CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 13-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7449 |
0.7464 |
0.0015 |
0.2% |
0.7420 |
High |
0.7465 |
0.7518 |
0.0053 |
0.7% |
0.7476 |
Low |
0.7436 |
0.7464 |
0.0028 |
0.4% |
0.7412 |
Close |
0.7465 |
0.7518 |
0.0053 |
0.7% |
0.7426 |
Range |
0.0029 |
0.0054 |
0.0026 |
89.5% |
0.0064 |
ATR |
0.0036 |
0.0037 |
0.0001 |
3.7% |
0.0000 |
Volume |
62 |
59 |
-3 |
-4.8% |
441 |
|
Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7662 |
0.7644 |
0.7547 |
|
R3 |
0.7608 |
0.7590 |
0.7532 |
|
R2 |
0.7554 |
0.7554 |
0.7527 |
|
R1 |
0.7536 |
0.7536 |
0.7522 |
0.7545 |
PP |
0.7500 |
0.7500 |
0.7500 |
0.7504 |
S1 |
0.7482 |
0.7482 |
0.7513 |
0.7491 |
S2 |
0.7446 |
0.7446 |
0.7508 |
|
S3 |
0.7392 |
0.7428 |
0.7503 |
|
S4 |
0.7338 |
0.7374 |
0.7488 |
|
|
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 |
0.7518 |
0.7399 |
0.0119 |
1.6% |
0.0032 |
0.4% |
100% |
True |
False |
34 |
10 |
0.7518 |
0.7394 |
0.0124 |
1.6% |
0.0030 |
0.4% |
100% |
True |
False |
67 |
20 |
0.7518 |
0.7264 |
0.0254 |
3.4% |
0.0035 |
0.5% |
100% |
True |
False |
68 |
40 |
0.7518 |
0.7244 |
0.0274 |
3.6% |
0.0036 |
0.5% |
100% |
True |
False |
133 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
93% |
False |
False |
91 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0028 |
0.4% |
93% |
False |
False |
70 |
100 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0026 |
0.3% |
90% |
False |
False |
59 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.6% |
0.0026 |
0.3% |
78% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7747 |
2.618 |
0.7659 |
1.618 |
0.7605 |
1.000 |
0.7572 |
0.618 |
0.7551 |
HIGH |
0.7518 |
0.618 |
0.7497 |
0.500 |
0.7491 |
0.382 |
0.7484 |
LOW |
0.7464 |
0.618 |
0.7430 |
1.000 |
0.7410 |
1.618 |
0.7376 |
2.618 |
0.7322 |
4.250 |
0.7234 |
|
|
Fisher Pivots for day following 13-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7509 |
0.7501 |
PP |
0.7500 |
0.7485 |
S1 |
0.7491 |
0.7469 |
|