CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7330 |
-0.0005 |
-0.1% |
0.7351 |
| High |
0.7362 |
0.7334 |
-0.0028 |
-0.4% |
0.7390 |
| Low |
0.7335 |
0.7320 |
-0.0016 |
-0.2% |
0.7327 |
| Close |
0.7354 |
0.7320 |
-0.0034 |
-0.5% |
0.7343 |
| Range |
0.0027 |
0.0015 |
-0.0013 |
-46.3% |
0.0063 |
| ATR |
0.0027 |
0.0027 |
0.0001 |
2.0% |
0.0000 |
| Volume |
22 |
6 |
-16 |
-72.7% |
149 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7368 |
0.7358 |
0.7327 |
|
| R3 |
0.7353 |
0.7344 |
0.7323 |
|
| R2 |
0.7339 |
0.7339 |
0.7322 |
|
| R1 |
0.7329 |
0.7329 |
0.7321 |
0.7327 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7323 |
| S1 |
0.7315 |
0.7315 |
0.7318 |
0.7312 |
| S2 |
0.7310 |
0.7310 |
0.7317 |
|
| S3 |
0.7295 |
0.7300 |
0.7316 |
|
| S4 |
0.7281 |
0.7286 |
0.7312 |
|
|
| 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 |
0.7386 |
0.7320 |
0.0066 |
0.9% |
0.0023 |
0.3% |
0% |
False |
True |
11 |
| 10 |
0.7390 |
0.7280 |
0.0110 |
1.5% |
0.0024 |
0.3% |
36% |
False |
False |
23 |
| 20 |
0.7476 |
0.7280 |
0.0196 |
2.7% |
0.0020 |
0.3% |
20% |
False |
False |
17 |
| 40 |
0.7478 |
0.7280 |
0.0198 |
2.7% |
0.0016 |
0.2% |
20% |
False |
False |
10 |
| 60 |
0.7626 |
0.7280 |
0.0346 |
4.7% |
0.0015 |
0.2% |
11% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7372 |
|
1.618 |
0.7357 |
|
1.000 |
0.7349 |
|
0.618 |
0.7343 |
|
HIGH |
0.7334 |
|
0.618 |
0.7328 |
|
0.500 |
0.7327 |
|
0.382 |
0.7325 |
|
LOW |
0.7320 |
|
0.618 |
0.7311 |
|
1.000 |
0.7305 |
|
1.618 |
0.7296 |
|
2.618 |
0.7282 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7343 |
| PP |
0.7324 |
0.7335 |
| S1 |
0.7322 |
0.7327 |
|