CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 16-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7396 |
0.7446 |
0.0050 |
0.7% |
0.7496 |
High |
0.7449 |
0.7478 |
0.0029 |
0.4% |
0.7526 |
Low |
0.7394 |
0.7431 |
0.0038 |
0.5% |
0.7392 |
Close |
0.7444 |
0.7443 |
-0.0002 |
0.0% |
0.7394 |
Range |
0.0056 |
0.0047 |
-0.0009 |
-15.3% |
0.0135 |
ATR |
0.0044 |
0.0044 |
0.0000 |
0.5% |
0.0000 |
Volume |
99 |
628 |
529 |
534.3% |
1,565 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7564 |
0.7468 |
|
R3 |
0.7545 |
0.7517 |
0.7455 |
|
R2 |
0.7498 |
0.7498 |
0.7451 |
|
R1 |
0.7470 |
0.7470 |
0.7447 |
0.7460 |
PP |
0.7451 |
0.7451 |
0.7451 |
0.7446 |
S1 |
0.7423 |
0.7423 |
0.7438 |
0.7413 |
S2 |
0.7404 |
0.7404 |
0.7434 |
|
S3 |
0.7357 |
0.7376 |
0.7430 |
|
S4 |
0.7310 |
0.7329 |
0.7417 |
|
|
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 |
0.7517 |
0.7392 |
0.0125 |
1.7% |
0.0052 |
0.7% |
41% |
False |
False |
303 |
10 |
0.7526 |
0.7353 |
0.0173 |
2.3% |
0.0048 |
0.6% |
52% |
False |
False |
333 |
20 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0043 |
0.6% |
56% |
False |
False |
241 |
40 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
66% |
False |
False |
155 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
68% |
False |
False |
170 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0033 |
0.4% |
68% |
False |
False |
130 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
68% |
False |
False |
106 |
120 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0029 |
0.4% |
65% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7678 |
2.618 |
0.7601 |
1.618 |
0.7554 |
1.000 |
0.7525 |
0.618 |
0.7507 |
HIGH |
0.7478 |
0.618 |
0.7460 |
0.500 |
0.7455 |
0.382 |
0.7449 |
LOW |
0.7431 |
0.618 |
0.7402 |
1.000 |
0.7384 |
1.618 |
0.7355 |
2.618 |
0.7308 |
4.250 |
0.7231 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7455 |
0.7440 |
PP |
0.7451 |
0.7437 |
S1 |
0.7447 |
0.7435 |
|