CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7413 |
-0.0025 |
-0.3% |
0.7453 |
| High |
0.7438 |
0.7413 |
-0.0025 |
-0.3% |
0.7459 |
| Low |
0.7427 |
0.7383 |
-0.0045 |
-0.6% |
0.7426 |
| Close |
0.7435 |
0.7384 |
-0.0052 |
-0.7% |
0.7431 |
| Range |
0.0011 |
0.0031 |
0.0020 |
177.3% |
0.0033 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
5.8% |
0.0000 |
| Volume |
5 |
80 |
75 |
1,500.0% |
51 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7465 |
0.7400 |
|
| R3 |
0.7454 |
0.7434 |
0.7392 |
|
| R2 |
0.7424 |
0.7424 |
0.7389 |
|
| R1 |
0.7404 |
0.7404 |
0.7386 |
0.7398 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7390 |
| S1 |
0.7373 |
0.7373 |
0.7381 |
0.7368 |
| S2 |
0.7363 |
0.7363 |
0.7378 |
|
| S3 |
0.7332 |
0.7343 |
0.7375 |
|
| S4 |
0.7302 |
0.7312 |
0.7367 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7516 |
0.7448 |
|
| R3 |
0.7503 |
0.7483 |
0.7439 |
|
| R2 |
0.7471 |
0.7471 |
0.7436 |
|
| R1 |
0.7451 |
0.7451 |
0.7433 |
0.7445 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7435 |
| S1 |
0.7418 |
0.7418 |
0.7428 |
0.7412 |
| S2 |
0.7406 |
0.7406 |
0.7425 |
|
| S3 |
0.7373 |
0.7386 |
0.7422 |
|
| S4 |
0.7341 |
0.7353 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7383 |
0.0076 |
1.0% |
0.0019 |
0.3% |
1% |
False |
True |
21 |
| 10 |
0.7459 |
0.7383 |
0.0076 |
1.0% |
0.0017 |
0.2% |
1% |
False |
True |
15 |
| 20 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0023 |
0.3% |
19% |
False |
False |
18 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0020 |
0.3% |
18% |
False |
False |
16 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
43% |
False |
False |
26 |
| 80 |
0.7550 |
0.7264 |
0.0287 |
3.9% |
0.0023 |
0.3% |
42% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7543 |
|
2.618 |
0.7493 |
|
1.618 |
0.7462 |
|
1.000 |
0.7444 |
|
0.618 |
0.7432 |
|
HIGH |
0.7413 |
|
0.618 |
0.7401 |
|
0.500 |
0.7398 |
|
0.382 |
0.7394 |
|
LOW |
0.7383 |
|
0.618 |
0.7364 |
|
1.000 |
0.7352 |
|
1.618 |
0.7333 |
|
2.618 |
0.7303 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7410 |
| PP |
0.7393 |
0.7401 |
| S1 |
0.7388 |
0.7392 |
|