|
R1 |
0.7293 |
0.7293 |
0.7276 |
0.7288 |
PP |
0.7283 |
0.7283 |
0.7283 |
0.7281 |
S1 |
0.7263 |
0.7263 |
0.7270 |
0.7258 |
S2 |
0.7253 |
0.7253 |
0.7268 |
|
S3 |
0.7223 |
0.7233 |
0.7265 |
|
S4 |
0.7193 |
0.7203 |
0.7257 |
|
|
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 |
0.7273 |
0.0065 |
0.9% |
0.0025 |
0.3% |
0% |
False |
True |
54 |
10 |
0.7386 |
0.7273 |
0.0113 |
1.5% |
0.0024 |
0.3% |
0% |
False |
True |
33 |
20 |
0.7476 |
0.7273 |
0.0203 |
2.8% |
0.0025 |
0.3% |
0% |
False |
True |
30 |
40 |
0.7478 |
0.7273 |
0.0205 |
2.8% |
0.0018 |
0.2% |
0% |
False |
True |
17 |
60 |
0.7531 |
0.7273 |
0.0258 |
3.5% |
0.0016 |
0.2% |
0% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7431 |
2.618 |
0.7382 |
1.618 |
0.7352 |
1.000 |
0.7333 |
0.618 |
0.7322 |
HIGH |
0.7303 |
0.618 |
0.7292 |
0.500 |
0.7288 |
0.382 |
0.7284 |
LOW |
0.7273 |
0.618 |
0.7254 |
1.000 |
0.7243 |
1.618 |
0.7224 |
2.618 |
0.7194 |
4.250 |
0.7146 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7288 |
0.7304 |
PP |
0.7283 |
0.7294 |
S1 |
0.7278 |
0.7283 |
|