CME Canadian Dollar Future June 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.7250 |
0.7250 |
0.0000 |
0.0% |
0.7308 |
High |
0.7264 |
0.7250 |
-0.0014 |
-0.2% |
0.7335 |
Low |
0.7248 |
0.7228 |
-0.0020 |
-0.3% |
0.7233 |
Close |
0.7261 |
0.7239 |
-0.0022 |
-0.3% |
0.7231 |
Range |
0.0017 |
0.0023 |
0.0006 |
36.4% |
0.0102 |
ATR |
0.0028 |
0.0029 |
0.0000 |
1.3% |
0.0000 |
Volume |
8 |
108 |
100 |
1,250.0% |
570 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7306 |
0.7295 |
0.7251 |
|
R3 |
0.7284 |
0.7273 |
0.7245 |
|
R2 |
0.7261 |
0.7261 |
0.7243 |
|
R1 |
0.7250 |
0.7250 |
0.7241 |
0.7245 |
PP |
0.7239 |
0.7239 |
0.7239 |
0.7236 |
S1 |
0.7228 |
0.7228 |
0.7237 |
0.7222 |
S2 |
0.7216 |
0.7216 |
0.7235 |
|
S3 |
0.7194 |
0.7205 |
0.7233 |
|
S4 |
0.7171 |
0.7183 |
0.7227 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7572 |
0.7504 |
0.7287 |
|
R3 |
0.7470 |
0.7402 |
0.7259 |
|
R2 |
0.7368 |
0.7368 |
0.7250 |
|
R1 |
0.7300 |
0.7300 |
0.7240 |
0.7283 |
PP |
0.7266 |
0.7266 |
0.7266 |
0.7258 |
S1 |
0.7198 |
0.7198 |
0.7222 |
0.7181 |
S2 |
0.7164 |
0.7164 |
0.7212 |
|
S3 |
0.7062 |
0.7096 |
0.7203 |
|
S4 |
0.6960 |
0.6994 |
0.7175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7303 |
0.7228 |
0.0076 |
1.0% |
0.0024 |
0.3% |
15% |
False |
True |
125 |
10 |
0.7338 |
0.7228 |
0.0111 |
1.5% |
0.0023 |
0.3% |
10% |
False |
True |
73 |
20 |
0.7390 |
0.7228 |
0.0162 |
2.2% |
0.0024 |
0.3% |
7% |
False |
True |
49 |
40 |
0.7478 |
0.7228 |
0.0251 |
3.5% |
0.0018 |
0.2% |
5% |
False |
True |
27 |
60 |
0.7486 |
0.7228 |
0.0258 |
3.6% |
0.0017 |
0.2% |
4% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7346 |
2.618 |
0.7309 |
1.618 |
0.7286 |
1.000 |
0.7273 |
0.618 |
0.7264 |
HIGH |
0.7250 |
0.618 |
0.7241 |
0.500 |
0.7239 |
0.382 |
0.7236 |
LOW |
0.7228 |
0.618 |
0.7214 |
1.000 |
0.7205 |
1.618 |
0.7191 |
2.618 |
0.7169 |
4.250 |
0.7132 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7239 |
0.7250 |
PP |
0.7239 |
0.7247 |
S1 |
0.7239 |
0.7243 |
|