CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 10-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7491 |
-0.0006 |
-0.1% |
0.7397 |
High |
0.7498 |
0.7517 |
0.0019 |
0.3% |
0.7499 |
Low |
0.7481 |
0.7475 |
-0.0006 |
-0.1% |
0.7353 |
Close |
0.7496 |
0.7493 |
-0.0004 |
0.0% |
0.7498 |
Range |
0.0017 |
0.0042 |
0.0025 |
147.1% |
0.0146 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
Volume |
530 |
408 |
-122 |
-23.0% |
1,712 |
|
Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7621 |
0.7599 |
0.7516 |
|
R3 |
0.7579 |
0.7557 |
0.7504 |
|
R2 |
0.7537 |
0.7537 |
0.7500 |
|
R1 |
0.7515 |
0.7515 |
0.7496 |
0.7526 |
PP |
0.7495 |
0.7495 |
0.7495 |
0.7500 |
S1 |
0.7473 |
0.7473 |
0.7489 |
0.7484 |
S2 |
0.7453 |
0.7453 |
0.7485 |
|
S3 |
0.7411 |
0.7431 |
0.7481 |
|
S4 |
0.7369 |
0.7389 |
0.7469 |
|
|
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 |
0.7355 |
0.0171 |
2.3% |
0.0048 |
0.6% |
80% |
False |
False |
339 |
10 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0044 |
0.6% |
82% |
False |
False |
308 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0040 |
0.5% |
79% |
False |
False |
195 |
40 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0037 |
0.5% |
85% |
False |
False |
133 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0037 |
0.5% |
86% |
False |
False |
153 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
85% |
False |
False |
117 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
85% |
False |
False |
95 |
120 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0028 |
0.4% |
81% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7695 |
2.618 |
0.7626 |
1.618 |
0.7584 |
1.000 |
0.7559 |
0.618 |
0.7542 |
HIGH |
0.7517 |
0.618 |
0.7500 |
0.500 |
0.7496 |
0.382 |
0.7491 |
LOW |
0.7475 |
0.618 |
0.7449 |
1.000 |
0.7433 |
1.618 |
0.7407 |
2.618 |
0.7365 |
4.250 |
0.7296 |
|
|
Fisher Pivots for day following 10-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7496 |
0.7500 |
PP |
0.7495 |
0.7498 |
S1 |
0.7494 |
0.7495 |
|