CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 05-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7355 |
0.7411 |
0.0056 |
0.8% |
0.7397 |
High |
0.7413 |
0.7499 |
0.0086 |
1.2% |
0.7499 |
Low |
0.7355 |
0.7411 |
0.0056 |
0.8% |
0.7353 |
Close |
0.7406 |
0.7498 |
0.0092 |
1.2% |
0.7498 |
Range |
0.0058 |
0.0088 |
0.0030 |
51.7% |
0.0146 |
ATR |
0.0039 |
0.0042 |
0.0004 |
10.0% |
0.0000 |
Volume |
351 |
161 |
-190 |
-54.1% |
1,712 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7733 |
0.7703 |
0.7546 |
|
R3 |
0.7645 |
0.7615 |
0.7522 |
|
R2 |
0.7557 |
0.7557 |
0.7514 |
|
R1 |
0.7527 |
0.7527 |
0.7506 |
0.7542 |
PP |
0.7469 |
0.7469 |
0.7469 |
0.7476 |
S1 |
0.7439 |
0.7439 |
0.7489 |
0.7454 |
S2 |
0.7381 |
0.7381 |
0.7481 |
|
S3 |
0.7293 |
0.7351 |
0.7473 |
|
S4 |
0.7205 |
0.7263 |
0.7449 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7886 |
0.7837 |
0.7578 |
|
R3 |
0.7741 |
0.7692 |
0.7538 |
|
R2 |
0.7595 |
0.7595 |
0.7524 |
|
R1 |
0.7546 |
0.7546 |
0.7511 |
0.7571 |
PP |
0.7450 |
0.7450 |
0.7450 |
0.7462 |
S1 |
0.7401 |
0.7401 |
0.7484 |
0.7425 |
S2 |
0.7304 |
0.7304 |
0.7471 |
|
S3 |
0.7159 |
0.7255 |
0.7457 |
|
S4 |
0.7013 |
0.7110 |
0.7417 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7499 |
0.7353 |
0.0146 |
1.9% |
0.0050 |
0.7% |
99% |
True |
False |
342 |
10 |
0.7499 |
0.7337 |
0.0162 |
2.2% |
0.0045 |
0.6% |
99% |
True |
False |
236 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0040 |
0.5% |
81% |
False |
False |
141 |
40 |
0.7534 |
0.7263 |
0.0272 |
3.6% |
0.0039 |
0.5% |
87% |
False |
False |
126 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
87% |
False |
False |
134 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
87% |
False |
False |
102 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
87% |
False |
False |
83 |
120 |
0.7568 |
0.7244 |
0.0324 |
4.3% |
0.0027 |
0.4% |
78% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7873 |
2.618 |
0.7729 |
1.618 |
0.7641 |
1.000 |
0.7587 |
0.618 |
0.7553 |
HIGH |
0.7499 |
0.618 |
0.7465 |
0.500 |
0.7455 |
0.382 |
0.7444 |
LOW |
0.7411 |
0.618 |
0.7356 |
1.000 |
0.7323 |
1.618 |
0.7268 |
2.618 |
0.7180 |
4.250 |
0.7037 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7483 |
0.7474 |
PP |
0.7469 |
0.7450 |
S1 |
0.7455 |
0.7426 |
|