CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7526 |
0.7509 |
-0.0017 |
-0.2% |
0.7421 |
High |
0.7534 |
0.7515 |
-0.0020 |
-0.3% |
0.7534 |
Low |
0.7486 |
0.7480 |
-0.0006 |
-0.1% |
0.7399 |
Close |
0.7505 |
0.7484 |
-0.0021 |
-0.3% |
0.7505 |
Range |
0.0048 |
0.0035 |
-0.0014 |
-28.1% |
0.0135 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-0.6% |
0.0000 |
Volume |
81 |
27 |
-54 |
-66.7% |
239 |
|
Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7596 |
0.7575 |
0.7503 |
|
R3 |
0.7562 |
0.7540 |
0.7493 |
|
R2 |
0.7527 |
0.7527 |
0.7490 |
|
R1 |
0.7506 |
0.7506 |
0.7487 |
0.7499 |
PP |
0.7493 |
0.7493 |
0.7493 |
0.7490 |
S1 |
0.7471 |
0.7471 |
0.7481 |
0.7465 |
S2 |
0.7458 |
0.7458 |
0.7478 |
|
S3 |
0.7424 |
0.7437 |
0.7475 |
|
S4 |
0.7389 |
0.7402 |
0.7465 |
|
|
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 |
0.7420 |
0.0115 |
1.5% |
0.0038 |
0.5% |
56% |
False |
False |
47 |
10 |
0.7534 |
0.7399 |
0.0135 |
1.8% |
0.0030 |
0.4% |
63% |
False |
False |
62 |
20 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0035 |
0.5% |
81% |
False |
False |
70 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
83% |
False |
False |
134 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
82% |
False |
False |
93 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
82% |
False |
False |
72 |
100 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0026 |
0.3% |
79% |
False |
False |
61 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
69% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7661 |
2.618 |
0.7605 |
1.618 |
0.7570 |
1.000 |
0.7549 |
0.618 |
0.7536 |
HIGH |
0.7515 |
0.618 |
0.7501 |
0.500 |
0.7497 |
0.382 |
0.7493 |
LOW |
0.7480 |
0.618 |
0.7459 |
1.000 |
0.7446 |
1.618 |
0.7424 |
2.618 |
0.7390 |
4.250 |
0.7333 |
|
|
Fisher Pivots for day following 17-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7497 |
0.7499 |
PP |
0.7493 |
0.7494 |
S1 |
0.7488 |
0.7489 |
|