CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7370 |
0.7368 |
-0.0002 |
0.0% |
0.7427 |
High |
0.7390 |
0.7388 |
-0.0002 |
0.0% |
0.7434 |
Low |
0.7366 |
0.7345 |
-0.0021 |
-0.3% |
0.7343 |
Close |
0.7373 |
0.7385 |
0.0012 |
0.2% |
0.7364 |
Range |
0.0024 |
0.0043 |
0.0019 |
80.9% |
0.0091 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.7% |
0.0000 |
Volume |
439 |
3,187 |
2,748 |
626.0% |
12,399 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7500 |
0.7485 |
0.7408 |
|
R3 |
0.7457 |
0.7442 |
0.7396 |
|
R2 |
0.7415 |
0.7415 |
0.7392 |
|
R1 |
0.7400 |
0.7400 |
0.7388 |
0.7407 |
PP |
0.7372 |
0.7372 |
0.7372 |
0.7376 |
S1 |
0.7357 |
0.7357 |
0.7381 |
0.7365 |
S2 |
0.7330 |
0.7330 |
0.7377 |
|
S3 |
0.7287 |
0.7315 |
0.7373 |
|
S4 |
0.7245 |
0.7272 |
0.7361 |
|
|
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 |
0.7426 |
0.7343 |
0.0083 |
1.1% |
0.0036 |
0.5% |
50% |
False |
False |
3,053 |
10 |
0.7460 |
0.7343 |
0.0117 |
1.6% |
0.0035 |
0.5% |
35% |
False |
False |
1,732 |
20 |
0.7526 |
0.7343 |
0.0183 |
2.5% |
0.0041 |
0.6% |
23% |
False |
False |
1,032 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.7% |
0.0038 |
0.5% |
24% |
False |
False |
562 |
60 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0039 |
0.5% |
48% |
False |
False |
443 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0036 |
0.5% |
48% |
False |
False |
346 |
100 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0032 |
0.4% |
48% |
False |
False |
278 |
120 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0031 |
0.4% |
48% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7568 |
2.618 |
0.7499 |
1.618 |
0.7456 |
1.000 |
0.7430 |
0.618 |
0.7414 |
HIGH |
0.7388 |
0.618 |
0.7371 |
0.500 |
0.7366 |
0.382 |
0.7361 |
LOW |
0.7345 |
0.618 |
0.7319 |
1.000 |
0.7303 |
1.618 |
0.7276 |
2.618 |
0.7234 |
4.250 |
0.7164 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7378 |
0.7378 |
PP |
0.7372 |
0.7372 |
S1 |
0.7366 |
0.7366 |
|