CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 12-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7448 |
0.7470 |
0.0022 |
0.3% |
0.7471 |
High |
0.7453 |
0.7471 |
0.0018 |
0.2% |
0.7484 |
Low |
0.7448 |
0.7466 |
0.0018 |
0.2% |
0.7432 |
Close |
0.7453 |
0.7471 |
0.0018 |
0.2% |
0.7434 |
Range |
0.0005 |
0.0006 |
0.0001 |
10.0% |
0.0052 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
1 |
6 |
5 |
500.0% |
183 |
|
Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7486 |
0.7484 |
0.7474 |
|
R3 |
0.7480 |
0.7478 |
0.7473 |
|
R2 |
0.7475 |
0.7475 |
0.7472 |
|
R1 |
0.7473 |
0.7473 |
0.7472 |
0.7474 |
PP |
0.7469 |
0.7469 |
0.7469 |
0.7470 |
S1 |
0.7467 |
0.7467 |
0.7470 |
0.7468 |
S2 |
0.7464 |
0.7464 |
0.7470 |
|
S3 |
0.7458 |
0.7462 |
0.7469 |
|
S4 |
0.7453 |
0.7456 |
0.7468 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7604 |
0.7570 |
0.7462 |
|
R3 |
0.7553 |
0.7519 |
0.7448 |
|
R2 |
0.7501 |
0.7501 |
0.7443 |
|
R1 |
0.7467 |
0.7467 |
0.7438 |
0.7459 |
PP |
0.7450 |
0.7450 |
0.7450 |
0.7445 |
S1 |
0.7416 |
0.7416 |
0.7429 |
0.7407 |
S2 |
0.7398 |
0.7398 |
0.7424 |
|
S3 |
0.7347 |
0.7364 |
0.7419 |
|
S4 |
0.7295 |
0.7313 |
0.7405 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7471 |
0.7409 |
0.0062 |
0.8% |
0.0008 |
0.1% |
100% |
True |
False |
4 |
10 |
0.7484 |
0.7405 |
0.0079 |
1.1% |
0.0010 |
0.1% |
84% |
False |
False |
20 |
20 |
0.7484 |
0.7274 |
0.0210 |
2.8% |
0.0019 |
0.3% |
94% |
False |
False |
22 |
40 |
0.7495 |
0.7264 |
0.0231 |
3.1% |
0.0023 |
0.3% |
90% |
False |
False |
35 |
60 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0024 |
0.3% |
72% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7494 |
2.618 |
0.7485 |
1.618 |
0.7480 |
1.000 |
0.7477 |
0.618 |
0.7474 |
HIGH |
0.7471 |
0.618 |
0.7469 |
0.500 |
0.7468 |
0.382 |
0.7468 |
LOW |
0.7466 |
0.618 |
0.7462 |
1.000 |
0.7460 |
1.618 |
0.7457 |
2.618 |
0.7451 |
4.250 |
0.7442 |
|
|
Fisher Pivots for day following 12-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7470 |
0.7461 |
PP |
0.7469 |
0.7450 |
S1 |
0.7468 |
0.7440 |
|