CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 03-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7390 |
0.7366 |
-0.0024 |
-0.3% |
0.7410 |
High |
0.7390 |
0.7387 |
-0.0003 |
0.0% |
0.7419 |
Low |
0.7367 |
0.7366 |
-0.0001 |
0.0% |
0.7349 |
Close |
0.7370 |
0.7387 |
0.0018 |
0.2% |
0.7419 |
Range |
0.0023 |
0.0021 |
-0.0002 |
-8.7% |
0.0070 |
ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
9 |
139 |
130 |
1,444.4% |
58 |
|
Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7443 |
0.7436 |
0.7399 |
|
R3 |
0.7422 |
0.7415 |
0.7393 |
|
R2 |
0.7401 |
0.7401 |
0.7391 |
|
R1 |
0.7394 |
0.7394 |
0.7389 |
0.7398 |
PP |
0.7380 |
0.7380 |
0.7380 |
0.7382 |
S1 |
0.7373 |
0.7373 |
0.7385 |
0.7377 |
S2 |
0.7359 |
0.7359 |
0.7383 |
|
S3 |
0.7338 |
0.7352 |
0.7381 |
|
S4 |
0.7317 |
0.7331 |
0.7375 |
|
|
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% |
0.0029 |
0.4% |
53% |
False |
False |
33 |
10 |
0.7451 |
0.7349 |
0.0102 |
1.4% |
0.0026 |
0.3% |
37% |
False |
False |
21 |
20 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0020 |
0.3% |
19% |
False |
False |
12 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
44% |
False |
False |
20 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
44% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7476 |
2.618 |
0.7442 |
1.618 |
0.7421 |
1.000 |
0.7408 |
0.618 |
0.7400 |
HIGH |
0.7387 |
0.618 |
0.7379 |
0.500 |
0.7377 |
0.382 |
0.7374 |
LOW |
0.7366 |
0.618 |
0.7353 |
1.000 |
0.7345 |
1.618 |
0.7332 |
2.618 |
0.7311 |
4.250 |
0.7277 |
|
|
Fisher Pivots for day following 03-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7384 |
0.7394 |
PP |
0.7380 |
0.7391 |
S1 |
0.7377 |
0.7389 |
|