CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7374 |
-0.0052 |
-0.7% |
0.7396 |
| High |
0.7426 |
0.7380 |
-0.0046 |
-0.6% |
0.7478 |
| Low |
0.7370 |
0.7350 |
-0.0020 |
-0.3% |
0.7394 |
| Close |
0.7373 |
0.7352 |
-0.0021 |
-0.3% |
0.7422 |
| Range |
0.0057 |
0.0030 |
-0.0027 |
-46.9% |
0.0085 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
9,388 |
1,175 |
-8,213 |
-87.5% |
2,023 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7451 |
0.7431 |
0.7368 |
|
| R3 |
0.7421 |
0.7401 |
0.7360 |
|
| R2 |
0.7391 |
0.7391 |
0.7357 |
|
| R1 |
0.7371 |
0.7371 |
0.7354 |
0.7366 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7358 |
| S1 |
0.7341 |
0.7341 |
0.7349 |
0.7336 |
| S2 |
0.7331 |
0.7331 |
0.7346 |
|
| S3 |
0.7301 |
0.7311 |
0.7343 |
|
| S4 |
0.7271 |
0.7281 |
0.7335 |
|
|
| 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 |
0.7442 |
0.7350 |
0.0092 |
1.3% |
0.0033 |
0.4% |
2% |
False |
True |
2,333 |
| 10 |
0.7478 |
0.7350 |
0.0128 |
1.7% |
0.0040 |
0.5% |
1% |
False |
True |
1,352 |
| 20 |
0.7526 |
0.7337 |
0.0189 |
2.6% |
0.0044 |
0.6% |
8% |
False |
False |
835 |
| 40 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0038 |
0.5% |
7% |
False |
False |
456 |
| 60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
37% |
False |
False |
373 |
| 80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
37% |
False |
False |
287 |
| 100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0033 |
0.4% |
37% |
False |
False |
231 |
| 120 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
37% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7459 |
|
1.618 |
0.7429 |
|
1.000 |
0.7410 |
|
0.618 |
0.7399 |
|
HIGH |
0.7380 |
|
0.618 |
0.7369 |
|
0.500 |
0.7365 |
|
0.382 |
0.7361 |
|
LOW |
0.7350 |
|
0.618 |
0.7331 |
|
1.000 |
0.7320 |
|
1.618 |
0.7301 |
|
2.618 |
0.7271 |
|
4.250 |
0.7223 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7392 |
| PP |
0.7361 |
0.7379 |
| S1 |
0.7356 |
0.7365 |
|