CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 12-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7434 |
0.0023 |
0.3% |
0.7421 |
High |
0.7437 |
0.7456 |
0.0019 |
0.3% |
0.7468 |
Low |
0.7407 |
0.7422 |
0.0015 |
0.2% |
0.7397 |
Close |
0.7434 |
0.7454 |
0.0020 |
0.3% |
0.7432 |
Range |
0.0030 |
0.0035 |
0.0005 |
15.0% |
0.0071 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
54,890 |
65,679 |
10,789 |
19.7% |
296,228 |
|
Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7547 |
0.7535 |
0.7472 |
|
R3 |
0.7513 |
0.7500 |
0.7463 |
|
R2 |
0.7478 |
0.7478 |
0.7460 |
|
R1 |
0.7466 |
0.7466 |
0.7457 |
0.7472 |
PP |
0.7444 |
0.7444 |
0.7444 |
0.7447 |
S1 |
0.7431 |
0.7431 |
0.7450 |
0.7438 |
S2 |
0.7409 |
0.7409 |
0.7447 |
|
S3 |
0.7375 |
0.7397 |
0.7444 |
|
S4 |
0.7340 |
0.7362 |
0.7435 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7609 |
0.7471 |
|
R3 |
0.7574 |
0.7538 |
0.7451 |
|
R2 |
0.7503 |
0.7503 |
0.7445 |
|
R1 |
0.7467 |
0.7467 |
0.7438 |
0.7485 |
PP |
0.7432 |
0.7432 |
0.7432 |
0.7441 |
S1 |
0.7396 |
0.7396 |
0.7425 |
0.7414 |
S2 |
0.7361 |
0.7361 |
0.7418 |
|
S3 |
0.7290 |
0.7325 |
0.7412 |
|
S4 |
0.7219 |
0.7254 |
0.7392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7459 |
0.7387 |
0.0072 |
1.0% |
0.0034 |
0.5% |
93% |
False |
False |
57,490 |
10 |
0.7468 |
0.7354 |
0.0114 |
1.5% |
0.0037 |
0.5% |
87% |
False |
False |
66,232 |
20 |
0.7468 |
0.7250 |
0.0218 |
2.9% |
0.0045 |
0.6% |
93% |
False |
False |
77,720 |
40 |
0.7530 |
0.7227 |
0.0304 |
4.1% |
0.0047 |
0.6% |
75% |
False |
False |
56,743 |
60 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0047 |
0.6% |
70% |
False |
False |
37,902 |
80 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0046 |
0.6% |
70% |
False |
False |
28,453 |
100 |
0.7549 |
0.7227 |
0.0323 |
4.3% |
0.0044 |
0.6% |
70% |
False |
False |
22,795 |
120 |
0.7581 |
0.7227 |
0.0354 |
4.7% |
0.0044 |
0.6% |
64% |
False |
False |
19,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7603 |
2.618 |
0.7546 |
1.618 |
0.7512 |
1.000 |
0.7491 |
0.618 |
0.7477 |
HIGH |
0.7456 |
0.618 |
0.7443 |
0.500 |
0.7439 |
0.382 |
0.7435 |
LOW |
0.7422 |
0.618 |
0.7400 |
1.000 |
0.7387 |
1.618 |
0.7366 |
2.618 |
0.7331 |
4.250 |
0.7275 |
|
|
Fisher Pivots for day following 12-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7449 |
0.7443 |
PP |
0.7444 |
0.7432 |
S1 |
0.7439 |
0.7421 |
|