CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7450 |
0.7426 |
-0.0024 |
-0.3% |
0.7396 |
High |
0.7450 |
0.7442 |
-0.0008 |
-0.1% |
0.7478 |
Low |
0.7413 |
0.7413 |
0.0001 |
0.0% |
0.7394 |
Close |
0.7420 |
0.7422 |
0.0002 |
0.0% |
0.7422 |
Range |
0.0037 |
0.0029 |
-0.0008 |
-21.6% |
0.0085 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
655 |
350 |
-305 |
-46.6% |
2,023 |
|
Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7513 |
0.7496 |
0.7437 |
|
R3 |
0.7484 |
0.7467 |
0.7429 |
|
R2 |
0.7455 |
0.7455 |
0.7427 |
|
R1 |
0.7438 |
0.7438 |
0.7424 |
0.7432 |
PP |
0.7426 |
0.7426 |
0.7426 |
0.7422 |
S1 |
0.7409 |
0.7409 |
0.7419 |
0.7403 |
S2 |
0.7397 |
0.7397 |
0.7416 |
|
S3 |
0.7368 |
0.7380 |
0.7414 |
|
S4 |
0.7339 |
0.7351 |
0.7406 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7685 |
0.7638 |
0.7468 |
|
R3 |
0.7600 |
0.7553 |
0.7445 |
|
R2 |
0.7516 |
0.7516 |
0.7437 |
|
R1 |
0.7469 |
0.7469 |
0.7429 |
0.7492 |
PP |
0.7431 |
0.7431 |
0.7431 |
0.7443 |
S1 |
0.7384 |
0.7384 |
0.7414 |
0.7408 |
S2 |
0.7347 |
0.7347 |
0.7406 |
|
S3 |
0.7262 |
0.7300 |
0.7398 |
|
S4 |
0.7178 |
0.7215 |
0.7375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7478 |
0.7394 |
0.0085 |
1.1% |
0.0044 |
0.6% |
33% |
False |
False |
404 |
10 |
0.7526 |
0.7392 |
0.0135 |
1.8% |
0.0043 |
0.6% |
22% |
False |
False |
358 |
20 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0044 |
0.6% |
45% |
False |
False |
297 |
40 |
0.7534 |
0.7306 |
0.0228 |
3.1% |
0.0038 |
0.5% |
51% |
False |
False |
180 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
61% |
False |
False |
190 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0035 |
0.5% |
61% |
False |
False |
146 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0033 |
0.4% |
61% |
False |
False |
118 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
61% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7565 |
2.618 |
0.7518 |
1.618 |
0.7489 |
1.000 |
0.7471 |
0.618 |
0.7460 |
HIGH |
0.7442 |
0.618 |
0.7431 |
0.500 |
0.7428 |
0.382 |
0.7424 |
LOW |
0.7413 |
0.618 |
0.7395 |
1.000 |
0.7384 |
1.618 |
0.7366 |
2.618 |
0.7337 |
4.250 |
0.7290 |
|
|
Fisher Pivots for day following 19-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7428 |
0.7434 |
PP |
0.7426 |
0.7430 |
S1 |
0.7424 |
0.7426 |
|