CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
0.7383 |
0.7372 |
-0.0011 |
-0.1% |
0.7492 |
High |
0.7383 |
0.7383 |
-0.0001 |
0.0% |
0.7496 |
Low |
0.7357 |
0.7372 |
0.0015 |
0.2% |
0.7408 |
Close |
0.7357 |
0.7383 |
0.0026 |
0.3% |
0.7414 |
Range |
0.0026 |
0.0011 |
-0.0016 |
-59.6% |
0.0089 |
ATR |
0.0031 |
0.0030 |
0.0000 |
-1.2% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
4 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7411 |
0.7407 |
0.7388 |
|
R3 |
0.7400 |
0.7397 |
0.7385 |
|
R2 |
0.7390 |
0.7390 |
0.7384 |
|
R1 |
0.7386 |
0.7386 |
0.7383 |
0.7388 |
PP |
0.7379 |
0.7379 |
0.7379 |
0.7380 |
S1 |
0.7376 |
0.7376 |
0.7382 |
0.7377 |
S2 |
0.7369 |
0.7369 |
0.7381 |
|
S3 |
0.7358 |
0.7365 |
0.7380 |
|
S4 |
0.7348 |
0.7355 |
0.7377 |
|
|
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 |
0.7430 |
0.7357 |
0.0073 |
1.0% |
0.0025 |
0.3% |
35% |
False |
False |
11 |
10 |
0.7538 |
0.7357 |
0.0181 |
2.4% |
0.0017 |
0.2% |
14% |
False |
False |
6 |
20 |
0.7545 |
0.7357 |
0.0188 |
2.5% |
0.0016 |
0.2% |
14% |
False |
False |
13 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
42% |
False |
False |
30 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0022 |
0.3% |
42% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7427 |
2.618 |
0.7410 |
1.618 |
0.7399 |
1.000 |
0.7393 |
0.618 |
0.7389 |
HIGH |
0.7383 |
0.618 |
0.7378 |
0.500 |
0.7377 |
0.382 |
0.7376 |
LOW |
0.7372 |
0.618 |
0.7366 |
1.000 |
0.7362 |
1.618 |
0.7355 |
2.618 |
0.7345 |
4.250 |
0.7327 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7381 |
0.7385 |
PP |
0.7379 |
0.7384 |
S1 |
0.7377 |
0.7383 |
|