CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7374 |
0.7351 |
-0.0023 |
-0.3% |
0.7427 |
High |
0.7380 |
0.7371 |
-0.0010 |
-0.1% |
0.7434 |
Low |
0.7350 |
0.7343 |
-0.0007 |
-0.1% |
0.7343 |
Close |
0.7352 |
0.7364 |
0.0012 |
0.2% |
0.7364 |
Range |
0.0030 |
0.0028 |
-0.0003 |
-8.3% |
0.0091 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
1,175 |
1,080 |
-95 |
-8.1% |
12,399 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7442 |
0.7430 |
0.7379 |
|
R3 |
0.7414 |
0.7403 |
0.7371 |
|
R2 |
0.7387 |
0.7387 |
0.7369 |
|
R1 |
0.7375 |
0.7375 |
0.7366 |
0.7381 |
PP |
0.7359 |
0.7359 |
0.7359 |
0.7362 |
S1 |
0.7348 |
0.7348 |
0.7361 |
0.7353 |
S2 |
0.7332 |
0.7332 |
0.7358 |
|
S3 |
0.7304 |
0.7320 |
0.7356 |
|
S4 |
0.7277 |
0.7293 |
0.7348 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7653 |
0.7599 |
0.7414 |
|
R3 |
0.7562 |
0.7508 |
0.7389 |
|
R2 |
0.7471 |
0.7471 |
0.7380 |
|
R1 |
0.7417 |
0.7417 |
0.7372 |
0.7399 |
PP |
0.7380 |
0.7380 |
0.7380 |
0.7371 |
S1 |
0.7326 |
0.7326 |
0.7355 |
0.7308 |
S2 |
0.7289 |
0.7289 |
0.7347 |
|
S3 |
0.7198 |
0.7235 |
0.7338 |
|
S4 |
0.7107 |
0.7144 |
0.7313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7434 |
0.7343 |
0.0091 |
1.2% |
0.0032 |
0.4% |
23% |
False |
True |
2,479 |
10 |
0.7478 |
0.7343 |
0.0135 |
1.8% |
0.0038 |
0.5% |
15% |
False |
True |
1,442 |
20 |
0.7526 |
0.7343 |
0.0183 |
2.5% |
0.0042 |
0.6% |
11% |
False |
True |
884 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0038 |
0.5% |
13% |
False |
False |
481 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
41% |
False |
False |
389 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
41% |
False |
False |
301 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0033 |
0.4% |
41% |
False |
False |
242 |
120 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0030 |
0.4% |
41% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7487 |
2.618 |
0.7442 |
1.618 |
0.7415 |
1.000 |
0.7398 |
0.618 |
0.7387 |
HIGH |
0.7371 |
0.618 |
0.7360 |
0.500 |
0.7357 |
0.382 |
0.7354 |
LOW |
0.7343 |
0.618 |
0.7326 |
1.000 |
0.7316 |
1.618 |
0.7299 |
2.618 |
0.7271 |
4.250 |
0.7226 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7361 |
0.7385 |
PP |
0.7359 |
0.7378 |
S1 |
0.7357 |
0.7371 |
|