CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7464 |
0.7526 |
0.0063 |
0.8% |
0.7421 |
High |
0.7518 |
0.7534 |
0.0017 |
0.2% |
0.7534 |
Low |
0.7464 |
0.7486 |
0.0023 |
0.3% |
0.7399 |
Close |
0.7518 |
0.7505 |
-0.0013 |
-0.2% |
0.7505 |
Range |
0.0054 |
0.0048 |
-0.0006 |
-11.1% |
0.0135 |
ATR |
0.0037 |
0.0038 |
0.0001 |
2.1% |
0.0000 |
Volume |
59 |
81 |
22 |
37.3% |
239 |
|
Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7652 |
0.7626 |
0.7531 |
|
R3 |
0.7604 |
0.7578 |
0.7518 |
|
R2 |
0.7556 |
0.7556 |
0.7513 |
|
R1 |
0.7530 |
0.7530 |
0.7509 |
0.7519 |
PP |
0.7508 |
0.7508 |
0.7508 |
0.7503 |
S1 |
0.7482 |
0.7482 |
0.7500 |
0.7471 |
S2 |
0.7460 |
0.7460 |
0.7496 |
|
S3 |
0.7412 |
0.7434 |
0.7491 |
|
S4 |
0.7364 |
0.7386 |
0.7478 |
|
|
Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7829 |
0.7579 |
|
R3 |
0.7749 |
0.7694 |
0.7542 |
|
R2 |
0.7614 |
0.7614 |
0.7529 |
|
R1 |
0.7559 |
0.7559 |
0.7517 |
0.7587 |
PP |
0.7479 |
0.7479 |
0.7479 |
0.7493 |
S1 |
0.7424 |
0.7424 |
0.7492 |
0.7452 |
S2 |
0.7344 |
0.7344 |
0.7480 |
|
S3 |
0.7209 |
0.7289 |
0.7467 |
|
S4 |
0.7074 |
0.7154 |
0.7430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7534 |
0.7399 |
0.0135 |
1.8% |
0.0038 |
0.5% |
78% |
True |
False |
47 |
10 |
0.7534 |
0.7399 |
0.0135 |
1.8% |
0.0032 |
0.4% |
78% |
True |
False |
68 |
20 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0035 |
0.5% |
89% |
True |
False |
71 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
90% |
True |
False |
134 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
89% |
False |
False |
92 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0028 |
0.4% |
89% |
False |
False |
71 |
100 |
0.7548 |
0.7244 |
0.0304 |
4.0% |
0.0026 |
0.3% |
86% |
False |
False |
60 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
75% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7738 |
2.618 |
0.7660 |
1.618 |
0.7612 |
1.000 |
0.7582 |
0.618 |
0.7564 |
HIGH |
0.7534 |
0.618 |
0.7516 |
0.500 |
0.7510 |
0.382 |
0.7504 |
LOW |
0.7486 |
0.618 |
0.7456 |
1.000 |
0.7438 |
1.618 |
0.7408 |
2.618 |
0.7360 |
4.250 |
0.7282 |
|
|
Fisher Pivots for day following 14-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7510 |
0.7498 |
PP |
0.7508 |
0.7492 |
S1 |
0.7506 |
0.7485 |
|