CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7498 |
0.0007 |
0.1% |
0.7397 |
High |
0.7517 |
0.7501 |
-0.0016 |
-0.2% |
0.7499 |
Low |
0.7475 |
0.7431 |
-0.0044 |
-0.6% |
0.7353 |
Close |
0.7493 |
0.7435 |
-0.0058 |
-0.8% |
0.7498 |
Range |
0.0042 |
0.0071 |
0.0029 |
67.9% |
0.0146 |
ATR |
0.0040 |
0.0043 |
0.0002 |
5.3% |
0.0000 |
Volume |
408 |
201 |
-207 |
-50.7% |
1,712 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7622 |
0.7474 |
|
R3 |
0.7597 |
0.7551 |
0.7454 |
|
R2 |
0.7526 |
0.7526 |
0.7448 |
|
R1 |
0.7481 |
0.7481 |
0.7441 |
0.7468 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7449 |
S1 |
0.7410 |
0.7410 |
0.7429 |
0.7398 |
S2 |
0.7385 |
0.7385 |
0.7422 |
|
S3 |
0.7315 |
0.7340 |
0.7416 |
|
S4 |
0.7244 |
0.7269 |
0.7396 |
|
|
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 |
0.7411 |
0.0116 |
1.6% |
0.0051 |
0.7% |
21% |
False |
False |
309 |
10 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0049 |
0.7% |
52% |
False |
False |
319 |
20 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0041 |
0.5% |
50% |
False |
False |
202 |
40 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
63% |
False |
False |
135 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
66% |
False |
False |
156 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
65% |
False |
False |
119 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
65% |
False |
False |
97 |
120 |
0.7549 |
0.7244 |
0.0305 |
4.1% |
0.0028 |
0.4% |
63% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7801 |
2.618 |
0.7686 |
1.618 |
0.7615 |
1.000 |
0.7572 |
0.618 |
0.7545 |
HIGH |
0.7501 |
0.618 |
0.7474 |
0.500 |
0.7466 |
0.382 |
0.7457 |
LOW |
0.7431 |
0.618 |
0.7387 |
1.000 |
0.7360 |
1.618 |
0.7316 |
2.618 |
0.7246 |
4.250 |
0.7131 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7466 |
0.7474 |
PP |
0.7456 |
0.7461 |
S1 |
0.7445 |
0.7448 |
|