CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 03-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7401 |
0.7420 |
0.0019 |
0.2% |
0.7307 |
High |
0.7420 |
0.7475 |
0.0056 |
0.7% |
0.7420 |
Low |
0.7394 |
0.7420 |
0.0026 |
0.4% |
0.7306 |
Close |
0.7410 |
0.7474 |
0.0064 |
0.9% |
0.7410 |
Range |
0.0026 |
0.0056 |
0.0030 |
113.5% |
0.0114 |
ATR |
0.0040 |
0.0042 |
0.0002 |
4.5% |
0.0000 |
Volume |
73 |
87 |
14 |
19.2% |
371 |
|
Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7623 |
0.7604 |
0.7504 |
|
R3 |
0.7567 |
0.7548 |
0.7489 |
|
R2 |
0.7512 |
0.7512 |
0.7484 |
|
R1 |
0.7493 |
0.7493 |
0.7479 |
0.7502 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7461 |
S1 |
0.7437 |
0.7437 |
0.7468 |
0.7447 |
S2 |
0.7401 |
0.7401 |
0.7463 |
|
S3 |
0.7345 |
0.7382 |
0.7458 |
|
S4 |
0.7290 |
0.7326 |
0.7443 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7719 |
0.7678 |
0.7472 |
|
R3 |
0.7605 |
0.7564 |
0.7441 |
|
R2 |
0.7492 |
0.7492 |
0.7430 |
|
R1 |
0.7451 |
0.7451 |
0.7420 |
0.7471 |
PP |
0.7378 |
0.7378 |
0.7378 |
0.7389 |
S1 |
0.7337 |
0.7337 |
0.7399 |
0.7358 |
S2 |
0.7265 |
0.7265 |
0.7389 |
|
S3 |
0.7151 |
0.7224 |
0.7378 |
|
S4 |
0.7038 |
0.7110 |
0.7347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7475 |
0.7335 |
0.0140 |
1.9% |
0.0035 |
0.5% |
99% |
True |
False |
75 |
10 |
0.7475 |
0.7264 |
0.0211 |
2.8% |
0.0039 |
0.5% |
99% |
True |
False |
79 |
20 |
0.7475 |
0.7244 |
0.0231 |
3.1% |
0.0043 |
0.6% |
99% |
True |
False |
197 |
40 |
0.7520 |
0.7244 |
0.0276 |
3.7% |
0.0034 |
0.5% |
83% |
False |
False |
123 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
78% |
False |
False |
84 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0027 |
0.4% |
78% |
False |
False |
65 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
66% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7620 |
1.618 |
0.7565 |
1.000 |
0.7531 |
0.618 |
0.7509 |
HIGH |
0.7475 |
0.618 |
0.7454 |
0.500 |
0.7447 |
0.382 |
0.7441 |
LOW |
0.7420 |
0.618 |
0.7385 |
1.000 |
0.7364 |
1.618 |
0.7330 |
2.618 |
0.7274 |
4.250 |
0.7184 |
|
|
Fisher Pivots for day following 03-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7465 |
0.7458 |
PP |
0.7456 |
0.7443 |
S1 |
0.7447 |
0.7428 |
|