CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 09-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7496 |
0.7497 |
0.0001 |
0.0% |
0.7397 |
High |
0.7526 |
0.7498 |
-0.0029 |
-0.4% |
0.7499 |
Low |
0.7491 |
0.7481 |
-0.0010 |
-0.1% |
0.7353 |
Close |
0.7499 |
0.7496 |
-0.0003 |
0.0% |
0.7498 |
Range |
0.0036 |
0.0017 |
-0.0019 |
-52.1% |
0.0146 |
ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
246 |
530 |
284 |
115.4% |
1,712 |
|
Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7542 |
0.7536 |
0.7505 |
|
R3 |
0.7525 |
0.7519 |
0.7501 |
|
R2 |
0.7508 |
0.7508 |
0.7499 |
|
R1 |
0.7502 |
0.7502 |
0.7498 |
0.7497 |
PP |
0.7491 |
0.7491 |
0.7491 |
0.7489 |
S1 |
0.7485 |
0.7485 |
0.7494 |
0.7480 |
S2 |
0.7474 |
0.7474 |
0.7493 |
|
S3 |
0.7457 |
0.7468 |
0.7491 |
|
S4 |
0.7440 |
0.7451 |
0.7487 |
|
|
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% |
0.0045 |
0.6% |
83% |
False |
False |
363 |
10 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0042 |
0.6% |
84% |
False |
False |
277 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0039 |
0.5% |
81% |
False |
False |
178 |
40 |
0.7534 |
0.7263 |
0.0272 |
3.6% |
0.0037 |
0.5% |
86% |
False |
False |
141 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
87% |
False |
False |
147 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
86% |
False |
False |
112 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
86% |
False |
False |
91 |
120 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0028 |
0.4% |
83% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7570 |
2.618 |
0.7542 |
1.618 |
0.7525 |
1.000 |
0.7515 |
0.618 |
0.7508 |
HIGH |
0.7498 |
0.618 |
0.7491 |
0.500 |
0.7489 |
0.382 |
0.7487 |
LOW |
0.7481 |
0.618 |
0.7470 |
1.000 |
0.7464 |
1.618 |
0.7453 |
2.618 |
0.7436 |
4.250 |
0.7408 |
|
|
Fisher Pivots for day following 09-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7487 |
PP |
0.7491 |
0.7478 |
S1 |
0.7489 |
0.7468 |
|