CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 06-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7441 |
0.7435 |
-0.0006 |
-0.1% |
0.7307 |
High |
0.7456 |
0.7443 |
-0.0013 |
-0.2% |
0.7420 |
Low |
0.7441 |
0.7425 |
-0.0016 |
-0.2% |
0.7306 |
Close |
0.7450 |
0.7442 |
-0.0009 |
-0.1% |
0.7410 |
Range |
0.0016 |
0.0019 |
0.0003 |
19.4% |
0.0114 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
31 |
31 |
0 |
0.0% |
371 |
|
Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7492 |
0.7485 |
0.7452 |
|
R3 |
0.7473 |
0.7467 |
0.7447 |
|
R2 |
0.7455 |
0.7455 |
0.7445 |
|
R1 |
0.7448 |
0.7448 |
0.7443 |
0.7452 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7438 |
S1 |
0.7430 |
0.7430 |
0.7440 |
0.7433 |
S2 |
0.7418 |
0.7418 |
0.7438 |
|
S3 |
0.7399 |
0.7411 |
0.7436 |
|
S4 |
0.7381 |
0.7393 |
0.7431 |
|
|
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 |
0.7394 |
0.0082 |
1.1% |
0.0028 |
0.4% |
59% |
False |
False |
100 |
10 |
0.7476 |
0.7264 |
0.0212 |
2.8% |
0.0033 |
0.4% |
84% |
False |
False |
91 |
20 |
0.7476 |
0.7244 |
0.0232 |
3.1% |
0.0039 |
0.5% |
85% |
False |
False |
138 |
40 |
0.7520 |
0.7244 |
0.0276 |
3.7% |
0.0035 |
0.5% |
72% |
False |
False |
130 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
67% |
False |
False |
89 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0027 |
0.4% |
67% |
False |
False |
69 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
57% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7522 |
2.618 |
0.7491 |
1.618 |
0.7473 |
1.000 |
0.7462 |
0.618 |
0.7454 |
HIGH |
0.7443 |
0.618 |
0.7436 |
0.500 |
0.7434 |
0.382 |
0.7432 |
LOW |
0.7425 |
0.618 |
0.7413 |
1.000 |
0.7406 |
1.618 |
0.7395 |
2.618 |
0.7376 |
4.250 |
0.7346 |
|
|
Fisher Pivots for day following 06-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7439 |
0.7450 |
PP |
0.7436 |
0.7447 |
S1 |
0.7434 |
0.7444 |
|