CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7496 |
0.7487 |
-0.0009 |
-0.1% |
0.7421 |
High |
0.7501 |
0.7487 |
-0.0014 |
-0.2% |
0.7534 |
Low |
0.7486 |
0.7447 |
-0.0039 |
-0.5% |
0.7399 |
Close |
0.7488 |
0.7449 |
-0.0039 |
-0.5% |
0.7505 |
Range |
0.0015 |
0.0040 |
0.0026 |
175.9% |
0.0135 |
ATR |
0.0036 |
0.0036 |
0.0000 |
0.9% |
0.0000 |
Volume |
26 |
41 |
15 |
57.7% |
239 |
|
Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7581 |
0.7555 |
0.7471 |
|
R3 |
0.7541 |
0.7515 |
0.7460 |
|
R2 |
0.7501 |
0.7501 |
0.7456 |
|
R1 |
0.7475 |
0.7475 |
0.7452 |
0.7468 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7457 |
S1 |
0.7435 |
0.7435 |
0.7445 |
0.7428 |
S2 |
0.7421 |
0.7421 |
0.7441 |
|
S3 |
0.7381 |
0.7395 |
0.7438 |
|
S4 |
0.7341 |
0.7355 |
0.7427 |
|
|
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 |
0.7447 |
0.0087 |
1.2% |
0.0038 |
0.5% |
2% |
False |
True |
46 |
10 |
0.7534 |
0.7399 |
0.0135 |
1.8% |
0.0032 |
0.4% |
37% |
False |
False |
37 |
20 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0034 |
0.5% |
68% |
False |
False |
69 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
71% |
False |
False |
135 |
60 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0031 |
0.4% |
70% |
False |
False |
94 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
70% |
False |
False |
72 |
100 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0027 |
0.4% |
67% |
False |
False |
59 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.3% |
59% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7657 |
2.618 |
0.7592 |
1.618 |
0.7552 |
1.000 |
0.7527 |
0.618 |
0.7512 |
HIGH |
0.7487 |
0.618 |
0.7472 |
0.500 |
0.7467 |
0.382 |
0.7462 |
LOW |
0.7447 |
0.618 |
0.7422 |
1.000 |
0.7407 |
1.618 |
0.7382 |
2.618 |
0.7342 |
4.250 |
0.7277 |
|
|
Fisher Pivots for day following 19-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7467 |
0.7481 |
PP |
0.7461 |
0.7470 |
S1 |
0.7455 |
0.7459 |
|