CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 08-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7496 |
0.0086 |
1.2% |
0.7397 |
High |
0.7499 |
0.7526 |
0.0028 |
0.4% |
0.7499 |
Low |
0.7411 |
0.7491 |
0.0080 |
1.1% |
0.7353 |
Close |
0.7498 |
0.7499 |
0.0002 |
0.0% |
0.7498 |
Range |
0.0088 |
0.0036 |
-0.0053 |
-59.7% |
0.0146 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-1.2% |
0.0000 |
Volume |
161 |
246 |
85 |
52.8% |
1,712 |
|
Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7612 |
0.7591 |
0.7519 |
|
R3 |
0.7576 |
0.7555 |
0.7509 |
|
R2 |
0.7541 |
0.7541 |
0.7506 |
|
R1 |
0.7520 |
0.7520 |
0.7502 |
0.7530 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7510 |
S1 |
0.7484 |
0.7484 |
0.7496 |
0.7495 |
S2 |
0.7470 |
0.7470 |
0.7492 |
|
S3 |
0.7434 |
0.7449 |
0.7489 |
|
S4 |
0.7399 |
0.7413 |
0.7479 |
|
|
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 |
0.7526 |
0.7353 |
0.0173 |
2.3% |
0.0052 |
0.7% |
84% |
True |
False |
381 |
10 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0047 |
0.6% |
86% |
True |
False |
257 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0040 |
0.5% |
82% |
False |
False |
152 |
40 |
0.7534 |
0.7263 |
0.0272 |
3.6% |
0.0038 |
0.5% |
87% |
False |
False |
129 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
88% |
False |
False |
138 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
87% |
False |
False |
105 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0029 |
0.4% |
87% |
False |
False |
85 |
120 |
0.7568 |
0.7244 |
0.0324 |
4.3% |
0.0027 |
0.4% |
79% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7677 |
2.618 |
0.7619 |
1.618 |
0.7583 |
1.000 |
0.7562 |
0.618 |
0.7548 |
HIGH |
0.7526 |
0.618 |
0.7512 |
0.500 |
0.7508 |
0.382 |
0.7504 |
LOW |
0.7491 |
0.618 |
0.7469 |
1.000 |
0.7455 |
1.618 |
0.7433 |
2.618 |
0.7398 |
4.250 |
0.7340 |
|
|
Fisher Pivots for day following 08-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7508 |
0.7480 |
PP |
0.7505 |
0.7460 |
S1 |
0.7502 |
0.7441 |
|