CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7390 |
0.0030 |
0.4% |
0.7435 |
High |
0.7381 |
0.7390 |
0.0010 |
0.1% |
0.7438 |
Low |
0.7351 |
0.7382 |
0.0031 |
0.4% |
0.7351 |
Close |
0.7375 |
0.7384 |
0.0010 |
0.1% |
0.7375 |
Range |
0.0030 |
0.0008 |
-0.0022 |
-72.9% |
0.0087 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
9 |
352 |
343 |
3,811.1% |
143 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7409 |
0.7405 |
0.7388 |
|
R3 |
0.7401 |
0.7397 |
0.7386 |
|
R2 |
0.7393 |
0.7393 |
0.7385 |
|
R1 |
0.7389 |
0.7389 |
0.7385 |
0.7387 |
PP |
0.7385 |
0.7385 |
0.7385 |
0.7385 |
S1 |
0.7381 |
0.7381 |
0.7383 |
0.7379 |
S2 |
0.7377 |
0.7377 |
0.7383 |
|
S3 |
0.7369 |
0.7373 |
0.7382 |
|
S4 |
0.7361 |
0.7365 |
0.7380 |
|
|
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% |
0.0019 |
0.3% |
38% |
False |
False |
98 |
10 |
0.7459 |
0.7351 |
0.0108 |
1.5% |
0.0017 |
0.2% |
31% |
False |
False |
54 |
20 |
0.7533 |
0.7351 |
0.0182 |
2.5% |
0.0021 |
0.3% |
18% |
False |
False |
38 |
40 |
0.7545 |
0.7349 |
0.0196 |
2.7% |
0.0019 |
0.3% |
18% |
False |
False |
26 |
60 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
43% |
False |
False |
31 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0022 |
0.3% |
43% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7424 |
2.618 |
0.7411 |
1.618 |
0.7403 |
1.000 |
0.7398 |
0.618 |
0.7395 |
HIGH |
0.7390 |
0.618 |
0.7387 |
0.500 |
0.7386 |
0.382 |
0.7385 |
LOW |
0.7382 |
0.618 |
0.7377 |
1.000 |
0.7374 |
1.618 |
0.7369 |
2.618 |
0.7361 |
4.250 |
0.7348 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7386 |
0.7380 |
PP |
0.7385 |
0.7375 |
S1 |
0.7385 |
0.7371 |
|