CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7470 |
0.0022 |
0.3% |
0.7471 |
| High |
0.7453 |
0.7471 |
0.0018 |
0.2% |
0.7484 |
| Low |
0.7448 |
0.7466 |
0.0018 |
0.2% |
0.7432 |
| Close |
0.7453 |
0.7471 |
0.0018 |
0.2% |
0.7434 |
| Range |
0.0005 |
0.0006 |
0.0001 |
10.0% |
0.0052 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
183 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7484 |
0.7474 |
|
| R3 |
0.7480 |
0.7478 |
0.7473 |
|
| R2 |
0.7475 |
0.7475 |
0.7472 |
|
| R1 |
0.7473 |
0.7473 |
0.7472 |
0.7474 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7470 |
| S1 |
0.7467 |
0.7467 |
0.7470 |
0.7468 |
| S2 |
0.7464 |
0.7464 |
0.7470 |
|
| S3 |
0.7458 |
0.7462 |
0.7469 |
|
| S4 |
0.7453 |
0.7456 |
0.7468 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7570 |
0.7462 |
|
| R3 |
0.7553 |
0.7519 |
0.7448 |
|
| R2 |
0.7501 |
0.7501 |
0.7443 |
|
| R1 |
0.7467 |
0.7467 |
0.7438 |
0.7459 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7445 |
| S1 |
0.7416 |
0.7416 |
0.7429 |
0.7407 |
| S2 |
0.7398 |
0.7398 |
0.7424 |
|
| S3 |
0.7347 |
0.7364 |
0.7419 |
|
| S4 |
0.7295 |
0.7313 |
0.7405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7471 |
0.7409 |
0.0062 |
0.8% |
0.0008 |
0.1% |
100% |
True |
False |
4 |
| 10 |
0.7484 |
0.7405 |
0.0079 |
1.1% |
0.0010 |
0.1% |
84% |
False |
False |
20 |
| 20 |
0.7484 |
0.7274 |
0.0210 |
2.8% |
0.0019 |
0.3% |
94% |
False |
False |
22 |
| 40 |
0.7495 |
0.7264 |
0.0231 |
3.1% |
0.0023 |
0.3% |
90% |
False |
False |
35 |
| 60 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0024 |
0.3% |
72% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7494 |
|
2.618 |
0.7485 |
|
1.618 |
0.7480 |
|
1.000 |
0.7477 |
|
0.618 |
0.7474 |
|
HIGH |
0.7471 |
|
0.618 |
0.7469 |
|
0.500 |
0.7468 |
|
0.382 |
0.7468 |
|
LOW |
0.7466 |
|
0.618 |
0.7462 |
|
1.000 |
0.7460 |
|
1.618 |
0.7457 |
|
2.618 |
0.7451 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7461 |
| PP |
0.7469 |
0.7450 |
| S1 |
0.7468 |
0.7440 |
|