CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7443 |
0.7441 |
-0.0002 |
0.0% |
0.7509 |
High |
0.7455 |
0.7441 |
-0.0014 |
-0.2% |
0.7515 |
Low |
0.7436 |
0.7394 |
-0.0042 |
-0.6% |
0.7394 |
Close |
0.7442 |
0.7403 |
-0.0039 |
-0.5% |
0.7403 |
Range |
0.0019 |
0.0047 |
0.0028 |
147.4% |
0.0121 |
ATR |
0.0035 |
0.0036 |
0.0001 |
2.5% |
0.0000 |
Volume |
58 |
71 |
13 |
22.4% |
223 |
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7525 |
0.7428 |
|
R3 |
0.7507 |
0.7478 |
0.7415 |
|
R2 |
0.7460 |
0.7460 |
0.7411 |
|
R1 |
0.7431 |
0.7431 |
0.7407 |
0.7422 |
PP |
0.7413 |
0.7413 |
0.7413 |
0.7408 |
S1 |
0.7384 |
0.7384 |
0.7398 |
0.7375 |
S2 |
0.7366 |
0.7366 |
0.7394 |
|
S3 |
0.7319 |
0.7337 |
0.7390 |
|
S4 |
0.7272 |
0.7290 |
0.7377 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7721 |
0.7469 |
|
R3 |
0.7678 |
0.7601 |
0.7436 |
|
R2 |
0.7558 |
0.7558 |
0.7425 |
|
R1 |
0.7480 |
0.7480 |
0.7414 |
0.7459 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7426 |
S1 |
0.7360 |
0.7360 |
0.7391 |
0.7338 |
S2 |
0.7317 |
0.7317 |
0.7380 |
|
S3 |
0.7196 |
0.7239 |
0.7369 |
|
S4 |
0.7076 |
0.7119 |
0.7336 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7515 |
0.7394 |
0.0121 |
1.6% |
0.0031 |
0.4% |
7% |
False |
True |
44 |
10 |
0.7534 |
0.7394 |
0.0140 |
1.9% |
0.0034 |
0.5% |
6% |
False |
True |
46 |
20 |
0.7534 |
0.7306 |
0.0228 |
3.1% |
0.0032 |
0.4% |
42% |
False |
False |
63 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
55% |
False |
False |
137 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
54% |
False |
False |
96 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
54% |
False |
False |
74 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
54% |
False |
False |
60 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.3% |
45% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7641 |
2.618 |
0.7564 |
1.618 |
0.7517 |
1.000 |
0.7488 |
0.618 |
0.7470 |
HIGH |
0.7441 |
0.618 |
0.7423 |
0.500 |
0.7418 |
0.382 |
0.7412 |
LOW |
0.7394 |
0.618 |
0.7365 |
1.000 |
0.7347 |
1.618 |
0.7318 |
2.618 |
0.7271 |
4.250 |
0.7194 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7418 |
0.7441 |
PP |
0.7413 |
0.7428 |
S1 |
0.7408 |
0.7415 |
|