CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 01-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7355 |
0.7417 |
0.0062 |
0.8% |
0.7410 |
High |
0.7419 |
0.7421 |
0.0003 |
0.0% |
0.7419 |
Low |
0.7349 |
0.7400 |
0.0051 |
0.7% |
0.7349 |
Close |
0.7419 |
0.7415 |
-0.0004 |
0.0% |
0.7419 |
Range |
0.0070 |
0.0021 |
-0.0049 |
-69.8% |
0.0070 |
ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
5 |
9 |
4 |
80.0% |
58 |
|
Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7475 |
0.7466 |
0.7427 |
|
R3 |
0.7454 |
0.7445 |
0.7421 |
|
R2 |
0.7433 |
0.7433 |
0.7419 |
|
R1 |
0.7424 |
0.7424 |
0.7417 |
0.7418 |
PP |
0.7412 |
0.7412 |
0.7412 |
0.7409 |
S1 |
0.7403 |
0.7403 |
0.7413 |
0.7397 |
S2 |
0.7391 |
0.7391 |
0.7411 |
|
S3 |
0.7370 |
0.7382 |
0.7409 |
|
S4 |
0.7349 |
0.7361 |
0.7403 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7604 |
0.7581 |
0.7457 |
|
R3 |
0.7534 |
0.7511 |
0.7438 |
|
R2 |
0.7465 |
0.7465 |
0.7431 |
|
R1 |
0.7442 |
0.7442 |
0.7425 |
0.7453 |
PP |
0.7395 |
0.7395 |
0.7395 |
0.7401 |
S1 |
0.7372 |
0.7372 |
0.7412 |
0.7384 |
S2 |
0.7326 |
0.7326 |
0.7406 |
|
S3 |
0.7256 |
0.7303 |
0.7399 |
|
S4 |
0.7187 |
0.7233 |
0.7380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7421 |
0.7349 |
0.0072 |
1.0% |
0.0036 |
0.5% |
92% |
True |
False |
12 |
10 |
0.7496 |
0.7349 |
0.0147 |
2.0% |
0.0022 |
0.3% |
45% |
False |
False |
7 |
20 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0018 |
0.2% |
34% |
False |
False |
14 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
54% |
False |
False |
27 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
54% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7510 |
2.618 |
0.7476 |
1.618 |
0.7455 |
1.000 |
0.7442 |
0.618 |
0.7434 |
HIGH |
0.7421 |
0.618 |
0.7413 |
0.500 |
0.7411 |
0.382 |
0.7408 |
LOW |
0.7400 |
0.618 |
0.7387 |
1.000 |
0.7379 |
1.618 |
0.7366 |
2.618 |
0.7345 |
4.250 |
0.7311 |
|
|
Fisher Pivots for day following 01-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7414 |
0.7405 |
PP |
0.7412 |
0.7395 |
S1 |
0.7411 |
0.7385 |
|