CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 24-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7430 |
0.7410 |
-0.0020 |
-0.3% |
0.7492 |
High |
0.7430 |
0.7417 |
-0.0013 |
-0.2% |
0.7496 |
Low |
0.7408 |
0.7405 |
-0.0003 |
0.0% |
0.7408 |
Close |
0.7414 |
0.7417 |
0.0003 |
0.0% |
0.7414 |
Range |
0.0023 |
0.0012 |
-0.0011 |
-46.7% |
0.0089 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-4.3% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
4 |
|
Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7449 |
0.7445 |
0.7424 |
|
R3 |
0.7437 |
0.7433 |
0.7420 |
|
R2 |
0.7425 |
0.7425 |
0.7419 |
|
R1 |
0.7421 |
0.7421 |
0.7418 |
0.7423 |
PP |
0.7413 |
0.7413 |
0.7413 |
0.7414 |
S1 |
0.7409 |
0.7409 |
0.7416 |
0.7411 |
S2 |
0.7401 |
0.7401 |
0.7415 |
|
S3 |
0.7389 |
0.7397 |
0.7414 |
|
S4 |
0.7377 |
0.7385 |
0.7410 |
|
|
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 |
0.7405 |
0.0091 |
1.2% |
0.0007 |
0.1% |
13% |
False |
True |
2 |
10 |
0.7545 |
0.7405 |
0.0140 |
1.9% |
0.0015 |
0.2% |
9% |
False |
True |
3 |
20 |
0.7545 |
0.7362 |
0.0183 |
2.5% |
0.0013 |
0.2% |
30% |
False |
False |
14 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0022 |
0.3% |
55% |
False |
False |
31 |
60 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0023 |
0.3% |
54% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7468 |
2.618 |
0.7448 |
1.618 |
0.7436 |
1.000 |
0.7429 |
0.618 |
0.7424 |
HIGH |
0.7417 |
0.618 |
0.7412 |
0.500 |
0.7411 |
0.382 |
0.7410 |
LOW |
0.7405 |
0.618 |
0.7398 |
1.000 |
0.7393 |
1.618 |
0.7386 |
2.618 |
0.7374 |
4.250 |
0.7354 |
|
|
Fisher Pivots for day following 24-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7415 |
0.7428 |
PP |
0.7413 |
0.7424 |
S1 |
0.7411 |
0.7421 |
|