CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 13-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7470 |
0.7489 |
0.0019 |
0.2% |
0.7471 |
High |
0.7471 |
0.7545 |
0.0074 |
1.0% |
0.7484 |
Low |
0.7466 |
0.7489 |
0.0023 |
0.3% |
0.7432 |
Close |
0.7471 |
0.7525 |
0.0054 |
0.7% |
0.7434 |
Range |
0.0006 |
0.0057 |
0.0051 |
927.3% |
0.0052 |
ATR |
0.0029 |
0.0032 |
0.0003 |
10.9% |
0.0000 |
Volume |
6 |
11 |
5 |
83.3% |
183 |
|
Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7689 |
0.7663 |
0.7556 |
|
R3 |
0.7632 |
0.7607 |
0.7540 |
|
R2 |
0.7576 |
0.7576 |
0.7535 |
|
R1 |
0.7550 |
0.7550 |
0.7530 |
0.7563 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7526 |
S1 |
0.7494 |
0.7494 |
0.7519 |
0.7507 |
S2 |
0.7463 |
0.7463 |
0.7514 |
|
S3 |
0.7406 |
0.7437 |
0.7509 |
|
S4 |
0.7350 |
0.7381 |
0.7493 |
|
|
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 |
0.7545 |
0.7409 |
0.0136 |
1.8% |
0.0019 |
0.2% |
85% |
True |
False |
6 |
10 |
0.7545 |
0.7405 |
0.0141 |
1.9% |
0.0015 |
0.2% |
85% |
True |
False |
21 |
20 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0021 |
0.3% |
92% |
True |
False |
22 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.7% |
0.0025 |
0.3% |
93% |
True |
False |
35 |
60 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0024 |
0.3% |
91% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7785 |
2.618 |
0.7693 |
1.618 |
0.7636 |
1.000 |
0.7602 |
0.618 |
0.7580 |
HIGH |
0.7545 |
0.618 |
0.7523 |
0.500 |
0.7517 |
0.382 |
0.7510 |
LOW |
0.7489 |
0.618 |
0.7454 |
1.000 |
0.7432 |
1.618 |
0.7397 |
2.618 |
0.7341 |
4.250 |
0.7248 |
|
|
Fisher Pivots for day following 13-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7522 |
0.7515 |
PP |
0.7519 |
0.7506 |
S1 |
0.7517 |
0.7497 |
|