CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7259 |
0.7250 |
-0.0009 |
-0.1% |
0.7308 |
| High |
0.7273 |
0.7264 |
-0.0009 |
-0.1% |
0.7335 |
| Low |
0.7233 |
0.7248 |
0.0015 |
0.2% |
0.7233 |
| Close |
0.7231 |
0.7261 |
0.0030 |
0.4% |
0.7231 |
| Range |
0.0040 |
0.0017 |
-0.0024 |
-58.8% |
0.0102 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
1.3% |
0.0000 |
| Volume |
296 |
8 |
-288 |
-97.3% |
570 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7307 |
0.7301 |
0.7270 |
|
| R3 |
0.7291 |
0.7284 |
0.7266 |
|
| R2 |
0.7274 |
0.7274 |
0.7264 |
|
| R1 |
0.7268 |
0.7268 |
0.7263 |
0.7271 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7259 |
| S1 |
0.7251 |
0.7251 |
0.7259 |
0.7254 |
| S2 |
0.7241 |
0.7241 |
0.7258 |
|
| S3 |
0.7225 |
0.7235 |
0.7256 |
|
| S4 |
0.7208 |
0.7218 |
0.7252 |
|
|
| 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 |
0.7325 |
0.7233 |
0.0092 |
1.3% |
0.0024 |
0.3% |
31% |
False |
False |
108 |
| 10 |
0.7362 |
0.7233 |
0.0129 |
1.8% |
0.0023 |
0.3% |
22% |
False |
False |
64 |
| 20 |
0.7390 |
0.7233 |
0.0157 |
2.2% |
0.0024 |
0.3% |
18% |
False |
False |
45 |
| 40 |
0.7478 |
0.7233 |
0.0245 |
3.4% |
0.0017 |
0.2% |
11% |
False |
False |
25 |
| 60 |
0.7506 |
0.7233 |
0.0273 |
3.8% |
0.0017 |
0.2% |
10% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7334 |
|
2.618 |
0.7307 |
|
1.618 |
0.7291 |
|
1.000 |
0.7281 |
|
0.618 |
0.7274 |
|
HIGH |
0.7264 |
|
0.618 |
0.7258 |
|
0.500 |
0.7256 |
|
0.382 |
0.7254 |
|
LOW |
0.7248 |
|
0.618 |
0.7237 |
|
1.000 |
0.7231 |
|
1.618 |
0.7221 |
|
2.618 |
0.7204 |
|
4.250 |
0.7177 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7258 |
| PP |
0.7258 |
0.7256 |
| S1 |
0.7256 |
0.7253 |
|