CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 10-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7431 |
0.7421 |
-0.0010 |
-0.1% |
0.7420 |
High |
0.7431 |
0.7432 |
0.0001 |
0.0% |
0.7476 |
Low |
0.7412 |
0.7399 |
-0.0013 |
-0.2% |
0.7412 |
Close |
0.7426 |
0.7422 |
-0.0004 |
0.0% |
0.7426 |
Range |
0.0019 |
0.0033 |
0.0014 |
73.7% |
0.0064 |
ATR |
0.0037 |
0.0037 |
0.0000 |
-0.8% |
0.0000 |
Volume |
14 |
28 |
14 |
100.0% |
441 |
|
Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7517 |
0.7502 |
0.7440 |
|
R3 |
0.7484 |
0.7469 |
0.7431 |
|
R2 |
0.7451 |
0.7451 |
0.7428 |
|
R1 |
0.7436 |
0.7436 |
0.7425 |
0.7444 |
PP |
0.7418 |
0.7418 |
0.7418 |
0.7421 |
S1 |
0.7403 |
0.7403 |
0.7419 |
0.7411 |
S2 |
0.7385 |
0.7385 |
0.7416 |
|
S3 |
0.7352 |
0.7370 |
0.7413 |
|
S4 |
0.7319 |
0.7337 |
0.7404 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7628 |
0.7590 |
0.7460 |
|
R3 |
0.7565 |
0.7527 |
0.7443 |
|
R2 |
0.7501 |
0.7501 |
0.7437 |
|
R1 |
0.7463 |
0.7463 |
0.7431 |
0.7482 |
PP |
0.7438 |
0.7438 |
0.7438 |
0.7447 |
S1 |
0.7400 |
0.7400 |
0.7420 |
0.7419 |
S2 |
0.7374 |
0.7374 |
0.7414 |
|
S3 |
0.7311 |
0.7336 |
0.7408 |
|
S4 |
0.7247 |
0.7273 |
0.7391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7476 |
0.7399 |
0.0077 |
1.0% |
0.0022 |
0.3% |
30% |
False |
True |
76 |
10 |
0.7476 |
0.7335 |
0.0141 |
1.9% |
0.0029 |
0.4% |
62% |
False |
False |
75 |
20 |
0.7476 |
0.7263 |
0.0213 |
2.9% |
0.0036 |
0.5% |
75% |
False |
False |
106 |
40 |
0.7520 |
0.7244 |
0.0276 |
3.7% |
0.0035 |
0.5% |
65% |
False |
False |
131 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
61% |
False |
False |
90 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0027 |
0.4% |
61% |
False |
False |
69 |
100 |
0.7568 |
0.7244 |
0.0324 |
4.4% |
0.0025 |
0.3% |
55% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7572 |
2.618 |
0.7518 |
1.618 |
0.7485 |
1.000 |
0.7465 |
0.618 |
0.7452 |
HIGH |
0.7432 |
0.618 |
0.7419 |
0.500 |
0.7416 |
0.382 |
0.7412 |
LOW |
0.7399 |
0.618 |
0.7379 |
1.000 |
0.7366 |
1.618 |
0.7346 |
2.618 |
0.7313 |
4.250 |
0.7259 |
|
|
Fisher Pivots for day following 10-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7420 |
0.7422 |
PP |
0.7418 |
0.7421 |
S1 |
0.7416 |
0.7421 |
|