CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 12-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7420 |
0.7449 |
0.0030 |
0.4% |
0.7420 |
High |
0.7446 |
0.7465 |
0.0019 |
0.3% |
0.7476 |
Low |
0.7420 |
0.7436 |
0.0017 |
0.2% |
0.7412 |
Close |
0.7445 |
0.7465 |
0.0020 |
0.3% |
0.7426 |
Range |
0.0026 |
0.0029 |
0.0003 |
9.6% |
0.0064 |
ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
9 |
62 |
53 |
588.9% |
441 |
|
Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7531 |
0.7480 |
|
R3 |
0.7512 |
0.7503 |
0.7472 |
|
R2 |
0.7484 |
0.7484 |
0.7470 |
|
R1 |
0.7474 |
0.7474 |
0.7467 |
0.7479 |
PP |
0.7455 |
0.7455 |
0.7455 |
0.7457 |
S1 |
0.7446 |
0.7446 |
0.7462 |
0.7450 |
S2 |
0.7427 |
0.7427 |
0.7459 |
|
S3 |
0.7398 |
0.7417 |
0.7457 |
|
S4 |
0.7370 |
0.7389 |
0.7449 |
|
|
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 |
0.7465 |
0.7399 |
0.0066 |
0.9% |
0.0025 |
0.3% |
100% |
True |
False |
28 |
10 |
0.7476 |
0.7381 |
0.0095 |
1.3% |
0.0028 |
0.4% |
88% |
False |
False |
72 |
20 |
0.7476 |
0.7264 |
0.0212 |
2.8% |
0.0034 |
0.5% |
95% |
False |
False |
72 |
40 |
0.7498 |
0.7244 |
0.0254 |
3.4% |
0.0036 |
0.5% |
87% |
False |
False |
133 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
75% |
False |
False |
90 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0028 |
0.4% |
75% |
False |
False |
70 |
100 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0026 |
0.3% |
72% |
False |
False |
59 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
63% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7586 |
2.618 |
0.7539 |
1.618 |
0.7511 |
1.000 |
0.7493 |
0.618 |
0.7482 |
HIGH |
0.7465 |
0.618 |
0.7454 |
0.500 |
0.7450 |
0.382 |
0.7447 |
LOW |
0.7436 |
0.618 |
0.7418 |
1.000 |
0.7408 |
1.618 |
0.7390 |
2.618 |
0.7361 |
4.250 |
0.7315 |
|
|
Fisher Pivots for day following 12-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7460 |
0.7454 |
PP |
0.7455 |
0.7443 |
S1 |
0.7450 |
0.7432 |
|