CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7441 |
-0.0010 |
-0.1% |
0.7504 |
| High |
0.7450 |
0.7446 |
-0.0005 |
-0.1% |
0.7533 |
| Low |
0.7444 |
0.7403 |
-0.0041 |
-0.6% |
0.7403 |
| Close |
0.7444 |
0.7404 |
-0.0040 |
-0.5% |
0.7404 |
| Range |
0.0006 |
0.0043 |
0.0037 |
608.3% |
0.0130 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1 |
14 |
13 |
1,300.0% |
48 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7517 |
0.7427 |
|
| R3 |
0.7503 |
0.7475 |
0.7416 |
|
| R2 |
0.7460 |
0.7460 |
0.7412 |
|
| R1 |
0.7432 |
0.7432 |
0.7408 |
0.7425 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7414 |
| S1 |
0.7390 |
0.7390 |
0.7400 |
0.7382 |
| S2 |
0.7375 |
0.7375 |
0.7396 |
|
| S3 |
0.7333 |
0.7347 |
0.7392 |
|
| S4 |
0.7290 |
0.7305 |
0.7381 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7750 |
0.7476 |
|
| R3 |
0.7707 |
0.7620 |
0.7440 |
|
| R2 |
0.7577 |
0.7577 |
0.7428 |
|
| R1 |
0.7490 |
0.7490 |
0.7416 |
0.7469 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7436 |
| S1 |
0.7360 |
0.7360 |
0.7392 |
0.7339 |
| S2 |
0.7317 |
0.7317 |
0.7380 |
|
| S3 |
0.7187 |
0.7230 |
0.7368 |
|
| S4 |
0.7057 |
0.7100 |
0.7333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7533 |
0.7403 |
0.0130 |
1.8% |
0.0020 |
0.3% |
1% |
False |
True |
9 |
| 10 |
0.7533 |
0.7366 |
0.0167 |
2.3% |
0.0027 |
0.4% |
23% |
False |
False |
22 |
| 20 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0023 |
0.3% |
30% |
False |
False |
14 |
| 40 |
0.7545 |
0.7274 |
0.0271 |
3.7% |
0.0022 |
0.3% |
48% |
False |
False |
18 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0025 |
0.3% |
50% |
False |
False |
28 |
| 80 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0024 |
0.3% |
49% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7626 |
|
2.618 |
0.7557 |
|
1.618 |
0.7514 |
|
1.000 |
0.7488 |
|
0.618 |
0.7472 |
|
HIGH |
0.7446 |
|
0.618 |
0.7429 |
|
0.500 |
0.7424 |
|
0.382 |
0.7419 |
|
LOW |
0.7403 |
|
0.618 |
0.7377 |
|
1.000 |
0.7361 |
|
1.618 |
0.7334 |
|
2.618 |
0.7292 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7457 |
| PP |
0.7418 |
0.7439 |
| S1 |
0.7411 |
0.7422 |
|