CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7366 |
0.7375 |
0.0009 |
0.1% |
0.7410 |
High |
0.7387 |
0.7414 |
0.0027 |
0.4% |
0.7419 |
Low |
0.7366 |
0.7375 |
0.0009 |
0.1% |
0.7349 |
Close |
0.7387 |
0.7414 |
0.0027 |
0.4% |
0.7419 |
Range |
0.0021 |
0.0039 |
0.0018 |
85.7% |
0.0070 |
ATR |
0.0032 |
0.0033 |
0.0000 |
1.5% |
0.0000 |
Volume |
139 |
3 |
-136 |
-97.8% |
58 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7518 |
0.7505 |
0.7435 |
|
R3 |
0.7479 |
0.7466 |
0.7425 |
|
R2 |
0.7440 |
0.7440 |
0.7421 |
|
R1 |
0.7427 |
0.7427 |
0.7418 |
0.7434 |
PP |
0.7401 |
0.7401 |
0.7401 |
0.7404 |
S1 |
0.7388 |
0.7388 |
0.7410 |
0.7395 |
S2 |
0.7362 |
0.7362 |
0.7407 |
|
S3 |
0.7323 |
0.7349 |
0.7403 |
|
S4 |
0.7284 |
0.7310 |
0.7393 |
|
|
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% |
0.0035 |
0.5% |
90% |
False |
False |
33 |
10 |
0.7430 |
0.7349 |
0.0081 |
1.1% |
0.0030 |
0.4% |
80% |
False |
False |
22 |
20 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0022 |
0.3% |
33% |
False |
False |
12 |
40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
53% |
False |
False |
20 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
53% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7580 |
2.618 |
0.7516 |
1.618 |
0.7477 |
1.000 |
0.7453 |
0.618 |
0.7438 |
HIGH |
0.7414 |
0.618 |
0.7399 |
0.500 |
0.7395 |
0.382 |
0.7390 |
LOW |
0.7375 |
0.618 |
0.7351 |
1.000 |
0.7336 |
1.618 |
0.7312 |
2.618 |
0.7273 |
4.250 |
0.7209 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7408 |
0.7406 |
PP |
0.7401 |
0.7398 |
S1 |
0.7395 |
0.7390 |
|