CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 28-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7353 |
0.7348 |
-0.0005 |
-0.1% |
0.7399 |
High |
0.7379 |
0.7408 |
0.0030 |
0.4% |
0.7413 |
Low |
0.7352 |
0.7337 |
-0.0015 |
-0.2% |
0.7337 |
Close |
0.7372 |
0.7408 |
0.0037 |
0.5% |
0.7408 |
Range |
0.0027 |
0.0071 |
0.0044 |
163.0% |
0.0076 |
ATR |
0.0035 |
0.0038 |
0.0003 |
7.3% |
0.0000 |
Volume |
88 |
99 |
11 |
12.5% |
654 |
|
Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7574 |
0.7447 |
|
R3 |
0.7526 |
0.7503 |
0.7428 |
|
R2 |
0.7455 |
0.7455 |
0.7421 |
|
R1 |
0.7432 |
0.7432 |
0.7415 |
0.7444 |
PP |
0.7384 |
0.7384 |
0.7384 |
0.7390 |
S1 |
0.7361 |
0.7361 |
0.7401 |
0.7373 |
S2 |
0.7313 |
0.7313 |
0.7395 |
|
S3 |
0.7242 |
0.7290 |
0.7388 |
|
S4 |
0.7171 |
0.7219 |
0.7369 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7587 |
0.7450 |
|
R3 |
0.7538 |
0.7511 |
0.7429 |
|
R2 |
0.7462 |
0.7462 |
0.7422 |
|
R1 |
0.7435 |
0.7435 |
0.7415 |
0.7449 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7393 |
S1 |
0.7359 |
0.7359 |
0.7401 |
0.7373 |
S2 |
0.7310 |
0.7310 |
0.7394 |
|
S3 |
0.7234 |
0.7283 |
0.7387 |
|
S4 |
0.7158 |
0.7207 |
0.7366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7413 |
0.7337 |
0.0076 |
1.0% |
0.0039 |
0.5% |
93% |
False |
True |
130 |
10 |
0.7515 |
0.7337 |
0.0178 |
2.4% |
0.0035 |
0.5% |
40% |
False |
True |
87 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0034 |
0.5% |
36% |
False |
True |
77 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
57% |
False |
False |
141 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0034 |
0.5% |
57% |
False |
False |
106 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
56% |
False |
False |
81 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
56% |
False |
False |
67 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.3% |
47% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7710 |
2.618 |
0.7594 |
1.618 |
0.7523 |
1.000 |
0.7479 |
0.618 |
0.7452 |
HIGH |
0.7408 |
0.618 |
0.7381 |
0.500 |
0.7373 |
0.382 |
0.7364 |
LOW |
0.7337 |
0.618 |
0.7293 |
1.000 |
0.7266 |
1.618 |
0.7222 |
2.618 |
0.7151 |
4.250 |
0.7035 |
|
|
Fisher Pivots for day following 28-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7396 |
0.7396 |
PP |
0.7384 |
0.7384 |
S1 |
0.7373 |
0.7373 |
|