CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 24-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7441 |
0.7399 |
-0.0042 |
-0.6% |
0.7509 |
High |
0.7441 |
0.7413 |
-0.0028 |
-0.4% |
0.7515 |
Low |
0.7394 |
0.7399 |
0.0005 |
0.1% |
0.7394 |
Close |
0.7403 |
0.7407 |
0.0004 |
0.1% |
0.7403 |
Range |
0.0047 |
0.0014 |
-0.0033 |
-70.2% |
0.0121 |
ATR |
0.0036 |
0.0034 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
71 |
33 |
-38 |
-53.5% |
223 |
|
Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7441 |
0.7414 |
|
R3 |
0.7434 |
0.7427 |
0.7410 |
|
R2 |
0.7420 |
0.7420 |
0.7409 |
|
R1 |
0.7413 |
0.7413 |
0.7408 |
0.7417 |
PP |
0.7406 |
0.7406 |
0.7406 |
0.7408 |
S1 |
0.7399 |
0.7399 |
0.7405 |
0.7403 |
S2 |
0.7392 |
0.7392 |
0.7404 |
|
S3 |
0.7378 |
0.7385 |
0.7403 |
|
S4 |
0.7364 |
0.7371 |
0.7399 |
|
|
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 |
0.7501 |
0.7394 |
0.0107 |
1.4% |
0.0027 |
0.4% |
12% |
False |
False |
45 |
10 |
0.7534 |
0.7394 |
0.0140 |
1.9% |
0.0033 |
0.4% |
9% |
False |
False |
46 |
20 |
0.7534 |
0.7335 |
0.0199 |
2.7% |
0.0031 |
0.4% |
36% |
False |
False |
61 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
56% |
False |
False |
137 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
55% |
False |
False |
96 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
55% |
False |
False |
74 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
55% |
False |
False |
60 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.3% |
47% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7473 |
2.618 |
0.7450 |
1.618 |
0.7436 |
1.000 |
0.7427 |
0.618 |
0.7422 |
HIGH |
0.7413 |
0.618 |
0.7408 |
0.500 |
0.7406 |
0.382 |
0.7404 |
LOW |
0.7399 |
0.618 |
0.7390 |
1.000 |
0.7385 |
1.618 |
0.7376 |
2.618 |
0.7362 |
4.250 |
0.7340 |
|
|
Fisher Pivots for day following 24-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7406 |
0.7425 |
PP |
0.7406 |
0.7419 |
S1 |
0.7406 |
0.7413 |
|