CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7451 |
0.7430 |
-0.0021 |
-0.3% |
0.7492 |
High |
0.7451 |
0.7430 |
-0.0021 |
-0.3% |
0.7496 |
Low |
0.7451 |
0.7408 |
-0.0044 |
-0.6% |
0.7408 |
Close |
0.7451 |
0.7414 |
-0.0037 |
-0.5% |
0.7414 |
Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0089 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.5% |
0.0000 |
Volume |
0 |
2 |
2 |
|
4 |
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7485 |
0.7472 |
0.7426 |
|
R3 |
0.7462 |
0.7449 |
0.7420 |
|
R2 |
0.7440 |
0.7440 |
0.7418 |
|
R1 |
0.7427 |
0.7427 |
0.7416 |
0.7422 |
PP |
0.7417 |
0.7417 |
0.7417 |
0.7415 |
S1 |
0.7404 |
0.7404 |
0.7412 |
0.7400 |
S2 |
0.7395 |
0.7395 |
0.7410 |
|
S3 |
0.7372 |
0.7382 |
0.7408 |
|
S4 |
0.7350 |
0.7359 |
0.7402 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7648 |
0.7463 |
|
R3 |
0.7616 |
0.7559 |
0.7438 |
|
R2 |
0.7528 |
0.7528 |
0.7430 |
|
R1 |
0.7471 |
0.7471 |
0.7422 |
0.7455 |
PP |
0.7439 |
0.7439 |
0.7439 |
0.7431 |
S1 |
0.7382 |
0.7382 |
0.7406 |
0.7367 |
S2 |
0.7351 |
0.7351 |
0.7398 |
|
S3 |
0.7262 |
0.7294 |
0.7390 |
|
S4 |
0.7174 |
0.7205 |
0.7365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7496 |
0.7408 |
0.0089 |
1.2% |
0.0005 |
0.1% |
7% |
False |
True |
|
10 |
0.7545 |
0.7408 |
0.0138 |
1.9% |
0.0016 |
0.2% |
5% |
False |
True |
3 |
20 |
0.7545 |
0.7346 |
0.0200 |
2.7% |
0.0013 |
0.2% |
34% |
False |
False |
14 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0022 |
0.3% |
53% |
False |
False |
31 |
60 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0023 |
0.3% |
53% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7526 |
2.618 |
0.7489 |
1.618 |
0.7466 |
1.000 |
0.7453 |
0.618 |
0.7444 |
HIGH |
0.7430 |
0.618 |
0.7421 |
0.500 |
0.7419 |
0.382 |
0.7416 |
LOW |
0.7408 |
0.618 |
0.7394 |
1.000 |
0.7385 |
1.618 |
0.7371 |
2.618 |
0.7349 |
4.250 |
0.7312 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7419 |
0.7434 |
PP |
0.7417 |
0.7427 |
S1 |
0.7416 |
0.7421 |
|