CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7446 |
0.7436 |
-0.0011 |
-0.1% |
0.7496 |
High |
0.7478 |
0.7460 |
-0.0018 |
-0.2% |
0.7526 |
Low |
0.7431 |
0.7407 |
-0.0024 |
-0.3% |
0.7392 |
Close |
0.7443 |
0.7452 |
0.0010 |
0.1% |
0.7394 |
Range |
0.0047 |
0.0053 |
0.0006 |
12.8% |
0.0135 |
ATR |
0.0044 |
0.0045 |
0.0001 |
1.5% |
0.0000 |
Volume |
628 |
291 |
-337 |
-53.7% |
1,565 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7599 |
0.7578 |
0.7481 |
|
R3 |
0.7546 |
0.7525 |
0.7467 |
|
R2 |
0.7493 |
0.7493 |
0.7462 |
|
R1 |
0.7472 |
0.7472 |
0.7457 |
0.7483 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7445 |
S1 |
0.7419 |
0.7419 |
0.7447 |
0.7430 |
S2 |
0.7387 |
0.7387 |
0.7442 |
|
S3 |
0.7334 |
0.7366 |
0.7437 |
|
S4 |
0.7281 |
0.7313 |
0.7423 |
|
|
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 |
0.7501 |
0.7392 |
0.0110 |
1.5% |
0.0054 |
0.7% |
55% |
False |
False |
279 |
10 |
0.7526 |
0.7355 |
0.0171 |
2.3% |
0.0051 |
0.7% |
57% |
False |
False |
309 |
20 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0044 |
0.6% |
61% |
False |
False |
253 |
40 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0039 |
0.5% |
70% |
False |
False |
161 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
72% |
False |
False |
174 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.5% |
71% |
False |
False |
134 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
71% |
False |
False |
108 |
120 |
0.7548 |
0.7244 |
0.0304 |
4.1% |
0.0029 |
0.4% |
69% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7685 |
2.618 |
0.7599 |
1.618 |
0.7546 |
1.000 |
0.7513 |
0.618 |
0.7493 |
HIGH |
0.7460 |
0.618 |
0.7440 |
0.500 |
0.7434 |
0.382 |
0.7427 |
LOW |
0.7407 |
0.618 |
0.7374 |
1.000 |
0.7354 |
1.618 |
0.7321 |
2.618 |
0.7268 |
4.250 |
0.7182 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7446 |
0.7447 |
PP |
0.7440 |
0.7441 |
S1 |
0.7434 |
0.7436 |
|