CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 02-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7417 |
0.7390 |
-0.0027 |
-0.4% |
0.7410 |
High |
0.7421 |
0.7390 |
-0.0031 |
-0.4% |
0.7419 |
Low |
0.7400 |
0.7367 |
-0.0033 |
-0.4% |
0.7349 |
Close |
0.7415 |
0.7370 |
-0.0046 |
-0.6% |
0.7419 |
Range |
0.0021 |
0.0023 |
0.0002 |
9.5% |
0.0070 |
ATR |
0.0032 |
0.0033 |
0.0001 |
3.5% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
58 |
|
Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7445 |
0.7430 |
0.7382 |
|
R3 |
0.7422 |
0.7407 |
0.7376 |
|
R2 |
0.7399 |
0.7399 |
0.7374 |
|
R1 |
0.7384 |
0.7384 |
0.7372 |
0.7380 |
PP |
0.7376 |
0.7376 |
0.7376 |
0.7373 |
S1 |
0.7361 |
0.7361 |
0.7367 |
0.7357 |
S2 |
0.7353 |
0.7353 |
0.7365 |
|
S3 |
0.7330 |
0.7338 |
0.7363 |
|
S4 |
0.7307 |
0.7315 |
0.7357 |
|
|
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% |
0.0030 |
0.4% |
28% |
False |
False |
6 |
10 |
0.7460 |
0.7349 |
0.0111 |
1.5% |
0.0024 |
0.3% |
18% |
False |
False |
8 |
20 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0019 |
0.3% |
10% |
False |
False |
6 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
38% |
False |
False |
21 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
38% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7488 |
2.618 |
0.7450 |
1.618 |
0.7427 |
1.000 |
0.7413 |
0.618 |
0.7404 |
HIGH |
0.7390 |
0.618 |
0.7381 |
0.500 |
0.7379 |
0.382 |
0.7376 |
LOW |
0.7367 |
0.618 |
0.7353 |
1.000 |
0.7344 |
1.618 |
0.7330 |
2.618 |
0.7307 |
4.250 |
0.7269 |
|
|
Fisher Pivots for day following 02-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7379 |
0.7385 |
PP |
0.7376 |
0.7380 |
S1 |
0.7373 |
0.7375 |
|