CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 03-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7406 |
0.7359 |
-0.0047 |
-0.6% |
0.7399 |
High |
0.7410 |
0.7377 |
-0.0033 |
-0.4% |
0.7413 |
Low |
0.7355 |
0.7353 |
-0.0002 |
0.0% |
0.7337 |
Close |
0.7360 |
0.7377 |
0.0017 |
0.2% |
0.7408 |
Range |
0.0056 |
0.0024 |
-0.0032 |
-56.8% |
0.0076 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
620 |
529 |
-91 |
-14.7% |
654 |
|
Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7441 |
0.7433 |
0.7390 |
|
R3 |
0.7417 |
0.7409 |
0.7384 |
|
R2 |
0.7393 |
0.7393 |
0.7381 |
|
R1 |
0.7385 |
0.7385 |
0.7379 |
0.7389 |
PP |
0.7369 |
0.7369 |
0.7369 |
0.7371 |
S1 |
0.7361 |
0.7361 |
0.7375 |
0.7365 |
S2 |
0.7345 |
0.7345 |
0.7373 |
|
S3 |
0.7321 |
0.7337 |
0.7370 |
|
S4 |
0.7297 |
0.7313 |
0.7364 |
|
|
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% |
55% |
False |
False |
277 |
10 |
0.7455 |
0.7337 |
0.0118 |
1.6% |
0.0037 |
0.5% |
34% |
False |
False |
198 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0034 |
0.5% |
20% |
False |
False |
118 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
46% |
False |
False |
137 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0035 |
0.5% |
46% |
False |
False |
126 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
45% |
False |
False |
96 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0029 |
0.4% |
45% |
False |
False |
78 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.4% |
38% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7479 |
2.618 |
0.7440 |
1.618 |
0.7416 |
1.000 |
0.7401 |
0.618 |
0.7392 |
HIGH |
0.7377 |
0.618 |
0.7368 |
0.500 |
0.7365 |
0.382 |
0.7362 |
LOW |
0.7353 |
0.618 |
0.7338 |
1.000 |
0.7329 |
1.618 |
0.7314 |
2.618 |
0.7290 |
4.250 |
0.7251 |
|
|
Fisher Pivots for day following 03-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7373 |
0.7382 |
PP |
0.7369 |
0.7380 |
S1 |
0.7365 |
0.7379 |
|