CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 25-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7399 |
0.7410 |
0.0011 |
0.1% |
0.7509 |
High |
0.7413 |
0.7410 |
-0.0003 |
0.0% |
0.7515 |
Low |
0.7399 |
0.7349 |
-0.0050 |
-0.7% |
0.7394 |
Close |
0.7407 |
0.7349 |
-0.0058 |
-0.8% |
0.7403 |
Range |
0.0014 |
0.0061 |
0.0047 |
335.7% |
0.0121 |
ATR |
0.0034 |
0.0036 |
0.0002 |
5.5% |
0.0000 |
Volume |
33 |
339 |
306 |
927.3% |
223 |
|
Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7552 |
0.7512 |
0.7383 |
|
R3 |
0.7491 |
0.7451 |
0.7366 |
|
R2 |
0.7430 |
0.7430 |
0.7360 |
|
R1 |
0.7390 |
0.7390 |
0.7355 |
0.7380 |
PP |
0.7369 |
0.7369 |
0.7369 |
0.7364 |
S1 |
0.7329 |
0.7329 |
0.7343 |
0.7319 |
S2 |
0.7308 |
0.7308 |
0.7338 |
|
S3 |
0.7247 |
0.7268 |
0.7332 |
|
S4 |
0.7186 |
0.7207 |
0.7315 |
|
|
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 |
0.7487 |
0.7349 |
0.0138 |
1.9% |
0.0036 |
0.5% |
0% |
False |
True |
108 |
10 |
0.7534 |
0.7349 |
0.0185 |
2.5% |
0.0036 |
0.5% |
0% |
False |
True |
79 |
20 |
0.7534 |
0.7349 |
0.0185 |
2.5% |
0.0032 |
0.4% |
0% |
False |
True |
75 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
36% |
False |
False |
144 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
36% |
False |
False |
102 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
36% |
False |
False |
78 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
36% |
False |
False |
64 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.4% |
30% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7669 |
2.618 |
0.7570 |
1.618 |
0.7509 |
1.000 |
0.7471 |
0.618 |
0.7448 |
HIGH |
0.7410 |
0.618 |
0.7387 |
0.500 |
0.7380 |
0.382 |
0.7372 |
LOW |
0.7349 |
0.618 |
0.7311 |
1.000 |
0.7288 |
1.618 |
0.7250 |
2.618 |
0.7189 |
4.250 |
0.7090 |
|
|
Fisher Pivots for day following 25-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7380 |
0.7395 |
PP |
0.7369 |
0.7380 |
S1 |
0.7359 |
0.7364 |
|