CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7359 |
0.7355 |
-0.0004 |
-0.1% |
0.7399 |
High |
0.7377 |
0.7413 |
0.0036 |
0.5% |
0.7413 |
Low |
0.7353 |
0.7355 |
0.0002 |
0.0% |
0.7337 |
Close |
0.7377 |
0.7406 |
0.0029 |
0.4% |
0.7408 |
Range |
0.0024 |
0.0058 |
0.0034 |
141.7% |
0.0076 |
ATR |
0.0037 |
0.0039 |
0.0001 |
4.0% |
0.0000 |
Volume |
529 |
351 |
-178 |
-33.6% |
654 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7565 |
0.7544 |
0.7438 |
|
R3 |
0.7507 |
0.7486 |
0.7422 |
|
R2 |
0.7449 |
0.7449 |
0.7417 |
|
R1 |
0.7428 |
0.7428 |
0.7411 |
0.7439 |
PP |
0.7391 |
0.7391 |
0.7391 |
0.7397 |
S1 |
0.7370 |
0.7370 |
0.7401 |
0.7381 |
S2 |
0.7333 |
0.7333 |
0.7395 |
|
S3 |
0.7275 |
0.7312 |
0.7390 |
|
S4 |
0.7217 |
0.7254 |
0.7374 |
|
|
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% |
0.0046 |
0.6% |
91% |
True |
False |
330 |
10 |
0.7441 |
0.7337 |
0.0104 |
1.4% |
0.0041 |
0.5% |
66% |
False |
False |
227 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0036 |
0.5% |
35% |
False |
False |
134 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
56% |
False |
False |
136 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0035 |
0.5% |
56% |
False |
False |
131 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
55% |
False |
False |
100 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0029 |
0.4% |
55% |
False |
False |
82 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0027 |
0.4% |
46% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7660 |
2.618 |
0.7565 |
1.618 |
0.7507 |
1.000 |
0.7471 |
0.618 |
0.7449 |
HIGH |
0.7413 |
0.618 |
0.7391 |
0.500 |
0.7384 |
0.382 |
0.7377 |
LOW |
0.7355 |
0.618 |
0.7319 |
1.000 |
0.7297 |
1.618 |
0.7261 |
2.618 |
0.7203 |
4.250 |
0.7109 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7399 |
0.7398 |
PP |
0.7391 |
0.7391 |
S1 |
0.7384 |
0.7383 |
|