CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 02-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7397 |
0.7406 |
0.0009 |
0.1% |
0.7399 |
High |
0.7410 |
0.7410 |
0.0000 |
0.0% |
0.7413 |
Low |
0.7387 |
0.7355 |
-0.0032 |
-0.4% |
0.7337 |
Close |
0.7404 |
0.7360 |
-0.0044 |
-0.6% |
0.7408 |
Range |
0.0024 |
0.0056 |
0.0032 |
136.2% |
0.0076 |
ATR |
0.0037 |
0.0038 |
0.0001 |
3.7% |
0.0000 |
Volume |
51 |
620 |
569 |
1,115.7% |
654 |
|
Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7506 |
0.7391 |
|
R3 |
0.7486 |
0.7451 |
0.7375 |
|
R2 |
0.7430 |
0.7430 |
0.7370 |
|
R1 |
0.7395 |
0.7395 |
0.7365 |
0.7385 |
PP |
0.7375 |
0.7375 |
0.7375 |
0.7370 |
S1 |
0.7340 |
0.7340 |
0.7355 |
0.7330 |
S2 |
0.7319 |
0.7319 |
0.7350 |
|
S3 |
0.7264 |
0.7284 |
0.7345 |
|
S4 |
0.7208 |
0.7229 |
0.7329 |
|
|
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 |
0.7410 |
0.7337 |
0.0073 |
1.0% |
0.0040 |
0.5% |
32% |
True |
False |
190 |
10 |
0.7487 |
0.7337 |
0.0150 |
2.0% |
0.0038 |
0.5% |
15% |
False |
False |
149 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0034 |
0.5% |
12% |
False |
False |
93 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
40% |
False |
False |
149 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0035 |
0.5% |
40% |
False |
False |
117 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
40% |
False |
False |
89 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
40% |
False |
False |
73 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.4% |
33% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7646 |
2.618 |
0.7555 |
1.618 |
0.7500 |
1.000 |
0.7466 |
0.618 |
0.7444 |
HIGH |
0.7410 |
0.618 |
0.7389 |
0.500 |
0.7382 |
0.382 |
0.7376 |
LOW |
0.7355 |
0.618 |
0.7320 |
1.000 |
0.7299 |
1.618 |
0.7265 |
2.618 |
0.7209 |
4.250 |
0.7119 |
|
|
Fisher Pivots for day following 02-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7382 |
0.7374 |
PP |
0.7375 |
0.7369 |
S1 |
0.7367 |
0.7365 |
|