CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 11-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7421 |
0.7420 |
-0.0002 |
0.0% |
0.7420 |
High |
0.7432 |
0.7446 |
0.0014 |
0.2% |
0.7476 |
Low |
0.7399 |
0.7420 |
0.0021 |
0.3% |
0.7412 |
Close |
0.7422 |
0.7445 |
0.0023 |
0.3% |
0.7426 |
Range |
0.0033 |
0.0026 |
-0.0007 |
-21.2% |
0.0064 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
28 |
9 |
-19 |
-67.9% |
441 |
|
Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7515 |
0.7506 |
0.7459 |
|
R3 |
0.7489 |
0.7480 |
0.7452 |
|
R2 |
0.7463 |
0.7463 |
0.7450 |
|
R1 |
0.7454 |
0.7454 |
0.7447 |
0.7458 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7439 |
S1 |
0.7428 |
0.7428 |
0.7443 |
0.7432 |
S2 |
0.7411 |
0.7411 |
0.7440 |
|
S3 |
0.7385 |
0.7402 |
0.7438 |
|
S4 |
0.7359 |
0.7376 |
0.7431 |
|
|
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 |
0.7456 |
0.7399 |
0.0057 |
0.8% |
0.0022 |
0.3% |
81% |
False |
False |
22 |
10 |
0.7476 |
0.7376 |
0.0100 |
1.3% |
0.0027 |
0.4% |
69% |
False |
False |
70 |
20 |
0.7476 |
0.7263 |
0.0213 |
2.9% |
0.0035 |
0.5% |
86% |
False |
False |
103 |
40 |
0.7519 |
0.7244 |
0.0275 |
3.7% |
0.0035 |
0.5% |
73% |
False |
False |
131 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
69% |
False |
False |
90 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0027 |
0.4% |
69% |
False |
False |
69 |
100 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0025 |
0.3% |
66% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7556 |
2.618 |
0.7514 |
1.618 |
0.7488 |
1.000 |
0.7472 |
0.618 |
0.7462 |
HIGH |
0.7446 |
0.618 |
0.7436 |
0.500 |
0.7433 |
0.382 |
0.7429 |
LOW |
0.7420 |
0.618 |
0.7403 |
1.000 |
0.7394 |
1.618 |
0.7377 |
2.618 |
0.7351 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 11-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7437 |
PP |
0.7437 |
0.7430 |
S1 |
0.7433 |
0.7422 |
|