CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7426 |
0.0002 |
0.0% |
0.7396 |
| High |
0.7434 |
0.7426 |
-0.0008 |
-0.1% |
0.7478 |
| Low |
0.7400 |
0.7370 |
-0.0031 |
-0.4% |
0.7394 |
| Close |
0.7426 |
0.7373 |
-0.0054 |
-0.7% |
0.7422 |
| Range |
0.0034 |
0.0057 |
0.0023 |
66.2% |
0.0085 |
| ATR |
0.0040 |
0.0042 |
0.0001 |
2.8% |
0.0000 |
| Volume |
528 |
9,388 |
8,860 |
1,678.0% |
2,023 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7522 |
0.7404 |
|
| R3 |
0.7502 |
0.7466 |
0.7388 |
|
| R2 |
0.7446 |
0.7446 |
0.7383 |
|
| R1 |
0.7409 |
0.7409 |
0.7378 |
0.7399 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7384 |
| S1 |
0.7353 |
0.7353 |
0.7367 |
0.7343 |
| S2 |
0.7333 |
0.7333 |
0.7362 |
|
| S3 |
0.7276 |
0.7296 |
0.7357 |
|
| S4 |
0.7220 |
0.7240 |
0.7341 |
|
|
| 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 |
0.7450 |
0.7370 |
0.0080 |
1.1% |
0.0034 |
0.5% |
4% |
False |
True |
2,229 |
| 10 |
0.7501 |
0.7370 |
0.0132 |
1.8% |
0.0044 |
0.6% |
2% |
False |
True |
1,254 |
| 20 |
0.7526 |
0.7337 |
0.0189 |
2.6% |
0.0044 |
0.6% |
19% |
False |
False |
781 |
| 40 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0038 |
0.5% |
18% |
False |
False |
429 |
| 60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
44% |
False |
False |
355 |
| 80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0035 |
0.5% |
44% |
False |
False |
273 |
| 100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0033 |
0.4% |
44% |
False |
False |
219 |
| 120 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
44% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7574 |
|
1.618 |
0.7517 |
|
1.000 |
0.7483 |
|
0.618 |
0.7461 |
|
HIGH |
0.7426 |
|
0.618 |
0.7404 |
|
0.500 |
0.7398 |
|
0.382 |
0.7391 |
|
LOW |
0.7370 |
|
0.618 |
0.7335 |
|
1.000 |
0.7313 |
|
1.618 |
0.7278 |
|
2.618 |
0.7222 |
|
4.250 |
0.7129 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7402 |
| PP |
0.7389 |
0.7392 |
| S1 |
0.7381 |
0.7382 |
|