CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7364 |
0.7353 |
-0.0012 |
-0.2% |
0.7509 |
High |
0.7371 |
0.7379 |
0.0008 |
0.1% |
0.7515 |
Low |
0.7347 |
0.7352 |
0.0005 |
0.1% |
0.7394 |
Close |
0.7347 |
0.7372 |
0.0025 |
0.3% |
0.7403 |
Range |
0.0024 |
0.0027 |
0.0003 |
12.5% |
0.0121 |
ATR |
0.0035 |
0.0035 |
0.0000 |
-0.8% |
0.0000 |
Volume |
95 |
88 |
-7 |
-7.4% |
223 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7437 |
0.7386 |
|
R3 |
0.7421 |
0.7410 |
0.7379 |
|
R2 |
0.7394 |
0.7394 |
0.7376 |
|
R1 |
0.7383 |
0.7383 |
0.7374 |
0.7389 |
PP |
0.7367 |
0.7367 |
0.7367 |
0.7370 |
S1 |
0.7356 |
0.7356 |
0.7369 |
0.7362 |
S2 |
0.7340 |
0.7340 |
0.7367 |
|
S3 |
0.7313 |
0.7329 |
0.7364 |
|
S4 |
0.7286 |
0.7302 |
0.7357 |
|
|
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 |
0.7441 |
0.7347 |
0.0094 |
1.3% |
0.0035 |
0.5% |
26% |
False |
False |
125 |
10 |
0.7534 |
0.7347 |
0.0187 |
2.5% |
0.0033 |
0.4% |
13% |
False |
False |
85 |
20 |
0.7534 |
0.7347 |
0.0187 |
2.5% |
0.0032 |
0.4% |
13% |
False |
False |
76 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
44% |
False |
False |
141 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0033 |
0.4% |
44% |
False |
False |
105 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
44% |
False |
False |
80 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0027 |
0.4% |
44% |
False |
False |
66 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.4% |
37% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7493 |
2.618 |
0.7449 |
1.618 |
0.7422 |
1.000 |
0.7406 |
0.618 |
0.7395 |
HIGH |
0.7379 |
0.618 |
0.7368 |
0.500 |
0.7365 |
0.382 |
0.7362 |
LOW |
0.7352 |
0.618 |
0.7335 |
1.000 |
0.7325 |
1.618 |
0.7308 |
2.618 |
0.7281 |
4.250 |
0.7237 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7369 |
0.7379 |
PP |
0.7367 |
0.7376 |
S1 |
0.7365 |
0.7374 |
|