CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7360 |
-0.0020 |
-0.3% |
0.7435 |
| High |
0.7380 |
0.7381 |
0.0001 |
0.0% |
0.7438 |
| Low |
0.7363 |
0.7351 |
-0.0012 |
-0.2% |
0.7351 |
| Close |
0.7363 |
0.7375 |
0.0012 |
0.2% |
0.7375 |
| Range |
0.0018 |
0.0030 |
0.0012 |
68.6% |
0.0087 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
47 |
9 |
-38 |
-80.9% |
143 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7445 |
0.7391 |
|
| R3 |
0.7428 |
0.7416 |
0.7383 |
|
| R2 |
0.7398 |
0.7398 |
0.7380 |
|
| R1 |
0.7386 |
0.7386 |
0.7377 |
0.7392 |
| PP |
0.7369 |
0.7369 |
0.7369 |
0.7372 |
| S1 |
0.7357 |
0.7357 |
0.7372 |
0.7363 |
| S2 |
0.7339 |
0.7339 |
0.7369 |
|
| S3 |
0.7310 |
0.7327 |
0.7366 |
|
| S4 |
0.7280 |
0.7298 |
0.7358 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7599 |
0.7422 |
|
| R3 |
0.7562 |
0.7512 |
0.7398 |
|
| R2 |
0.7475 |
0.7475 |
0.7390 |
|
| R1 |
0.7425 |
0.7425 |
0.7382 |
0.7406 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7379 |
| S1 |
0.7338 |
0.7338 |
0.7367 |
0.7319 |
| S2 |
0.7301 |
0.7301 |
0.7359 |
|
| S3 |
0.7214 |
0.7251 |
0.7351 |
|
| S4 |
0.7127 |
0.7164 |
0.7327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7438 |
0.7351 |
0.0087 |
1.2% |
0.0018 |
0.2% |
27% |
False |
True |
28 |
| 10 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0016 |
0.2% |
22% |
False |
True |
19 |
| 20 |
0.7533 |
0.7351 |
0.0182 |
2.5% |
0.0022 |
0.3% |
13% |
False |
True |
20 |
| 40 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0020 |
0.3% |
13% |
False |
False |
17 |
| 60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
39% |
False |
False |
26 |
| 80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
39% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7506 |
|
2.618 |
0.7458 |
|
1.618 |
0.7428 |
|
1.000 |
0.7410 |
|
0.618 |
0.7399 |
|
HIGH |
0.7381 |
|
0.618 |
0.7369 |
|
0.500 |
0.7366 |
|
0.382 |
0.7362 |
|
LOW |
0.7351 |
|
0.618 |
0.7333 |
|
1.000 |
0.7322 |
|
1.618 |
0.7303 |
|
2.618 |
0.7274 |
|
4.250 |
0.7226 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7382 |
| PP |
0.7369 |
0.7380 |
| S1 |
0.7366 |
0.7377 |
|