CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7450 |
-0.0060 |
-0.8% |
0.7417 |
| High |
0.7510 |
0.7450 |
-0.0060 |
-0.8% |
0.7507 |
| Low |
0.7502 |
0.7444 |
-0.0058 |
-0.8% |
0.7366 |
| Close |
0.7502 |
0.7444 |
-0.0058 |
-0.8% |
0.7507 |
| Range |
0.0009 |
0.0006 |
-0.0003 |
-29.4% |
0.0141 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
5.2% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
176 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7464 |
0.7460 |
0.7447 |
|
| R3 |
0.7458 |
0.7454 |
0.7446 |
|
| R2 |
0.7452 |
0.7452 |
0.7445 |
|
| R1 |
0.7448 |
0.7448 |
0.7445 |
0.7447 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7446 |
| S1 |
0.7442 |
0.7442 |
0.7443 |
0.7441 |
| S2 |
0.7440 |
0.7440 |
0.7443 |
|
| S3 |
0.7434 |
0.7436 |
0.7442 |
|
| S4 |
0.7428 |
0.7430 |
0.7441 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7834 |
0.7584 |
|
| R3 |
0.7741 |
0.7694 |
0.7545 |
|
| R2 |
0.7600 |
0.7600 |
0.7532 |
|
| R1 |
0.7553 |
0.7553 |
0.7519 |
0.7577 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7471 |
| S1 |
0.7413 |
0.7413 |
0.7494 |
0.7436 |
| S2 |
0.7319 |
0.7319 |
0.7481 |
|
| S3 |
0.7179 |
0.7272 |
0.7468 |
|
| S4 |
0.7038 |
0.7132 |
0.7429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7533 |
0.7444 |
0.0089 |
1.2% |
0.0024 |
0.3% |
0% |
False |
True |
10 |
| 10 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0029 |
0.4% |
52% |
False |
False |
21 |
| 20 |
0.7538 |
0.7349 |
0.0189 |
2.5% |
0.0023 |
0.3% |
50% |
False |
False |
13 |
| 40 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0022 |
0.3% |
63% |
False |
False |
18 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
64% |
False |
False |
28 |
| 80 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0024 |
0.3% |
63% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7476 |
|
2.618 |
0.7466 |
|
1.618 |
0.7460 |
|
1.000 |
0.7456 |
|
0.618 |
0.7454 |
|
HIGH |
0.7450 |
|
0.618 |
0.7448 |
|
0.500 |
0.7447 |
|
0.382 |
0.7446 |
|
LOW |
0.7444 |
|
0.618 |
0.7440 |
|
1.000 |
0.7438 |
|
1.618 |
0.7434 |
|
2.618 |
0.7428 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7477 |
| PP |
0.7446 |
0.7466 |
| S1 |
0.7445 |
0.7455 |
|