CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 18-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7436 |
0.7450 |
0.0014 |
0.2% |
0.7496 |
High |
0.7460 |
0.7450 |
-0.0011 |
-0.1% |
0.7526 |
Low |
0.7407 |
0.7413 |
0.0006 |
0.1% |
0.7392 |
Close |
0.7452 |
0.7420 |
-0.0033 |
-0.4% |
0.7394 |
Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0135 |
ATR |
0.0045 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
Volume |
291 |
655 |
364 |
125.1% |
1,565 |
|
Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7538 |
0.7516 |
0.7440 |
|
R3 |
0.7501 |
0.7479 |
0.7430 |
|
R2 |
0.7464 |
0.7464 |
0.7426 |
|
R1 |
0.7442 |
0.7442 |
0.7423 |
0.7435 |
PP |
0.7427 |
0.7427 |
0.7427 |
0.7424 |
S1 |
0.7405 |
0.7405 |
0.7416 |
0.7398 |
S2 |
0.7390 |
0.7390 |
0.7413 |
|
S3 |
0.7353 |
0.7368 |
0.7409 |
|
S4 |
0.7316 |
0.7331 |
0.7399 |
|
|
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 |
0.7478 |
0.7392 |
0.0087 |
1.2% |
0.0048 |
0.6% |
32% |
False |
False |
370 |
10 |
0.7526 |
0.7392 |
0.0135 |
1.8% |
0.0049 |
0.7% |
21% |
False |
False |
339 |
20 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0045 |
0.6% |
44% |
False |
False |
283 |
40 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
58% |
False |
False |
174 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
61% |
False |
False |
185 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0035 |
0.5% |
60% |
False |
False |
142 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
60% |
False |
False |
115 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
60% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7607 |
2.618 |
0.7546 |
1.618 |
0.7509 |
1.000 |
0.7487 |
0.618 |
0.7472 |
HIGH |
0.7450 |
0.618 |
0.7435 |
0.500 |
0.7431 |
0.382 |
0.7427 |
LOW |
0.7413 |
0.618 |
0.7390 |
1.000 |
0.7376 |
1.618 |
0.7353 |
2.618 |
0.7316 |
4.250 |
0.7255 |
|
|
Fisher Pivots for day following 18-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7431 |
0.7443 |
PP |
0.7427 |
0.7435 |
S1 |
0.7423 |
0.7427 |
|