CME Canadian Dollar Future September 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 |
0.7348 |
0.7397 |
0.0049 |
0.7% |
0.7399 |
High |
0.7408 |
0.7410 |
0.0002 |
0.0% |
0.7413 |
Low |
0.7337 |
0.7387 |
0.0050 |
0.7% |
0.7337 |
Close |
0.7408 |
0.7404 |
-0.0004 |
-0.1% |
0.7408 |
Range |
0.0071 |
0.0024 |
-0.0048 |
-66.9% |
0.0076 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
99 |
51 |
-48 |
-48.5% |
654 |
|
Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7471 |
0.7461 |
0.7417 |
|
R3 |
0.7447 |
0.7437 |
0.7410 |
|
R2 |
0.7424 |
0.7424 |
0.7408 |
|
R1 |
0.7414 |
0.7414 |
0.7406 |
0.7419 |
PP |
0.7400 |
0.7400 |
0.7400 |
0.7403 |
S1 |
0.7390 |
0.7390 |
0.7402 |
0.7395 |
S2 |
0.7377 |
0.7377 |
0.7400 |
|
S3 |
0.7353 |
0.7367 |
0.7398 |
|
S4 |
0.7330 |
0.7343 |
0.7391 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7587 |
0.7450 |
|
R3 |
0.7538 |
0.7511 |
0.7429 |
|
R2 |
0.7462 |
0.7462 |
0.7422 |
|
R1 |
0.7435 |
0.7435 |
0.7415 |
0.7449 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7393 |
S1 |
0.7359 |
0.7359 |
0.7401 |
0.7373 |
S2 |
0.7310 |
0.7310 |
0.7394 |
|
S3 |
0.7234 |
0.7283 |
0.7387 |
|
S4 |
0.7158 |
0.7207 |
0.7366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7410 |
0.7337 |
0.0073 |
1.0% |
0.0041 |
0.6% |
92% |
True |
False |
134 |
10 |
0.7501 |
0.7337 |
0.0164 |
2.2% |
0.0034 |
0.5% |
41% |
False |
False |
90 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0032 |
0.4% |
34% |
False |
False |
76 |
40 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
55% |
False |
False |
136 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0034 |
0.5% |
55% |
False |
False |
107 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
55% |
False |
False |
82 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0028 |
0.4% |
55% |
False |
False |
67 |
120 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0026 |
0.3% |
46% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7510 |
2.618 |
0.7472 |
1.618 |
0.7448 |
1.000 |
0.7434 |
0.618 |
0.7425 |
HIGH |
0.7410 |
0.618 |
0.7401 |
0.500 |
0.7398 |
0.382 |
0.7395 |
LOW |
0.7387 |
0.618 |
0.7372 |
1.000 |
0.7363 |
1.618 |
0.7348 |
2.618 |
0.7325 |
4.250 |
0.7287 |
|
|
Fisher Pivots for day following 01-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7402 |
0.7394 |
PP |
0.7400 |
0.7384 |
S1 |
0.7398 |
0.7374 |
|