CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7498 |
0.7430 |
-0.0068 |
-0.9% |
0.7496 |
| High |
0.7501 |
0.7438 |
-0.0064 |
-0.8% |
0.7526 |
| Low |
0.7431 |
0.7392 |
-0.0039 |
-0.5% |
0.7392 |
| Close |
0.7435 |
0.7394 |
-0.0041 |
-0.6% |
0.7394 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-34.8% |
0.0135 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.6% |
0.0000 |
| Volume |
201 |
180 |
-21 |
-10.4% |
1,565 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7516 |
0.7419 |
|
| R3 |
0.7500 |
0.7470 |
0.7407 |
|
| R2 |
0.7454 |
0.7454 |
0.7402 |
|
| R1 |
0.7424 |
0.7424 |
0.7398 |
0.7416 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7404 |
| S1 |
0.7378 |
0.7378 |
0.7390 |
0.7370 |
| S2 |
0.7362 |
0.7362 |
0.7386 |
|
| S3 |
0.7316 |
0.7332 |
0.7381 |
|
| S4 |
0.7270 |
0.7286 |
0.7369 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7752 |
0.7468 |
|
| R3 |
0.7706 |
0.7617 |
0.7431 |
|
| R2 |
0.7572 |
0.7572 |
0.7419 |
|
| R1 |
0.7483 |
0.7483 |
0.7406 |
0.7460 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7426 |
| S1 |
0.7348 |
0.7348 |
0.7382 |
0.7326 |
| S2 |
0.7303 |
0.7303 |
0.7369 |
|
| S3 |
0.7168 |
0.7214 |
0.7357 |
|
| S4 |
0.7034 |
0.7079 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7526 |
0.7392 |
0.0135 |
1.8% |
0.0042 |
0.6% |
2% |
False |
True |
313 |
| 10 |
0.7526 |
0.7353 |
0.0173 |
2.3% |
0.0046 |
0.6% |
24% |
False |
False |
327 |
| 20 |
0.7526 |
0.7337 |
0.0189 |
2.6% |
0.0041 |
0.5% |
30% |
False |
False |
207 |
| 40 |
0.7534 |
0.7264 |
0.0270 |
3.7% |
0.0038 |
0.5% |
48% |
False |
False |
139 |
| 60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
52% |
False |
False |
158 |
| 80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0033 |
0.4% |
51% |
False |
False |
121 |
| 100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
51% |
False |
False |
98 |
| 120 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0028 |
0.4% |
49% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7558 |
|
1.618 |
0.7512 |
|
1.000 |
0.7484 |
|
0.618 |
0.7466 |
|
HIGH |
0.7438 |
|
0.618 |
0.7420 |
|
0.500 |
0.7415 |
|
0.382 |
0.7409 |
|
LOW |
0.7392 |
|
0.618 |
0.7363 |
|
1.000 |
0.7346 |
|
1.618 |
0.7317 |
|
2.618 |
0.7271 |
|
4.250 |
0.7196 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7415 |
0.7454 |
| PP |
0.7408 |
0.7434 |
| S1 |
0.7401 |
0.7414 |
|