CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7441 |
0.7453 |
0.0013 |
0.2% |
0.7504 |
High |
0.7446 |
0.7453 |
0.0008 |
0.1% |
0.7533 |
Low |
0.7403 |
0.7453 |
0.0050 |
0.7% |
0.7403 |
Close |
0.7404 |
0.7453 |
0.0049 |
0.7% |
0.7404 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0130 |
ATR |
0.0036 |
0.0037 |
0.0001 |
2.7% |
0.0000 |
Volume |
14 |
0 |
-14 |
-100.0% |
48 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7453 |
0.7453 |
0.7453 |
|
R3 |
0.7453 |
0.7453 |
0.7453 |
|
R2 |
0.7453 |
0.7453 |
0.7453 |
|
R1 |
0.7453 |
0.7453 |
0.7453 |
0.7453 |
PP |
0.7453 |
0.7453 |
0.7453 |
0.7453 |
S1 |
0.7453 |
0.7453 |
0.7453 |
0.7453 |
S2 |
0.7453 |
0.7453 |
0.7453 |
|
S3 |
0.7453 |
0.7453 |
0.7453 |
|
S4 |
0.7453 |
0.7453 |
0.7453 |
|
|
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 |
0.7510 |
0.7403 |
0.0107 |
1.4% |
0.0015 |
0.2% |
47% |
False |
False |
5 |
10 |
0.7533 |
0.7366 |
0.0167 |
2.2% |
0.0025 |
0.3% |
52% |
False |
False |
21 |
20 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0023 |
0.3% |
57% |
False |
False |
14 |
40 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0021 |
0.3% |
66% |
False |
False |
18 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
67% |
False |
False |
27 |
80 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0023 |
0.3% |
66% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7453 |
1.618 |
0.7453 |
1.000 |
0.7453 |
0.618 |
0.7453 |
HIGH |
0.7453 |
0.618 |
0.7453 |
0.500 |
0.7453 |
0.382 |
0.7453 |
LOW |
0.7453 |
0.618 |
0.7453 |
1.000 |
0.7453 |
1.618 |
0.7453 |
2.618 |
0.7453 |
4.250 |
0.7453 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7453 |
0.7445 |
PP |
0.7453 |
0.7436 |
S1 |
0.7453 |
0.7428 |
|