CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 22-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7426 |
0.7427 |
0.0001 |
0.0% |
0.7396 |
High |
0.7442 |
0.7430 |
-0.0013 |
-0.2% |
0.7478 |
Low |
0.7413 |
0.7417 |
0.0004 |
0.0% |
0.7394 |
Close |
0.7422 |
0.7422 |
0.0001 |
0.0% |
0.7422 |
Range |
0.0029 |
0.0013 |
-0.0016 |
-55.2% |
0.0085 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
350 |
228 |
-122 |
-34.9% |
2,023 |
|
Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7462 |
0.7455 |
0.7429 |
|
R3 |
0.7449 |
0.7442 |
0.7426 |
|
R2 |
0.7436 |
0.7436 |
0.7424 |
|
R1 |
0.7429 |
0.7429 |
0.7423 |
0.7426 |
PP |
0.7423 |
0.7423 |
0.7423 |
0.7421 |
S1 |
0.7416 |
0.7416 |
0.7421 |
0.7413 |
S2 |
0.7410 |
0.7410 |
0.7420 |
|
S3 |
0.7397 |
0.7403 |
0.7418 |
|
S4 |
0.7384 |
0.7390 |
0.7415 |
|
|
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 |
0.7407 |
0.0071 |
1.0% |
0.0036 |
0.5% |
21% |
False |
False |
430 |
10 |
0.7517 |
0.7392 |
0.0125 |
1.7% |
0.0041 |
0.6% |
24% |
False |
False |
357 |
20 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0044 |
0.6% |
45% |
False |
False |
307 |
40 |
0.7534 |
0.7335 |
0.0199 |
2.7% |
0.0037 |
0.5% |
44% |
False |
False |
184 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
61% |
False |
False |
194 |
80 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0035 |
0.5% |
61% |
False |
False |
149 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0033 |
0.4% |
61% |
False |
False |
121 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0030 |
0.4% |
61% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7485 |
2.618 |
0.7464 |
1.618 |
0.7451 |
1.000 |
0.7443 |
0.618 |
0.7438 |
HIGH |
0.7430 |
0.618 |
0.7425 |
0.500 |
0.7423 |
0.382 |
0.7421 |
LOW |
0.7417 |
0.618 |
0.7408 |
1.000 |
0.7404 |
1.618 |
0.7395 |
2.618 |
0.7382 |
4.250 |
0.7361 |
|
|
Fisher Pivots for day following 22-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7423 |
0.7431 |
PP |
0.7423 |
0.7428 |
S1 |
0.7422 |
0.7425 |
|