CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 05-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7470 |
0.7441 |
-0.0029 |
-0.4% |
0.7307 |
High |
0.7476 |
0.7456 |
-0.0020 |
-0.3% |
0.7420 |
Low |
0.7451 |
0.7441 |
-0.0010 |
-0.1% |
0.7306 |
Close |
0.7451 |
0.7450 |
-0.0001 |
0.0% |
0.7410 |
Range |
0.0025 |
0.0016 |
-0.0010 |
-38.0% |
0.0114 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
278 |
31 |
-247 |
-88.8% |
371 |
|
Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7495 |
0.7488 |
0.7459 |
|
R3 |
0.7480 |
0.7473 |
0.7454 |
|
R2 |
0.7464 |
0.7464 |
0.7453 |
|
R1 |
0.7457 |
0.7457 |
0.7451 |
0.7461 |
PP |
0.7449 |
0.7449 |
0.7449 |
0.7451 |
S1 |
0.7442 |
0.7442 |
0.7449 |
0.7445 |
S2 |
0.7433 |
0.7433 |
0.7447 |
|
S3 |
0.7418 |
0.7426 |
0.7446 |
|
S4 |
0.7402 |
0.7411 |
0.7441 |
|
|
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 |
0.7476 |
0.7381 |
0.0095 |
1.3% |
0.0032 |
0.4% |
73% |
False |
False |
115 |
10 |
0.7476 |
0.7264 |
0.0212 |
2.8% |
0.0036 |
0.5% |
88% |
False |
False |
101 |
20 |
0.7476 |
0.7244 |
0.0232 |
3.1% |
0.0040 |
0.5% |
89% |
False |
False |
157 |
40 |
0.7520 |
0.7244 |
0.0276 |
3.7% |
0.0035 |
0.5% |
75% |
False |
False |
130 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
70% |
False |
False |
89 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0027 |
0.4% |
70% |
False |
False |
68 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
59% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7522 |
2.618 |
0.7497 |
1.618 |
0.7481 |
1.000 |
0.7472 |
0.618 |
0.7466 |
HIGH |
0.7456 |
0.618 |
0.7450 |
0.500 |
0.7448 |
0.382 |
0.7446 |
LOW |
0.7441 |
0.618 |
0.7431 |
1.000 |
0.7425 |
1.618 |
0.7415 |
2.618 |
0.7400 |
4.250 |
0.7375 |
|
|
Fisher Pivots for day following 05-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7449 |
0.7449 |
PP |
0.7449 |
0.7448 |
S1 |
0.7448 |
0.7448 |
|